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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
RF icon
576
CALL
Regions Financial
RF
$27.3B
$2.67M 0.02%
145,600
+85,700
+143% +$1.61M
EEM icon
577
iShares MSCI Emerging Markets ETF
EEM
$29.7B
$2.66M 0.02%
61,919
+45,611
+280% +$1.97M
AMTD
578
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.65M 0.02%
50,200
+16,500
+49% +$939K
T icon
579
AT&T
T
$161B
$2.65M 0.02%
104,438
-206,501
-66% -$5.06M
GG
580
PUT
DELISTED
Goldcorp Inc
GG
$2.64M 0.02%
258,600
+66,400
+35% +$778K
IJH icon
581
PUT
iShares Core S&P Mid-Cap ETF
IJH
$126B
$2.64M 0.02%
65,500
+13,500
+26% +$543K
LNC icon
582
PUT
Lincoln National
LNC
$8.98B
$2.63M 0.02%
38,800
-63,200
-62% -$4.17M
BNY
583
CALL
Bank of New York Mellon
BNY
$107B
$2.62M 0.02%
51,400
-129,600
-72% -$6.82M
SONY icon
584
Sony
SONY
$132B
$2.61M 0.02%
215,405
+49,430
+30% +$544K
FDX icon
585
FedEx
FDX
$74.5B
$2.61M 0.02%
10,843
-14,684
-58% -$3.56M
DAL icon
586
CALL
Delta Air Lines
DAL
$61.3B
$2.61M 0.02%
45,100
-129,000
-74% -$7.1M
PVH icon
587
CALL
PVH
PVH
$4.07B
$2.6M 0.02%
18,000
-23,200
-56% -$3.43M
CMI icon
588
Cummins
CMI
$87.1B
$2.6M 0.02%
17,764
+8,654
+95% +$1.22M
TSN icon
589
CALL
Tyson Foods
TSN
$20.7B
$2.59M 0.02%
43,500
-15,700
-27% -$982K
EL icon
590
Estee Lauder
EL
$31.2B
$2.58M 0.02%
17,764
+714
+4% +$99.1K
FDS icon
591
PUT
Factset
FDS
$9.71B
$2.57M 0.02%
11,500
-17,400
-60% -$3.78M
HOG icon
592
PUT
Harley-Davidson
HOG
$2.83B
$2.57M 0.02%
56,800
-3,100
-5% -$135K
TWLO icon
593
CALL
Twilio
TWLO
$30.2B
$2.57M 0.02%
29,800
-32,600
-52% -$2.38M
URBN icon
594
CALL
Urban Outfitters
URBN
$6.72B
$2.56M 0.02%
62,700
+10,300
+20% +$463K
PNC icon
595
PUT
PNC Financial Services
PNC
$102B
$2.56M 0.02%
18,800
-3,400
-15% -$483K
TFC icon
596
CALL
Truist Financial
TFC
$64.6B
$2.56M 0.02%
52,700
-97,100
-65% -$4.98M
EW icon
597
CALL
Edwards Lifesciences
EW
$51.3B
$2.54M 0.02%
43,800
-31,800
-42% -$1.56M
PLD icon
598
CALL
Prologis
PLD
$131B
$2.54M 0.02%
37,400
-55,300
-60% -$3.64M
PSX icon
599
PUT
Phillips 66
PSX
$82.6B
$2.52M 0.02%
22,400
-33,700
-60% -$3.9M
PII icon
600
CALL
Polaris
PII
$4.21B
$2.52M 0.02%
25,000
-13,000
-34% -$1.45M
22 23
24
25 26

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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
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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.