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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
RIO icon
551
PUT
Rio Tinto
RIO
$160B
$2.91M 0.02%
57,000
– –
PSA icon
552
CALL
Public Storage
PSA
$60.7B
$2.9M 0.02%
14,400
-8,500
-37% -$1.83M
DINO icon
553
CALL
HF Sinclair
DINO
$15.6B
$2.9M 0.02%
41,500
-11,400
-22% -$805K
RJF icon
554
PUT
Raymond James Financial
RJF
$34.3B
$2.9M 0.02%
47,250
+18,450
+64% +$1.14M
LH icon
555
PUT
Labcorp
LH
$25B
$2.88M 0.02%
19,322
+4,306
+29% +$655K
CPRI icon
556
PUT
Capri Holdings
CPRI
$1.87B
$2.87M 0.02%
41,800
+19,300
+86% +$1.35M
ALB icon
557
PUT
Albemarle
ALB
$14.2B
$2.85M 0.02%
28,600
+3,500
+14% +$339K
LOW icon
558
Lowe's Companies
LOW
$121B
$2.85M 0.02%
24,805
+18,133
+272% +$1.89M
JD icon
559
PUT
JD.com
JD
$44.4B
$2.83M 0.02%
108,400
-210,300
-66% -$6.89M
PRGO icon
560
CALL
Perrigo
PRGO
$1.46B
$2.83M 0.02%
39,900
-32,800
-45% -$2.46M
SPG icon
561
CALL
Simon Property Group
SPG
$73.5B
$2.79M 0.02%
15,800
-7,300
-32% -$1.29M
UPRO icon
562
ProShares UltraPro S&P 500
UPRO
$5.59B
$2.77M 0.02%
96,780
+6,296
+7% +$169K
TAP icon
563
CALL
Molson Coors Class B
TAP
$7.88B
$2.77M 0.02%
45,000
+4,900
+12% +$324K
IVE icon
564
iShares S&P 500 Value ETF
IVE
$49.5B
$2.76M 0.02%
23,823
-22,273
-48% -$2.56M
JOYY
565
PUT
JOYY Inc
JOYY
$3.74B
$2.76M 0.02%
36,800
+18,300
+99% +$1.54M
LVS icon
566
CALL
Las Vegas Sands
LVS
$30.1B
$2.75M 0.02%
46,400
-23,000
-33% -$1.54M
CLF icon
567
CALL
Cleveland-Cliffs
CLF
$6.81B
$2.75M 0.02%
216,900
+5,200
+2% +$53.5K
DINO icon
568
PUT
HF Sinclair
DINO
$15.6B
$2.74M 0.02%
39,200
+700
+2% +$49.4K
TT icon
569
PUT
Trane Technologies
TT
$103B
$2.73M 0.02%
26,700
-56,200
-68% -$5.49M
TNA icon
570
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.44B
$2.7M 0.02%
30,200
+20,500
+211% +$1.85M
ALL icon
571
CALL
Allstate
ALL
$67.2B
$2.69M 0.02%
27,300
-38,100
-58% -$3.72M
CI icon
572
CALL
Cigna
CI
$72.7B
$2.69M 0.02%
12,900
-13,200
-51% -$2.45M
MLM icon
573
PUT
Martin Marietta Materials
MLM
$33B
$2.67M 0.02%
14,700
-18,600
-56% -$3.84M
CIEN icon
574
CALL
Ciena
CIEN
$58.8B
$2.67M 0.02%
85,600
-53,300
-38% -$1.49M
ED icon
575
PUT
Consolidated Edison
ED
$39.8B
$2.67M 0.02%
35,100
-26,400
-43% -$2.08M
21 22
23
24 25

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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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
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.