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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
ABT icon
2526
Abbott
ABT
$181B
– –
-35,813
Closed -$2.35M
ACM icon
2527
CALL
Aecom
ACM
$9.63B
– –
-28,600
Closed -$945K
ADNT icon
2528
CALL
Adient
ADNT
$1.58B
– –
-11,400
Closed -$561K
ADP icon
2529
Automatic Data Processing
ADP
$107B
– –
-2,516
Closed -$356K
AEE icon
2530
PUT
Ameren
AEE
$30B
– –
-3,500
Closed -$213K
AEP icon
2531
American Electric Power
AEP
$68.5B
– –
-5,660
Closed -$403K
AES icon
2532
PUT
AES
AES
$10.5B
– –
-13,300
Closed -$178K
AFG icon
2533
American Financial Group
AFG
$12B
– –
-2,135
Closed -$229K
AFL icon
2534
Aflac
AFL
$63.5B
– –
-87,079
Closed -$3.99M
AG icon
2535
CALL
First Majestic Silver
AG
$8.69B
– –
-13,300
Closed -$101K
AGCO icon
2536
CALL
AGCO
AGCO
$7.3B
– –
-18,600
Closed -$1.13M
AGCO icon
2537
AGCO
AGCO
$7.3B
– –
-13,001
Closed -$789K
AGCO icon
2538
PUT
AGCO
AGCO
$7.3B
– –
-20,600
Closed -$1.25M
AGNC icon
2539
PUT
AGNC Investment
AGNC
$12.6B
– –
-101,800
Closed -$1.89M
AGZ icon
2540
iShares Agency Bond ETF
AGZ
$564M
– –
-2,408
Closed -$268K
ALLY icon
2541
PUT
Ally Financial
ALLY
$13.7B
– –
-11,500
Closed -$302K
ALNY icon
2542
PUT
Alnylam Pharmaceuticals
ALNY
$30.6B
– –
-2,400
Closed -$236K
ALRM icon
2543
Alarm.com
ALRM
$2.77B
– –
-14,386
Closed -$723K
AMBA icon
2544
CALL
Ambarella
AMBA
$3.65B
– –
-21,400
Closed -$826K
AMCX icon
2545
AMC Global Media
AMCX
$544M
– –
-8,135
Closed -$506K
AMD icon
2546
Advanced Micro Devices
AMD
$794B
– –
-22,179
Closed -$501K
AMKR icon
2547
CALL
Amkor Technology
AMKR
$13.7B
– –
-15,800
Closed -$136K
AMP icon
2548
Ameriprise Financial
AMP
$49.5B
– –
-5,799
Closed -$830K
AMX icon
2549
CALL
America Movil
AMX
$72.4B
– –
-34,400
Closed -$573K
AN icon
2550
CALL
AutoNation
AN
$7.09B
– –
-28,700
Closed -$1.39M
100 101
102
103 104

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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 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.