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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
TM icon
701
PUT
Toyota
TM
$224B
$2.05M 0.01%
16,500
-52,100
-76% -$6.59M
IWD icon
702
PUT
iShares Russell 1000 Value ETF
IWD
$83.4B
$2.05M 0.01%
16,200
+14,000
+636% +$1.76M
ESRX
703
DELISTED
Express Scripts Holding Company
ESRX
$2.05M 0.01%
21,561
+18,873
+702% +$1.61M
MET icon
704
PUT
MetLife
MET
$61.9B
$2.04M 0.01%
43,700
-1,400
-3% -$64K
EXPD icon
705
CALL
Expeditors International
EXPD
$23.7B
$2.04M 0.01%
27,700
+7,600
+38% +$562K
PVH icon
706
PUT
PVH
PVH
$4.09B
$2.04M 0.01%
14,100
-17,100
-55% -$2.53M
CME icon
707
PUT
CME Group
CME
$94.4B
$2.02M 0.01%
11,900
-5,900
-33% -$993K
BHC icon
708
CALL
Bausch Health
BHC
$2.41B
$2.02M 0.01%
78,600
-59,000
-43% -$1.35M
TSN icon
709
PUT
Tyson Foods
TSN
$20.7B
$2.02M 0.01%
33,900
-1,700
-5% -$106K
SNY icon
710
Sanofi
SNY
$102B
$2.01M 0.01%
+45,040
New +$1.92M
BKR icon
711
CALL
Baker Hughes
BKR
$61.3B
$2M 0.01%
59,200
+13,000
+28% +$430K
MCK icon
712
PUT
McKesson
MCK
$97.2B
$2M 0.01%
15,100
-10,900
-42% -$1.42M
HP icon
713
CALL
Helmerich & Payne
HP
$3.45B
$2M 0.01%
29,100
-31,700
-52% -$2.02M
MUR icon
714
CALL
Murphy Oil
MUR
$5.5B
$2M 0.01%
60,000
-30,000
-33% -$953K
AON icon
715
PUT
Aon
AON
$75.7B
$2M 0.01%
13,000
+3,400
+35% +$497K
RY icon
716
CALL
Royal Bank of Canada
RY
$290B
$2M 0.01%
24,900
-3,800
-13% -$298K
VRTX icon
717
Vertex Pharmaceuticals
VRTX
$121B
$2M 0.01%
10,359
-5,297
-34% -$943K
MCHP icon
718
PUT
Microchip Technology
MCHP
$43.8B
$2M 0.01%
50,600
+28,800
+132% +$1.27M
MSI icon
719
CALL
Motorola Solutions
MSI
$73.5B
$1.99M 0.01%
15,300
-7,200
-32% -$891K
VFC icon
720
CALL
VF Corp
VFC
$5.99B
$1.99M 0.01%
22,621
-16,248
-42% -$1.39M
ROP icon
721
PUT
Roper Technologies
ROP
$38.8B
$1.99M 0.01%
6,700
-1,300
-16% -$383K
GRMN
722
CALL
Garmin
GRMN
$59.3B
$1.98M 0.01%
28,300
-28,100
-50% -$1.84M
TAP icon
723
PUT
Molson Coors Class B
TAP
$7.93B
$1.98M 0.01%
32,200
+10,300
+47% +$681K
WW
724
CALL
DELISTED
WW International
WW
$1.98M 0.01%
27,500
+500
+2% +$40.6K
KSS icon
725
PUT
Kohl's
KSS
$2.28B
$1.98M 0.01%
26,500
-48,900
-65% -$3.7M
27 28
29
30 31

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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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.