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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
EPD icon
676
PUT
Enterprise Products Partners
EPD
$82.5B
$2.15M 0.01%
74,700
-133,000
-64% -$3.84M
VMC icon
677
CALL
Vulcan Materials
VMC
$36.9B
$2.15M 0.01%
19,300
+2,300
+14% +$267K
XLF icon
678
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
$2.15M 0.01%
77,767
-497,884
-86% -$13.9M
HWM icon
679
Howmet Aerospace
HWM
$115B
$2.14M 0.01%
+126,822
New +$2.02M
KMI icon
680
CALL
Kinder Morgan
KMI
$69.9B
$2.13M 0.01%
120,200
-94,400
-44% -$1.69M
ROST icon
681
PUT
Ross Stores
ROST
$80.5B
$2.13M 0.01%
21,500
-46,900
-69% -$4.31M
FAST icon
682
CALL
Fastenal
FAST
$57B
$2.12M 0.01%
146,400
-116,800
-44% -$1.66M
BA icon
683
Boeing
BA
$187B
$2.12M 0.01%
5,703
-8,392
-60% -$2.95M
NTRS icon
684
PUT
Northern Trust
NTRS
$33.4B
$2.11M 0.01%
20,700
+6,600
+47% +$707K
SLB icon
685
SLB Ltd
SLB
$75.4B
$2.11M 0.01%
34,663
-3,678
-10% -$237K
HP icon
686
PUT
Helmerich & Payne
HP
$3.45B
$2.11M 0.01%
30,700
-39,400
-56% -$2.52M
CL icon
687
CALL
Colgate-Palmolive
CL
$73.8B
$2.11M 0.01%
31,500
-106,800
-77% -$7.11M
MT icon
688
CALL
ArcelorMittal
MT
$56.7B
$2.11M 0.01%
68,300
-33,200
-33% -$1.01M
ALB icon
689
CALL
Albemarle
ALB
$14.2B
$2.1M 0.01%
21,100
+11,500
+120% +$1.11M
CLR
690
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$2.1M 0.01%
30,800
-18,600
-38% -$1.17M
HLF icon
691
CALL
Herbalife
HLF
$1.33B
$2.1M 0.01%
38,500
-26,200
-40% -$1.45M
EWW icon
692
iShares MSCI Mexico ETF
EWW
$1.98B
$2.1M 0.01%
40,913
-90,732
-69% -$4.59M
MRSH
693
Marsh
MRSH
$91.4B
$2.09M 0.01%
+25,236
New +$2.14M
NEM icon
694
PUT
Newmont
NEM
$103B
$2.09M 0.01%
69,100
-36,600
-35% -$1.24M
AZN icon
695
CALL
AstraZeneca
AZN
$241B
$2.08M 0.01%
26,350
-39,500
-60% -$2.99M
RF icon
696
PUT
Regions Financial
RF
$27.3B
$2.08M 0.01%
113,500
+11,000
+11% +$207K
MTB icon
697
PUT
M&T Bank
MTB
$36.7B
$2.07M 0.01%
12,600
+3,400
+37% +$590K
TTE icon
698
PUT
TotalEnergies
TTE
$189B
$2.07M 0.01%
32,100
– –
CXO
699
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$2.06M 0.01%
13,500
-500
-4% -$70.5K
J icon
700
PUT
Jacobs Solutions
J
$16.8B
$2.06M 0.01%
32,521
-24,059
-43% -$1.41M
26 27
28
29 30

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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
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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.