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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$470M
Cap. Flow %
-3.05%
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 Miscellaneous 96.76%
2 Financials 0.49%
3 Technology 0.46%
4 Consumer Discretionary 0.4%
5 Healthcare 0.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RCL icon
251
PUT
Royal Caribbean
RCL
$65.7B
$8.2M 0.05%
63,100
+5,500
+10% +$645K
CMCSA icon
252
PUT
Comcast
CMCSA
$80.7B
$8.14M 0.05%
229,900
-145,700
-39% -$5.16M
BRK.B icon
253
PUT
Berkshire Hathaway Class B
BRK.B
$1.09T
$7.96M 0.05%
37,200
-117,600
-76% -$24.1M
GDX icon
254
CALL
VanEck Gold Miners ETF
GDX
$28.7B
$7.93M 0.05%
428,100
+293,900
+219% +$5.87M
TMO icon
255
CALL
Thermo Fisher Scientific
TMO
$241B
$7.86M 0.05%
32,200
-22,500
-41% -$5.18M
ETN icon
256
PUT
Eaton
ETN
$165B
$7.86M 0.05%
90,600
-28,100
-24% -$2.3M
ED icon
257
CALL
Consolidated Edison
ED
$39B
$7.85M 0.05%
103,000
+25,200
+32% +$1.99M
EOG icon
258
CALL
EOG Resources
EOG
$75.7B
$7.85M 0.05%
61,500
-6,600
-10% -$802K
DEO icon
259
CALL
Diageo
DEO
$47.6B
$7.81M 0.05%
55,100
-104,600
-65% -$15M
EXC icon
260
CALL
Exelon
EXC
$43.3B
$7.76M 0.05%
249,276
+42,902
+21% +$1.32M
GD icon
261
PUT
General Dynamics
GD
$95.5B
$7.76M 0.05%
37,900
-21,900
-37% -$4.29M
RTN
262
PUT
DELISTED
Raytheon Company
RTN
$7.75M 0.05%
37,500
-21,400
-36% -$4.26M
SYK icon
263
CALL
Stryker
SYK
$106B
$7.75M 0.05%
43,600
-1,900
-4% -$324K
LMT icon
264
CALL
Lockheed Martin
LMT
$123B
$7.71M 0.05%
22,300
-10,000
-31% -$3.23M
ADSK icon
265
PUT
Autodesk
ADSK
$45.3B
$7.7M 0.05%
49,300
+6,100
+14% +$861K
CME icon
266
CME Group
CME
$99.2B
$7.66M 0.05%
45,000
-4,730
-10% -$796K
INTU icon
267
PUT
Intuit
INTU
$81B
$7.59M 0.05%
33,400
-20,400
-38% -$4.38M
CPRI icon
268
CALL
Capri Holdings
CPRI
$1.68B
$7.55M 0.05%
110,200
+76,100
+223% +$5.33M
KR icon
269
CALL
Kroger
KR
$35.8B
$7.55M 0.05%
259,500
-28,400
-10% -$845K
HPQ icon
270
CALL
HP
HPQ
$31B
$7.54M 0.05%
292,800
-84,100
-22% -$2.03M
WDAY icon
271
CALL
Workday
WDAY
$46.7B
$7.53M 0.05%
51,600
-17,600
-25% -$2.45M
AMT icon
272
PUT
American Tower
AMT
$81.1B
$7.5M 0.05%
51,600
-58,400
-53% -$8.56M
AXP icon
273
CALL
American Express
AXP
$210B
$7.48M 0.05%
70,200
-24,700
-26% -$2.57M
ALGN icon
274
CALL
Align Technology
ALGN
$10.5B
$7.47M 0.05%
19,100
-10,200
-35% -$3.76M
EW icon
275
PUT
Edwards Lifesciences
EW
$50.9B
$7.47M 0.05%
128,700
+86,700
+206% +$4.24M
9 10
11
12 13

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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 $470M 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 Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Financials and Technology.

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.