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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
WWE
851
DELISTED
World Wrestling Entertainment
WWE
$1.48M 0.01%
15,336
+7,695
+101% +$636K
CNI icon
852
PUT
Canadian National Railway
CNI
$76.1B
$1.48M 0.01%
16,500
+4,700
+40% +$410K
SLV icon
853
iShares Silver Trust
SLV
$28.8B
$1.48M 0.01%
107,919
+76,258
+241% +$1.08M
VMBS icon
854
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
$1.47M 0.01%
+28,860
New +$1.48M
GDDY icon
855
CALL
GoDaddy
GDDY
$11.2B
$1.47M 0.01%
17,600
-6,500
-27% -$508K
XOM icon
856
ExxonMobil
XOM
$638B
$1.47M 0.01%
17,243
-135,954
-89% -$11.1M
TSN icon
857
Tyson Foods
TSN
$21B
$1.46M 0.01%
24,597
-5,609
-19% -$351K
WYNN icon
858
PUT
Wynn Resorts
WYNN
$10.2B
$1.46M 0.01%
11,500
-18,200
-61% -$2.7M
DXC icon
859
PUT
DXC Technology
DXC
$1.75B
$1.45M 0.01%
15,500
-3,300
-18% -$292K
F icon
860
Ford
F
$56.8B
$1.45M 0.01%
156,290
+6,777
+5% +$67.8K
MT icon
861
ArcelorMittal
MT
$54.2B
$1.45M 0.01%
46,830
-27,954
-37% -$847K
CTXS
862
CALL
DELISTED
Citrix Systems Inc
CTXS
$1.45M 0.01%
13,000
-8,400
-39% -$929K
GPC icon
863
PUT
Genuine Parts
GPC
$17.7B
$1.44M 0.01%
14,500
-7,400
-34% -$725K
KBE icon
864
CALL
State Street SPDR S&P Bank ETF
KBE
$1.69B
$1.43M 0.01%
30,800
+25,200
+450% +$1.23M
TT icon
865
CALL
Trane Technologies
TT
$101B
$1.43M 0.01%
14,000
-49,700
-78% -$4.86M
LYB icon
866
PUT
LyondellBasell Industries
LYB
$19.6B
$1.43M 0.01%
13,900
-3,900
-22% -$426K
CTRA
867
DELISTED
Coterra Energy
CTRA
$1.42M 0.01%
63,172
+48,187
+322% +$1.12M
MELI icon
868
Mercado Libre
MELI
$95.7B
$1.42M 0.01%
4,174
+3,261
+357% +$1.1M
TRIP icon
869
CALL
TripAdvisor
TRIP
$1.69B
$1.42M 0.01%
27,800
-6,500
-19% -$355K
LUV icon
870
CALL
Southwest Airlines
LUV
$23B
$1.42M 0.01%
22,700
-31,400
-58% -$1.84M
PCAR icon
871
PUT
PACCAR
PCAR
$69.5B
$1.42M 0.01%
31,200
-15,750
-34% -$695K
BBWI icon
872
PUT
Bath & Body Works
BBWI
$4.24B
$1.42M 0.01%
57,768
-28,575
-33% -$715K
VCSH icon
873
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$1.41M 0.01%
18,074
+10,220
+130% +$799K
YELP icon
874
CALL
Yelp
YELP
$1.47B
$1.41M 0.01%
28,700
-49,000
-63% -$2.14M
DB icon
875
Deutsche Bank
DB
$70.4B
$1.41M 0.01%
124,186
+100,640
+427% +$1.18M
33 34
35
36 37

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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
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MCM
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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.