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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
VLO icon
201
PUT
Valero Energy
VLO
$88.5B
$10.5M 0.07%
91,900
+30,000
+48% +$3.41M
OXY icon
202
PUT
Occidental Petroleum
OXY
$55.2B
$10.5M 0.07%
127,200
+26,400
+26% +$2.13M
AMT icon
203
CALL
American Tower
AMT
$80.6B
$10.4M 0.07%
71,800
-35,600
-33% -$5.22M
ATVI
204
CALL
DELISTED
Activision Blizzard
ATVI
$10.4M 0.07%
125,100
+8,200
+7% +$622K
HPQ icon
205
PUT
HP
HPQ
$24.8B
$10.3M 0.07%
398,600
-42,600
-10% -$1.03M
EXPE icon
206
CALL
Expedia Group
EXPE
$35.8B
$10.2M 0.07%
78,500
-33,100
-30% -$4.3M
LLY icon
207
CALL
Eli Lilly
LLY
$1,000B
$10.2M 0.07%
95,400
-103,500
-52% -$10.3M
CMI icon
208
PUT
Cummins
CMI
$89.5B
$10.2M 0.07%
69,900
+17,300
+33% +$2.44M
KSS icon
209
CALL
Kohl's
KSS
$2.28B
$10.2M 0.07%
136,900
+18,700
+16% +$1.41M
CL icon
210
PUT
Colgate-Palmolive
CL
$71.9B
$10.2M 0.07%
152,000
-96,500
-39% -$6.43M
KRE icon
211
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$9.95M 0.06%
167,400
-56,200
-25% -$3.5M
SWKS icon
212
CALL
Skyworks Solutions
SWKS
$9.22B
$9.83M 0.06%
108,400
+52,800
+95% +$4.94M
AXP icon
213
PUT
American Express
AXP
$233B
$9.61M 0.06%
90,200
-62,400
-41% -$6.49M
NOW icon
214
CALL
ServiceNow
NOW
$118B
$9.55M 0.06%
244,000
-50,500
-17% -$1.91M
EA icon
215
CALL
Electronic Arts
EA
$53B
$9.54M 0.06%
79,200
-2,700
-3% -$348K
PSX icon
216
CALL
Phillips 66
PSX
$82.7B
$9.53M 0.06%
84,500
+33,200
+65% +$3.84M
XOP icon
217
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
$9.51M 0.06%
54,900
-98,975
-64% -$16.6M
PYPL icon
218
CALL
PayPal
PYPL
$49.5B
$9.5M 0.06%
108,200
-34,800
-24% -$3.06M
MDY icon
219
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$9.48M 0.06%
25,800
-51,600
-67% -$18.9M
XLF icon
220
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58B
$9.48M 0.06%
343,700
+24,200
+8% +$677K
IBB icon
221
CALL
iShares Biotechnology ETF
IBB
$9.18B
$9.43M 0.06%
77,300
-103,600
-57% -$12.2M
NKE icon
222
CALL
Nike
NKE
$63.3B
$9.39M 0.06%
110,800
+7,400
+7% +$594K
PM icon
223
CALL
Philip Morris
PM
$292B
$9.38M 0.06%
115,100
-120,100
-51% -$9.86M
YUM icon
224
CALL
Yum! Brands
YUM
$40.6B
$9.38M 0.06%
103,200
+75,000
+266% +$6.26M
AVGO icon
225
PUT
Broadcom
AVGO
$1.87T
$9.38M 0.06%
380,000
-643,000
-63% -$14.4M
7 8
9
10 11

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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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

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.