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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
AAL icon
351
PUT
American Airlines Group
AAL
$10.1B
$5.47M 0.04%
132,300
-23,900
-15% -$934K
EBAY icon
352
CALL
eBay
EBAY
$50.6B
$5.46M 0.04%
165,500
-103,300
-38% -$3.58M
TRV icon
353
CALL
Travelers Companies
TRV
$78.1B
$5.42M 0.04%
41,800
+5,900
+16% +$761K
WDAY icon
354
PUT
Workday
WDAY
$39.6B
$5.37M 0.03%
36,800
+6,900
+23% +$959K
ADSK icon
355
CALL
Autodesk
ADSK
$49.5B
$5.36M 0.03%
34,300
-23,000
-40% -$3.25M
XYZ
356
PUT
Block Inc
XYZ
$48.4B
$5.31M 0.03%
53,600
-56,300
-51% -$4.34M
HES
357
CALL
DELISTED
Hess
HES
$5.3M 0.03%
74,100
-45,300
-38% -$2.99M
TD icon
358
CALL
Toronto Dominion Bank
TD
$198B
$5.22M 0.03%
85,800
-26,300
-23% -$1.57M
BIL icon
359
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
$5.2M 0.03%
56,753
+38,276
+207% +$3.5M
PXD
360
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$5.17M 0.03%
29,700
-13,300
-31% -$2.38M
KMB icon
361
PUT
Kimberly-Clark
KMB
$36.3B
$5.14M 0.03%
45,200
-80,900
-64% -$9.07M
YUM icon
362
PUT
Yum! Brands
YUM
$41.8B
$5.14M 0.03%
56,500
-5,600
-9% -$467K
DAL icon
363
PUT
Delta Air Lines
DAL
$57.5B
$5.13M 0.03%
88,800
-221,200
-71% -$12.2M
MCHP icon
364
CALL
Microchip Technology
MCHP
$40.3B
$5.13M 0.03%
130,000
+68,000
+110% +$3M
BND icon
365
Vanguard Total Bond Market
BND
$157B
$5.12M 0.03%
65,005
+39,488
+155% +$3.12M
USB icon
366
PUT
US Bancorp
USB
$98.2B
$5.1M 0.03%
96,600
-212,300
-69% -$11.2M
NEE icon
367
CALL
NextEra Energy
NEE
$181B
$5.08M 0.03%
121,200
-248,400
-67% -$10.6M
NKE icon
368
PUT
Nike
NKE
$61.9B
$5.08M 0.03%
59,900
+8,400
+16% +$675K
B
369
PUT
Barrick Mining
B
$61.5B
$5.05M 0.03%
455,500
+65,300
+17% +$727K
TTE icon
370
CALL
TotalEnergies
TTE
$195B
$5.04M 0.03%
78,200
-10,100
-11% -$633K
CHRW icon
371
CALL
C.H. Robinson
CHRW
$17.4B
$5.03M 0.03%
51,400
-31,300
-38% -$2.94M
FCX icon
372
CALL
Freeport-McMoran
FCX
$90B
$5.03M 0.03%
361,600
+167,600
+86% +$2.53M
TMO icon
373
PUT
Thermo Fisher Scientific
TMO
$213B
$5.03M 0.03%
20,600
-25,400
-55% -$5.84M
STZ icon
374
PUT
Constellation Brands
STZ
$22.2B
$5.02M 0.03%
23,300
-32,400
-58% -$6.89M
ITW icon
375
CALL
Illinois Tool Works
ITW
$82.6B
$5.01M 0.03%
35,500
+15,100
+74% +$2.13M
13 14
15
16 17

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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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.