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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
WLL
876
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$1.41M 0.01%
355
-210
-37% -$774K
CAH icon
877
PUT
Cardinal Health
CAH
$55.2B
$1.41M 0.01%
26,100
+6,200
+31% +$317K
PX
878
DELISTED
Praxair Inc
PX
$1.41M 0.01%
8,740
-4,484
-34% -$720K
SOXX icon
879
iShares Semiconductor ETF
SOXX
$48.6B
$1.4M 0.01%
+22,746
New +$1.4M
EBAY icon
880
eBay
EBAY
$47.6B
$1.39M 0.01%
42,228
+1,841
+5% +$63.8K
APH icon
881
PUT
Amphenol
APH
$201B
$1.39M 0.01%
59,200
+36,400
+160% +$846K
HA
882
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$1.39M 0.01%
34,700
+6,800
+24% +$270K
SU icon
883
CALL
Suncor Energy
SU
$77.9B
$1.39M 0.01%
35,900
-64,500
-64% -$2.61M
NBIS
884
PUT
Nebius Group N.V.
NBIS
$57.3B
$1.39M 0.01%
42,200
+3,300
+8% +$112K
SPR
885
PUT
DELISTED
Spirit AeroSystems
SPR
$1.39M 0.01%
+15,100
New +$1.33M
AET
886
DELISTED
Aetna Inc
AET
$1.38M 0.01%
6,821
+4,662
+216% +$911K
CELG
887
DELISTED
Celgene Corp
CELG
$1.38M 0.01%
15,463
-14,711
-49% -$1.3M
IWB icon
888
iShares Russell 1000 ETF
IWB
$49.9B
$1.38M 0.01%
8,537
-14,259
-63% -$2.26M
CHKP icon
889
PUT
Check Point Software Technologies
CHKP
$12.6B
$1.38M 0.01%
11,700
-6,000
-34% -$682K
HBI
890
PUT
DELISTED
Hanesbrands
HBI
$1.38M 0.01%
74,700
+3,300
+5% +$64K
SWKS icon
891
Skyworks Solutions
SWKS
$9.22B
$1.38M 0.01%
15,177
-12,887
-46% -$1.21M
NVS icon
892
Novartis
NVS
$292B
$1.38M 0.01%
17,823
-13,772
-44% -$1.02M
AEM icon
893
CALL
Agnico Eagle Mines
AEM
$76.3B
$1.38M 0.01%
40,200
-7,000
-15% -$273K
MRVL icon
894
Marvell Technology
MRVL
$196B
$1.37M 0.01%
70,902
+44,359
+167% +$912K
BMRN icon
895
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
$1.37M 0.01%
14,100
-29,400
-68% -$2.93M
BBBY
896
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.37M 0.01%
91,100
+36,700
+67% +$687K
FIS icon
897
PUT
Fidelity National Information Services
FIS
$23.1B
$1.36M 0.01%
12,500
+8,700
+229% +$938K
RMD icon
898
CALL
ResMed
RMD
$31.2B
$1.36M 0.01%
11,800
+2,000
+20% +$219K
SSO icon
899
ProShares Ultra S&P500
SSO
$8.32B
$1.36M 0.01%
85,360
-13,776
-14% -$210K
EXAS
900
PUT
DELISTED
Exact Sciences
EXAS
$1.36M 0.01%
17,200
+1,900
+12% +$124K
34 35
36
37 38

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OAM
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WFAL
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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
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MCM
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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.