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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
NTRS icon
401
CALL
Northern Trust
NTRS
$33.3B
$4.54M 0.03%
44,500
+36,200
+436% +$3.88M
ALXN
402
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$4.53M 0.03%
32,600
-400
-1% -$50.2K
PRU icon
403
CALL
Prudential Financial
PRU
$42.7B
$4.52M 0.03%
44,600
-1,400
-3% -$138K
MMP
404
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$4.52M 0.03%
66,700
-40,100
-38% -$2.78M
XYZ
405
CALL
Block Inc
XYZ
$48.9B
$4.51M 0.03%
45,600
-99,700
-69% -$7.69M
JOYY
406
CALL
JOYY Inc
JOYY
$3.73B
$4.51M 0.03%
60,200
+22,300
+59% +$1.87M
CL icon
407
Colgate-Palmolive
CL
$71.6B
$4.48M 0.03%
66,936
+13,823
+26% +$921K
GE icon
408
CALL
GE Aerospace
GE
$383B
$4.48M 0.03%
82,735
-42,984
-34% -$2.65M
LVS icon
409
PUT
Las Vegas Sands
LVS
$30.6B
$4.46M 0.03%
75,200
-33,400
-31% -$2.24M
WM icon
410
CALL
Waste Management
WM
$90.5B
$4.45M 0.03%
49,200
-143,600
-74% -$12.7M
AON icon
411
CALL
Aon
AON
$75.9B
$4.44M 0.03%
28,900
+500
+2% +$73.1K
KMB icon
412
CALL
Kimberly-Clark
KMB
$35.7B
$4.44M 0.03%
39,100
-20,900
-35% -$2.34M
LULU icon
413
PUT
lululemon athletica
LULU
$14B
$4.44M 0.03%
27,300
-30,600
-53% -$4.19M
EWG icon
414
CALL
iShares MSCI Germany ETF
EWG
$1.6B
$4.43M 0.03%
149,000
-178,400
-54% -$5.41M
XRT icon
415
CALL
State Street SPDR S&P Retail ETF
XRT
$329M
$4.4M 0.03%
86,200
-118,600
-58% -$6.02M
MPC icon
416
Marathon Petroleum
MPC
$89.6B
$4.39M 0.03%
54,927
+36,714
+202% +$2.9M
DLR icon
417
CALL
Digital Realty Trust
DLR
$70.8B
$4.36M 0.03%
38,800
+26,400
+213% +$3.16M
FE icon
418
CALL
FirstEnergy
FE
$28B
$4.36M 0.03%
117,400
-42,300
-26% -$1.55M
XLB icon
419
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$4.36M 0.03%
150,400
-118,200
-44% -$3.49M
HOG icon
420
CALL
Harley-Davidson
HOG
$2.66B
$4.32M 0.03%
95,300
-34,900
-27% -$1.51M
COR icon
421
PUT
Cencora
COR
$60B
$4.32M 0.03%
46,800
-26,100
-36% -$2.26M
NVS icon
422
CALL
Novartis
NVS
$292B
$4.26M 0.03%
55,242
-45,533
-45% -$3.37M
BBY icon
423
CALL
Best Buy
BBY
$18B
$4.25M 0.03%
53,600
+4,500
+9% +$349K
M icon
424
PUT
Macy's
M
$6.83B
$4.25M 0.03%
122,500
-94,100
-43% -$3.5M
AA icon
425
CALL
Alcoa
AA
$11.8B
$4.24M 0.03%
105,000
-21,400
-17% -$930K
15 16
17
18 19

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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.