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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
GFI icon
2726
PUT
Gold Fields
GFI
$30.5B
– –
-36,900
Closed -$132K
GHYG icon
2727
iShares US & Intl High Yield Corp Bond ETF
GHYG
$199M
– –
-4,635
Closed -$227K
GIS icon
2728
CALL
General Mills
GIS
$19.3B
– –
-144,000
Closed -$6.37M
GL icon
2729
Globe Life
GL
$14.3B
– –
-2,567
Closed -$209K
GLD icon
2730
SPDR Gold Trust
GLD
$132B
– –
-17,915
Closed -$2.13M
GLDD
2731
DELISTED
Great Lakes Dredge & Dock
GLDD
– –
-10,384
Closed -$55K
GPRO icon
2732
GoPro
GPRO
$133M
– –
-31,737
Closed -$203K
GRPN icon
2733
PUT
Groupon
GRPN
$1.04B
– –
-930
Closed -$80K
GSG icon
2734
iShares S&P GSCI Commodity-Indexed Trust
GSG
$949M
– –
-24,333
Closed -$436K
GSK icon
2735
GSK
GSK
$103B
– –
-8,915
Closed -$453K
GTLS
2736
PUT
DELISTED
Chart Industries
GTLS
– –
-4,600
Closed -$284K
GXC icon
2737
State Street SPDR S&P China ETF
GXC
$478M
– –
-2,296
Closed -$241K
HACK icon
2738
Amplify Cybersecurity ETF
HACK
$2.87B
– –
-6,010
Closed -$222K
HAIN icon
2739
Hain Celestial
HAIN
$48.7M
– –
-32,447
Closed -$925K
HAL icon
2740
Halliburton
HAL
$27B
– –
-55,762
Closed -$2.31M
HBAN icon
2741
Huntington Bancshares
HBAN
$35.5B
– –
-12,097
Closed -$189K
HBAN icon
2742
PUT
Huntington Bancshares
HBAN
$35.5B
– –
-41,100
Closed -$607K
HCA icon
2743
HCA Healthcare
HCA
$86.8B
– –
-4,505
Closed -$561K
HD icon
2744
Home Depot
HD
$347B
– –
-9,092
Closed -$1.83M
HII icon
2745
Huntington Ingalls Industries
HII
$12.7B
– –
-1,335
Closed -$289K
HL icon
2746
PUT
Hecla Mining
HL
$10.3B
– –
-40,100
Closed -$140K
HLT icon
2747
CALL
Hilton Worldwide
HLT
$70.2B
– –
-18,900
Closed -$1.5M
HLX icon
2748
Helix Energy Solutions
HLX
$1.41B
– –
-12,235
Closed -$102K
HOG icon
2749
Harley-Davidson
HOG
$2.79B
– –
-10,744
Closed -$466K
HON icon
2750
Honeywell
HON
$78.9B
– –
-17,332
Closed -$2.46M
108 109
110
111 112

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OAM
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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
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.