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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
TROW icon
726
PUT
T. Rowe Price
TROW
$24.7B
$1.98M 0.01%
18,100
+8,600
+91% +$996K
NCLH icon
727
CALL
Norwegian Cruise Line
NCLH
$9.22B
$1.97M 0.01%
34,300
-19,200
-36% -$994K
SNV
728
CALL
DELISTED
Synovus
SNV
$1.97M 0.01%
43,000
+14,000
+48% +$705K
MGM icon
729
PUT
MGM Resorts International
MGM
$11.7B
$1.97M 0.01%
70,400
+9,100
+15% +$264K
B
730
Barrick Mining
B
$64B
$1.96M 0.01%
177,292
-4,691
-3% -$52.2K
NOC icon
731
Northrop Grumman
NOC
$78.4B
$1.96M 0.01%
6,182
+3,221
+109% +$982K
TEL icon
732
PUT
TE Connectivity
TEL
$62.9B
$1.93M 0.01%
22,000
+200
+0.9% +$18.4K
QRVO icon
733
CALL
Qorvo
QRVO
$8.38B
$1.93M 0.01%
25,100
+11,600
+86% +$929K
JACK icon
734
CALL
Jack in the Box
JACK
$329M
$1.93M 0.01%
23,000
-3,700
-14% -$320K
AA icon
735
PUT
Alcoa
AA
$12.4B
$1.93M 0.01%
47,700
+9,100
+24% +$395K
WAT icon
736
PUT
Waters Corp
WAT
$38.9B
$1.93M 0.01%
9,900
-1,400
-12% -$271K
WFC icon
737
Wells Fargo
WFC
$267B
$1.92M 0.01%
36,612
-122,968
-77% -$7.02M
DHR icon
738
PUT
Danaher
DHR
$137B
$1.92M 0.01%
19,966
-15,340
-43% -$1.4M
SYF icon
739
PUT
Synchrony
SYF
$25.7B
$1.92M 0.01%
61,800
-44,700
-42% -$1.42M
FFIV icon
740
F5
FFIV
$23.4B
$1.91M 0.01%
9,595
+5,237
+120% +$958K
RH icon
741
PUT
RH
RH
$3.56B
$1.9M 0.01%
14,500
+10,700
+282% +$1.5M
INTC icon
742
Intel
INTC
$509B
$1.89M 0.01%
39,901
+5,138
+15% +$250K
VOD icon
743
Vodafone
VOD
$36.3B
$1.89M 0.01%
+86,924
New +$2.02M
TCOM icon
744
CALL
Trip.com Group
TCOM
$29.5B
$1.89M 0.01%
50,700
-73,700
-59% -$2.99M
KEY icon
745
CALL
KeyCorp
KEY
$24.8B
$1.88M 0.01%
94,700
+2,500
+3% +$51.9K
BMY icon
746
Bristol-Myers Squibb
BMY
$135B
$1.88M 0.01%
30,311
-86,302
-74% -$5.12M
OVV icon
747
Ovintiv
OVV
$16.8B
$1.88M 0.01%
+28,664
New +$1.86M
UHS icon
748
PUT
Universal Health Services
UHS
$10.2B
$1.88M 0.01%
14,700
+12,200
+488% +$1.5M
ZTS icon
749
Zoetis
ZTS
$31.9B
$1.87M 0.01%
20,453
-17,262
-46% -$1.53M
IWO icon
750
CALL
iShares Russell 2000 Growth ETF
IWO
$15B
$1.87M 0.01%
8,700
-40,200
-82% -$8.57M
28 29
30
31 32

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BCM
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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
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.