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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
655
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
ETR icon
1376
Entergy
ETR
$49.7B
$534K ﹤0.01%
+13,162
New +$544K
OMC icon
1377
Omnicom Group
OMC
$22.6B
$533K ﹤0.01%
7,834
-2,097
-21% -$147K
EXP icon
1378
Eagle Materials
EXP
$6.48B
$532K ﹤0.01%
+6,239
New +$606K
RACE icon
1379
Ferrari
RACE
$71.6B
$531K ﹤0.01%
3,875
+2,243
+137% +$295K
HIW icon
1380
CALL
Highwoods Properties
HIW
$3.47B
$529K ﹤0.01%
11,200
+6,100
+120% +$301K
THC icon
1381
PUT
Tenet Healthcare
THC
$20.7B
$529K ﹤0.01%
18,600
-9,800
-35% -$324K
AET
1382
CALL
DELISTED
Aetna Inc
AET
$527K ﹤0.01%
2,600
+1,400
+117% +$274K
BAC icon
1383
Bank of America
BAC
$441B
$526K ﹤0.01%
17,861
-28,631
-62% -$872K
CS
1384
PUT
DELISTED
Credit Suisse Group
CS
$526K ﹤0.01%
35,200
-69,300
-66% -$1.06M
LEG icon
1385
PUT
Leggett & Platt
LEG
$1.31B
$525K ﹤0.01%
12,000
-10,700
-47% -$481K
FBIN icon
1386
CALL
Fortune Brands Innovations
FBIN
$6.01B
$524K ﹤0.01%
+11,700
New +$550K
PPLI
1387
PUT
People Inc
PPLI
$3.2B
$520K ﹤0.01%
13,429
-66,585
-83% -$2.16M
TMUS icon
1388
T-Mobile US
TMUS
$193B
$520K ﹤0.01%
+7,404
New +$476K
WLL
1389
DELISTED
Whiting Petroleum Corporation
WLL
$519K ﹤0.01%
+131
New +$483K
MTZ icon
1390
PUT
MasTec
MTZ
$20.8B
$518K ﹤0.01%
11,600
-20,900
-64% -$968K
O icon
1391
PUT
Realty Income
O
$58.2B
$518K ﹤0.01%
9,391
-43,447
-82% -$2.39M
FXL icon
1392
First Trust Technology AlphaDEX Fund
FXL
$2.72B
$517K ﹤0.01%
+8,138
New +$493K
HMC icon
1393
Honda
HMC
$39.9B
$517K ﹤0.01%
+17,202
New +$512K
SPOT icon
1394
Spotify
SPOT
$97.7B
$516K ﹤0.01%
2,856
+1,493
+110% +$274K
SRLN icon
1395
State Street Blackstone Senior Loan ETF
SRLN
$5.33B
$516K ﹤0.01%
10,902
-3,470
-24% -$164K
D icon
1396
Dominion Energy
D
$58.8B
$515K ﹤0.01%
7,323
-7,260
-50% -$514K
ITM icon
1397
VanEck Intermediate Muni ETF
ITM
$2.15B
$515K ﹤0.01%
11,043
+3,024
+38% +$142K
JBHT icon
1398
PUT
JB Hunt Transport Services
JBHT
$25.1B
$511K ﹤0.01%
4,300
-2,900
-40% -$353K
XEC
1399
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$511K ﹤0.01%
5,500
-14,400
-72% -$1.32M
AES icon
1400
CALL
AES
AES
$10.5B
$510K ﹤0.01%
36,400
+19,400
+114% +$261K
54 55
56
57 58

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OAM
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WFAL
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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
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
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 655 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.