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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
PHM icon
476
CALL
Pultegroup
PHM
$24.6B
$3.68M 0.02%
148,400
-35,600
-19% -$1.01M
TEVA icon
477
PUT
Teva Pharmaceuticals
TEVA
$40.1B
$3.67M 0.02%
170,500
-181,600
-52% -$4.22M
LULU icon
478
CALL
lululemon athletica
LULU
$14.1B
$3.67M 0.02%
22,600
-15,300
-40% -$2.1M
BHP icon
479
BHP
BHP
$223B
$3.63M 0.02%
81,728
+57,096
+232% +$2.47M
JBHT icon
480
CALL
JB Hunt Transport Services
JBHT
$25.4B
$3.62M 0.02%
30,400
+4,400
+17% +$535K
LRCX icon
481
CALL
Lam Research
LRCX
$389B
$3.61M 0.02%
238,000
-212,000
-47% -$3.62M
DXJ icon
482
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$3.59M 0.02%
+61,939
New +$3.4M
CCL icon
483
CALL
Carnival Corporation Ltd
CCL
$40.6B
$3.58M 0.02%
56,200
-9,000
-14% -$546K
X
484
CALL
DELISTED
US Steel
X
$3.57M 0.02%
117,200
-122,400
-51% -$3.95M
GLW icon
485
PUT
Corning
GLW
$131B
$3.55M 0.02%
100,500
-58,800
-37% -$1.91M
STLD icon
486
CALL
Steel Dynamics
STLD
$37.5B
$3.55M 0.02%
78,500
-4,700
-6% -$216K
BNY
487
PUT
Bank of New York Mellon
BNY
$107B
$3.54M 0.02%
69,400
-71,600
-51% -$3.77M
KMX icon
488
CALL
CarMax
KMX
$8.34B
$3.54M 0.02%
47,400
-39,100
-45% -$2.98M
IWN icon
489
iShares Russell 2000 Value ETF
IWN
$14.5B
$3.53M 0.02%
+26,570
New +$3.58M
DLTR icon
490
CALL
Dollar Tree
DLTR
$24.6B
$3.51M 0.02%
43,000
-23,200
-35% -$2.04M
IWD icon
491
CALL
iShares Russell 1000 Value ETF
IWD
$82.3B
$3.5M 0.02%
27,600
+3,200
+13% +$402K
NUGT icon
492
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$948M
$3.5M 0.02%
53,980
+45,660
+549% +$3.97M
FLOT icon
493
iShares Floating Rate Bond ETF
FLOT
$10.3B
$3.47M 0.02%
67,997
+47,542
+232% +$2.42M
IJR icon
494
CALL
iShares Core S&P Small-Cap ETF
IJR
$112B
$3.46M 0.02%
39,600
-20,200
-34% -$1.77M
SPOT icon
495
CALL
Spotify
SPOT
$99.1B
$3.45M 0.02%
19,100
+3,500
+22% +$642K
BLK icon
496
CALL
Blackrock
BLK
$177B
$3.44M 0.02%
7,300
-9,000
-55% -$4.38M
CTXS
497
PUT
DELISTED
Citrix Systems Inc
CTXS
$3.42M 0.02%
30,800
+12,700
+70% +$1.41M
CLR
498
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.41M 0.02%
49,900
+9,300
+23% +$587K
GPC icon
499
CALL
Genuine Parts
GPC
$17.9B
$3.39M 0.02%
34,100
-32,700
-49% -$3.21M
KHC icon
500
CALL
Kraft Heinz
KHC
$31.3B
$3.38M 0.02%
61,400
-10,000
-14% -$598K
18 19
20
21 22

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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
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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
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NEPWA
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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.