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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
BRK.B icon
376
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$4.99M 0.03%
23,300
-50,500
-68% -$10.4M
PH icon
377
PUT
Parker-Hannifin
PH
$126B
$4.99M 0.03%
27,100
+15,500
+134% +$2.66M
OKE icon
378
PUT
Oneok
OKE
$55.6B
$4.95M 0.03%
73,000
-54,600
-43% -$3.74M
SPLK
379
CALL
DELISTED
Splunk Inc
SPLK
$4.93M 0.03%
40,800
-25,100
-38% -$2.78M
XLB icon
380
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$4.89M 0.03%
168,800
+95,400
+130% +$2.81M
NOW icon
381
PUT
ServiceNow
NOW
$118B
$4.83M 0.03%
123,500
+29,000
+31% +$1.1M
ULTA icon
382
PUT
Ulta Beauty
ULTA
$23B
$4.82M 0.03%
17,100
+100
+0.6% +$25.5K
PANW icon
383
PUT
Palo Alto Networks
PANW
$283B
$4.8M 0.03%
127,800
+8,400
+7% +$306K
ULTA icon
384
CALL
Ulta Beauty
ULTA
$23B
$4.8M 0.03%
17,000
-5,900
-26% -$1.5M
OIH icon
385
CALL
VanEck Oil Services ETF
OIH
$1.89B
$4.79M 0.03%
9,510
-7,670
-45% -$3.85M
CTSH icon
386
CALL
Cognizant
CTSH
$24.9B
$4.78M 0.03%
62,000
+4,700
+8% +$368K
DRI icon
387
CALL
Darden Restaurants
DRI
$23.6B
$4.77M 0.03%
42,900
+14,500
+51% +$1.63M
IYT icon
388
PUT
iShares US Transportation ETF
IYT
$2.26B
$4.77M 0.03%
93,200
+52,000
+126% +$2.6M
NOV icon
389
CALL
NOV
NOV
$6.94B
$4.75M 0.03%
110,300
+16,800
+18% +$751K
EBAY icon
390
PUT
eBay
EBAY
$47.6B
$4.69M 0.03%
142,000
-66,800
-32% -$2.31M
GWW icon
391
CALL
W.W. Grainger
GWW
$64.7B
$4.68M 0.03%
13,100
-11,200
-46% -$3.85M
WMB icon
392
PUT
Williams Companies
WMB
$86.1B
$4.67M 0.03%
171,900
+30,400
+21% +$882K
SWK icon
393
CALL
Stanley Black & Decker
SWK
$14.8B
$4.66M 0.03%
31,800
+15,100
+90% +$2.15M
AZO icon
394
CALL
AutoZone
AZO
$48.8B
$4.65M 0.03%
6,000
-6,800
-53% -$5.01M
FCX icon
395
PUT
Freeport-McMoran
FCX
$91.5B
$4.65M 0.03%
334,000
+90,900
+37% +$1.37M
RHT
396
PUT
DELISTED
Red Hat Inc
RHT
$4.65M 0.03%
34,100
+16,100
+89% +$2.3M
BP icon
397
CALL
BP
BP
$114B
$4.64M 0.03%
105,364
-144,846
-58% -$6.06M
INTU icon
398
Intuit
INTU
$87.1B
$4.63M 0.03%
20,372
+2,089
+11% +$449K
STT icon
399
CALL
State Street
STT
$50.5B
$4.58M 0.03%
54,700
+12,200
+29% +$1.07M
DLTR icon
400
PUT
Dollar Tree
DLTR
$24.9B
$4.56M 0.03%
55,900
-13,000
-19% -$1.14M
14 15
16
17 18

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.