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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
KBH icon
901
CALL
KB Home
KBH
$3.56B
$1.35M 0.01%
56,600
-43,800
-44% -$1.1M
TECK icon
902
PUT
Teck Resources
TECK
$29.5B
$1.35M 0.01%
56,000
-56,000
-50% -$1.35M
ADM icon
903
PUT
Archer Daniels Midland
ADM
$37.6B
$1.34M 0.01%
26,700
-13,200
-33% -$648K
FIS icon
904
CALL
Fidelity National Information Services
FIS
$23.1B
$1.34M 0.01%
12,300
+2,900
+31% +$313K
LH icon
905
Labcorp
LH
$24.9B
$1.34M 0.01%
+8,986
New +$1.37M
HAIN icon
906
CALL
Hain Celestial
HAIN
$45.5M
$1.34M 0.01%
49,400
-8,600
-15% -$245K
APH icon
907
CALL
Amphenol
APH
$201B
$1.33M 0.01%
56,800
-15,600
-22% -$363K
CIT
908
DELISTED
CIT Group Inc.
CIT
$1.33M 0.01%
25,861
-52,614
-67% -$2.8M
FNV icon
909
Franco-Nevada
FNV
$41.4B
$1.33M 0.01%
21,281
+11,589
+120% +$793K
COST icon
910
Costco
COST
$423B
$1.33M 0.01%
5,655
-876
-13% -$197K
PYPL icon
911
PayPal
PYPL
$50.1B
$1.32M 0.01%
15,057
-22,977
-60% -$2.02M
LH icon
912
CALL
Labcorp
LH
$24.9B
$1.32M 0.01%
8,846
-7,916
-47% -$1.2M
NUE icon
913
PUT
Nucor
NUE
$59.5B
$1.32M 0.01%
20,800
-21,800
-51% -$1.4M
FNV icon
914
PUT
Franco-Nevada
FNV
$41.4B
$1.31M 0.01%
20,900
-16,300
-44% -$1.11M
ARCC icon
915
PUT
Ares Capital
ARCC
$13.8B
$1.3M 0.01%
75,900
-37,100
-33% -$636K
SNA icon
916
CALL
Snap-on
SNA
$21.2B
$1.3M 0.01%
7,100
-1,600
-18% -$279K
TECL icon
917
Direxion Daily Technology Bull 3x ETF
TECL
$6.12B
$1.3M 0.01%
77,950
+33,150
+74% +$515K
PGR icon
918
CALL
Progressive
PGR
$122B
$1.3M 0.01%
18,300
+1,700
+10% +$109K
BSX icon
919
CALL
Boston Scientific
BSX
$70.2B
$1.3M 0.01%
33,700
-148,000
-81% -$5.17M
SOXX icon
920
PUT
iShares Semiconductor ETF
SOXX
$48.6B
$1.29M 0.01%
21,000
+17,400
+483% +$1.07M
MELI icon
921
CALL
Mercado Libre
MELI
$96.3B
$1.29M 0.01%
3,800
-3,600
-49% -$1.22M
IVV icon
922
CALL
iShares Core S&P 500 ETF
IVV
$900B
$1.29M 0.01%
4,400
-20,900
-83% -$5.99M
ECL icon
923
CALL
Ecolab
ECL
$78.6B
$1.29M 0.01%
8,200
-2,900
-26% -$430K
CCL icon
924
Carnival Corporation Ltd
CCL
$40.5B
$1.28M 0.01%
+20,145
New +$1.22M
ETR icon
925
CALL
Entergy
ETR
$50.4B
$1.28M 0.01%
31,600
-105,600
-77% -$4.37M
35 36
37
38 39

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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
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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

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.