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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
OLN icon
826
CALL
Olin
OLN
$2.12B
$1.58M 0.01%
61,500
+8,200
+15% +$241K
TSM icon
827
PUT
TSMC
TSM
$2.16T
$1.58M 0.01%
35,700
-61,300
-63% -$2.54M
TROW icon
828
CALL
T. Rowe Price
TROW
$24.7B
$1.57M 0.01%
14,400
+6,400
+80% +$741K
AN icon
829
PUT
AutoNation
AN
$7.12B
$1.57M 0.01%
37,700
+13,400
+55% +$620K
MAR icon
830
Marriott International
MAR
$90.4B
$1.56M 0.01%
11,808
+9,514
+415% +$1.21M
MET icon
831
MetLife
MET
$62B
$1.56M 0.01%
33,377
+11,316
+51% +$517K
DAL icon
832
Delta Air Lines
DAL
$61B
$1.55M 0.01%
26,868
+15,492
+136% +$853K
DLR icon
833
Digital Realty Trust
DLR
$70.8B
$1.55M 0.01%
13,795
+3,244
+31% +$388K
TOL icon
834
PUT
Toll Brothers
TOL
$14.1B
$1.55M 0.01%
46,800
-4,700
-9% -$170K
FFIV icon
835
CALL
F5
FFIV
$23.1B
$1.54M 0.01%
7,700
-6,000
-44% -$1.1M
VER
836
DELISTED
VEREIT, Inc.
VER
$1.53M 0.01%
42,171
+33,190
+370% +$1.27M
EPC icon
837
CALL
Edgewell Personal Care
EPC
$1.27B
$1.53M 0.01%
33,100
+22,900
+225% +$1.21M
TPR icon
838
PUT
Tapestry
TPR
$31.4B
$1.52M 0.01%
30,300
-1,900
-6% -$93K
TZA icon
839
Direxion Daily Small Cap Bear 3x ETF
TZA
$209M
$1.52M 0.01%
452
+287
+174% +$971K
DG icon
840
PUT
Dollar General
DG
$28.2B
$1.52M 0.01%
13,900
+4,700
+51% +$489K
PWR icon
841
CALL
Quanta Services
PWR
$102B
$1.52M 0.01%
45,500
+1,200
+3% +$40.8K
SODA
842
PUT
DELISTED
SodaStream International Ltd
SODA
$1.52M 0.01%
10,600
+5,300
+100% +$638K
ROST icon
843
Ross Stores
ROST
$81.1B
$1.5M 0.01%
15,173
-5,566
-27% -$511K
DXJ icon
844
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.2B
$1.5M 0.01%
+25,900
New +$1.42M
Z icon
845
CALL
Zillow
Z
$8.3B
$1.5M 0.01%
33,800
+17,700
+110% +$923K
STI
846
PUT
DELISTED
SunTrust Banks, Inc.
STI
$1.5M 0.01%
22,400
-30,600
-58% -$2.18M
MLM icon
847
CALL
Martin Marietta Materials
MLM
$32.6B
$1.49M 0.01%
8,200
-6,600
-45% -$1.36M
TXT icon
848
CALL
Textron
TXT
$14.9B
$1.49M 0.01%
20,800
-50,500
-71% -$3.45M
LII icon
849
CALL
Lennox International
LII
$15B
$1.49M 0.01%
6,800
+1,900
+39% +$414K
CP icon
850
PUT
Canadian Pacific Kansas City
CP
$79.7B
$1.48M 0.01%
35,000
-27,500
-44% -$1.1M
32 33
34
35 36

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OAM
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NOCM
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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
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MCM
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EI
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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.