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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
655
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
IMAX icon
1151
CALL
IMAX
IMAX
$2.78B
$774K 0.01%
30,000
-7,000
-19% -$165K
NWL icon
1152
CALL
Newell Brands
NWL
$2.63B
$773K 0.01%
38,100
-61,700
-62% -$1.45M
RMD icon
1153
PUT
ResMed
RMD
$32.5B
$773K 0.01%
6,700
-800
-11% -$87.6K
FHN icon
1154
PUT
First Horizon
FHN
$12.4B
$772K 0.01%
+44,700
New +$807K
SO icon
1155
PUT
Southern Company
SO
$107B
$772K 0.01%
17,700
+3,400
+24% +$157K
VAR
1156
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
$772K 0.01%
6,900
+4,600
+200% +$520K
UFS
1157
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
$772K 0.01%
14,800
+2,200
+17% +$111K
DLTR icon
1158
Dollar Tree
DLTR
$24.7B
$768K 0.01%
9,420
-4,726
-33% -$415K
CMA
1159
CALL
DELISTED
Comerica
CMA
$767K 0.01%
8,500
-5,400
-39% -$515K
CNC icon
1160
CALL
Centene
CNC
$33.1B
$767K 0.01%
10,600
-2,600
-20% -$181K
IRDM icon
1161
Iridium Communications
IRDM
$5.13B
$765K 0.01%
34,011
+7,718
+29% +$150K
WRK
1162
CALL
DELISTED
WestRock Company
WRK
$764K 0.01%
14,300
-7,700
-35% -$431K
ZTS icon
1163
PUT
Zoetis
ZTS
$31.2B
$760K ﹤0.01%
8,300
-19,900
-71% -$1.77M
DVA icon
1164
CALL
DaVita
DVA
$12.1B
$759K ﹤0.01%
10,600
-15,800
-60% -$1.12M
VGK icon
1165
Vanguard FTSE Europe ETF
VGK
$31.1B
$758K ﹤0.01%
+13,479
New +$764K
IVV icon
1166
iShares Core S&P 500 ETF
IVV
$898B
$757K ﹤0.01%
+2,586
New +$742K
BKR icon
1167
Baker Hughes
BKR
$61.2B
$756K ﹤0.01%
22,343
+9,832
+79% +$325K
ARCC icon
1168
Ares Capital
ARCC
$13.9B
$755K ﹤0.01%
43,942
-9,000
-17% -$154K
CPB icon
1169
Campbell Soup
CPB
$6.87B
$754K ﹤0.01%
20,595
-14,935
-42% -$609K
HCA icon
1170
PUT
HCA Healthcare
HCA
$88.7B
$751K ﹤0.01%
5,400
-6,800
-56% -$847K
PAAS icon
1171
PUT
Pan American Silver
PAAS
$20.3B
$750K ﹤0.01%
50,800
-96,700
-66% -$1.54M
ETFC
1172
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$749K ﹤0.01%
14,300
-21,000
-59% -$1.23M
IONS icon
1173
PUT
Ionis Pharmaceuticals
IONS
$9.01B
$748K ﹤0.01%
14,500
+5,700
+65% +$268K
PFF icon
1174
iShares Preferred and Income Securities ETF
PFF
$13.3B
$746K ﹤0.01%
20,100
-8,630
-30% -$324K
SYF icon
1175
CALL
Synchrony
SYF
$25.8B
$746K ﹤0.01%
24,000
-75,100
-76% -$2.39M
45 46
47
48 49

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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
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 655 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.