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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
DVY icon
601
CALL
iShares Select Dividend ETF
DVY
$23.8B
$2.51M 0.02%
25,200
-15,800
-39% -$1.58M
TTWO icon
602
PUT
Take-Two Interactive
TTWO
$45B
$2.51M 0.02%
18,200
+8,000
+78% +$1.02M
SPXL icon
603
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.41B
$2.5M 0.02%
46,091
+15,648
+51% +$798K
BID
604
CALL
DELISTED
Sotheby's
BID
$2.5M 0.02%
50,900
+8,900
+21% +$450K
CIT
605
PUT
DELISTED
CIT Group Inc.
CIT
$2.5M 0.02%
48,500
-12,600
-21% -$671K
MCK icon
606
McKesson
MCK
$97.7B
$2.49M 0.02%
18,769
+7,118
+61% +$928K
BIIB icon
607
Biogen
BIIB
$30.6B
$2.49M 0.02%
7,044
+6,133
+673% +$2.11M
CERN
608
CALL
DELISTED
Cerner Corp
CERN
$2.49M 0.02%
38,600
-28,300
-42% -$1.8M
RGLD icon
609
PUT
Royal Gold
RGLD
$17.6B
$2.48M 0.02%
32,200
-17,500
-35% -$1.44M
NEM icon
610
CALL
Newmont
NEM
$104B
$2.47M 0.02%
81,700
-14,200
-15% -$481K
KMI icon
611
PUT
Kinder Morgan
KMI
$70.1B
$2.46M 0.02%
138,800
-39,600
-22% -$708K
NOV icon
612
PUT
NOV
NOV
$7.14B
$2.46M 0.02%
57,100
-19,700
-26% -$881K
RTX icon
613
PUT
RTX Corp
RTX
$294B
$2.45M 0.02%
27,808
-253,922
-90% -$21.3M
SYY icon
614
CALL
Sysco
SYY
$39.6B
$2.45M 0.02%
33,400
-55,400
-62% -$3.99M
GDXJ icon
615
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.37B
$2.44M 0.02%
89,300
+30,300
+51% +$899K
COO icon
616
PUT
Cooper Companies
COO
$14.5B
$2.44M 0.02%
35,200
+22,800
+184% +$1.46M
PPG icon
617
CALL
PPG Industries
PPG
$26.2B
$2.43M 0.02%
22,300
+2,200
+11% +$240K
ORLY icon
618
CALL
O'Reilly Automotive
ORLY
$74.6B
$2.43M 0.02%
105,000
-66,000
-39% -$1.4M
SAP icon
619
SAP
SAP
$224B
$2.43M 0.02%
19,737
-100,963
-84% -$12M
W icon
620
CALL
Wayfair
W
$15.5B
$2.42M 0.02%
16,400
+2,200
+15% +$280K
AZN icon
621
AstraZeneca
AZN
$241B
$2.42M 0.02%
30,596
+20,225
+195% +$1.53M
BLK icon
622
Blackrock
BLK
$176B
$2.41M 0.02%
5,119
+2,114
+70% +$1.03M
DGX icon
623
CALL
Quest Diagnostics
DGX
$25.8B
$2.41M 0.02%
22,300
-1,700
-7% -$186K
IONS icon
624
CALL
Ionis Pharmaceuticals
IONS
$9.15B
$2.4M 0.02%
46,500
-11,300
-20% -$531K
WPM icon
625
CALL
Wheaton Precious Metals
WPM
$52.8B
$2.39M 0.02%
136,600
+81,300
+147% +$1.56M
23 24
25
26 27

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OAM
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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.