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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
Increased
578
Reduced
1,270
Closed
741

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$10.3M
2
ACN icon
Accenture
ACN
+$7.2M
3
PH icon
Parker-Hannifin
PH
+$3.75M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$3.75M
5
CI icon
Cigna
CI
+$3.73M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$65.5M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$55.6M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$17.2M
4
JPM icon
JPMorgan Chase
JPM
+$16.1M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$13.9M

Sector Composition

Rank Sector Weight
1 Financials 0.49%
2 Technology 0.44%
3 Healthcare 0.39%
4 Consumer Discretionary 0.39%
5 Industrials 0.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
COF icon
301
PUT
Capital One
COF
$134B
$6.7M 0.04%
70,600
+59,400
+530% +$5.78M
UAL icon
302
CALL
United Airlines
UAL
$41.7B
$6.7M 0.04%
75,200
+11,300
+18% +$932K
MMP
303
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$6.69M 0.04%
98,800
-53,900
-35% -$3.74M
BAX icon
304
CALL
Baxter International
BAX
$14.5B
$6.68M 0.04%
86,700
+3,600
+4% +$267K
RTX icon
305
CALL
RTX Corp
RTX
$292B
$6.68M 0.04%
75,954
-214,674
-74% -$18M
DHI icon
306
CALL
D.R. Horton
DHI
$41B
$6.66M 0.04%
157,900
+84,700
+116% +$3.67M
KR icon
307
PUT
Kroger
KR
$35.7B
$6.64M 0.04%
228,100
+23,800
+12% +$708K
DE icon
308
PUT
Deere & Co
DE
$163B
$6.62M 0.04%
44,000
-5,500
-11% -$790K
IWO icon
309
PUT
iShares Russell 2000 Growth ETF
IWO
$14.6B
$6.6M 0.04%
30,700
-7,800
-20% -$1.66M
NVS icon
310
PUT
Novartis
NVS
$292B
$6.57M 0.04%
85,151
+7,812
+10% +$578K
AZO icon
311
PUT
AutoZone
AZO
$48.8B
$6.52M 0.04%
8,400
-800
-9% -$589K
FLR icon
312
CALL
Fluor
FLR
$7.01B
$6.51M 0.04%
112,100
+7,200
+7% +$392K
COF icon
313
CALL
Capital One
COF
$134B
$6.51M 0.04%
68,600
-2,800
-4% -$272K
ECL icon
314
PUT
Ecolab
ECL
$78.6B
$6.47M 0.04%
41,300
-8,000
-16% -$1.19M
ADI icon
315
PUT
Analog Devices
ADI
$176B
$6.44M 0.04%
69,700
-36,000
-34% -$3.46M
VRTX icon
316
CALL
Vertex Pharmaceuticals
VRTX
$119B
$6.42M 0.04%
33,300
+1,600
+5% +$285K
CLX icon
317
PUT
Clorox
CLX
$11.9B
$6.41M 0.04%
42,600
+4,800
+13% +$682K
XLY icon
318
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$6.39M 0.04%
109,000
-801,600
-88% -$45.6M
PAYX icon
319
CALL
Paychex
PAYX
$41.9B
$6.27M 0.04%
85,100
-29,100
-25% -$2.09M
AFL icon
320
CALL
Aflac
AFL
$64.5B
$6.23M 0.04%
132,400
-92,300
-41% -$4.22M
STX icon
321
CALL
Seagate
STX
$189B
$6.21M 0.04%
131,100
+66,900
+104% +$3.58M
AMAT icon
322
PUT
Applied Materials
AMAT
$411B
$6.2M 0.04%
160,400
-216,700
-57% -$9.58M
BUD icon
323
PUT
AB InBev
BUD
$166B
$6.14M 0.04%
70,100
-38,800
-36% -$3.78M
NUE icon
324
CALL
Nucor
NUE
$59.5B
$6.12M 0.04%
96,500
-2,700
-3% -$173K
COST icon
325
PUT
Costco
COST
$423B
$6.11M 0.04%
26,000
-126,900
-83% -$28.6M
11 12
13
14 15

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

Two Sigma Securities's Q3 2018 Portfolio in Review

As of Q3 2018, Two Sigma Securities held 3,267 positions worth $15.4B, down 23% from $20.1B the previous quarter. Its ten largest holdings account for 45% of the portfolio.

Two Sigma Securities withdrew a net $5.81B in Q3 2018, closing 741 positions and reducing 1,270 holdings. Its most notable exit was JPMorgan Chase, an estimated $16.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.49% of assets, down from 0.72% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Two Sigma Securities opened a new position in Accenture worth $7.36M.

  • Two Sigma Securities's largest Q3 2018 buy was Accenture: 43,253 shares worth $7.36M.
  • Two Sigma Securities added most to iShares Russell 1000 Growth ETF in Q3 2018, an estimated $10.3M increase.
  • Two Sigma Securities's biggest Q3 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $65.5M.
  • Two Sigma Securities fully exited JPMorgan Chase in Q3 2018, selling an estimated $16.1M.
  • Two Sigma Securities's ten largest holdings make up 45% of its $15.4B portfolio in Q3 2018.
  • Two Sigma Securities opened 656 new positions and closed 741 in Q3 2018.
  • Two Sigma Securities's portfolio value fell 23% quarter-over-quarter to $15.4B.

Based on Two Sigma Securities's 13F filing for Q3 2018, filed 14 Nov 2018.