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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
BKR icon
1051
PUT
Baker Hughes
BKR
$61.2B
$954K 0.01%
28,200
-5,100
-15% -$169K
NE
1052
PUT
DELISTED
Noble Corporation
NE
$954K 0.01%
135,700
+48,400
+55% +$294K
GT icon
1053
CALL
Goodyear
GT
$1.99B
$952K 0.01%
40,700
-41,600
-51% -$978K
ANDV
1054
CALL
DELISTED
Andeavor
ANDV
$952K 0.01%
6,200
-10,100
-62% -$1.49M
OIH icon
1055
VanEck Oil Services ETF
OIH
$1.91B
$948K 0.01%
1,882
-2,742
-59% -$1.38M
TOL icon
1056
CALL
Toll Brothers
TOL
$14.5B
$948K 0.01%
28,700
-38,600
-57% -$1.4M
BDX icon
1057
Becton Dickinson
BDX
$47B
$945K 0.01%
3,711
+1,377
+59% +$339K
ALKS icon
1058
CALL
Alkermes
ALKS
$8.32B
$942K 0.01%
22,200
-12,000
-35% -$521K
DUST icon
1059
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$54.5M
$931K 0.01%
+9
New +$758K
QRVO icon
1060
PUT
Qorvo
QRVO
$8.4B
$930K 0.01%
12,100
-13,000
-52% -$1.04M
FLEX icon
1061
PUT
Flex
FLEX
$45B
$929K 0.01%
93,952
+3,185
+4% +$33.3K
WW
1062
PUT
DELISTED
WW International
WW
$929K 0.01%
12,900
-14,000
-52% -$1.14M
EXPE icon
1063
Expedia Group
EXPE
$38.4B
$928K 0.01%
7,111
-3,221
-31% -$418K
LNG icon
1064
PUT
Cheniere Energy
LNG
$53.4B
$924K 0.01%
13,300
-32,700
-71% -$2.11M
SIG icon
1065
Signet Jewelers
SIG
$3.75B
$922K 0.01%
13,986
+9,524
+213% +$587K
PFG icon
1066
Principal Financial Group
PFG
$24.6B
$921K 0.01%
15,713
+7,228
+85% +$403K
EWU icon
1067
iShares MSCI United Kingdom ETF
EWU
$4.14B
$920K 0.01%
+26,959
New +$921K
GES
1068
CALL
DELISTED
Guess Inc
GES
$920K 0.01%
40,700
-11,100
-21% -$252K
WRK
1069
PUT
DELISTED
WestRock Company
WRK
$919K 0.01%
17,200
+2,000
+13% +$112K
AAL icon
1070
American Airlines Group
AAL
$11B
$915K 0.01%
22,139
-7,228
-25% -$282K
DB icon
1071
CALL
Deutsche Bank
DB
$71.5B
$914K 0.01%
80,500
-229,900
-74% -$2.7M
MSI icon
1072
Motorola Solutions
MSI
$72.7B
$914K 0.01%
7,024
-9,261
-57% -$1.15M
FL
1073
PUT
DELISTED
Foot Locker
FL
$913K 0.01%
17,900
-20,200
-53% -$1M
EXP icon
1074
PUT
Eagle Materials
EXP
$6.7B
$912K 0.01%
10,700
-6,700
-39% -$651K
MHK icon
1075
CALL
Mohawk Industries
MHK
$9.19B
$912K 0.01%
+5,200
New +$1.02M
41 42
43
44 45

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
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.