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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
MCO icon
451
CALL
Moody's
MCO
$81.2B
$4M 0.03%
23,900
+17,900
+298% +$3.15M
PM icon
452
Philip Morris
PM
$294B
$3.99M 0.03%
48,884
+6,416
+15% +$527K
RIG icon
453
CALL
Transocean
RIG
$6.3B
$3.96M 0.03%
283,800
+19,900
+8% +$247K
CXO
454
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$3.96M 0.03%
25,900
+5,700
+28% +$804K
ADM icon
455
CALL
Archer Daniels Midland
ADM
$41.1B
$3.95M 0.03%
78,500
-47,000
-37% -$2.31M
M icon
456
CALL
Macy's
M
$5.73B
$3.94M 0.03%
113,400
-9,800
-8% -$365K
WDC icon
457
CALL
Western Digital
WDC
$159B
$3.93M 0.03%
88,906
-53,184
-37% -$2.69M
TJX icon
458
PUT
TJX Companies
TJX
$140B
$3.91M 0.03%
69,800
-160,800
-70% -$8.26M
GE icon
459
PUT
GE Aerospace
GE
$326B
$3.9M 0.03%
72,093
-7,053
-9% -$435K
STT icon
460
PUT
State Street
STT
$50.2B
$3.88M 0.03%
46,300
+10,000
+28% +$879K
TRV icon
461
PUT
Travelers Companies
TRV
$78.1B
$3.88M 0.03%
29,900
+16,800
+128% +$2.17M
DUK icon
462
PUT
Duke Energy
DUK
$91.6B
$3.85M 0.03%
48,100
+20,200
+72% +$1.63M
A icon
463
PUT
Agilent Technologies
A
$44.1B
$3.84M 0.02%
54,400
+13,200
+32% +$874K
DLR icon
464
PUT
Digital Realty Trust
DLR
$67.6B
$3.77M 0.02%
33,500
-1,500
-4% -$180K
GM icon
465
PUT
General Motors
GM
$72.1B
$3.76M 0.02%
111,700
-51,300
-31% -$1.89M
MDY icon
466
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.7B
$3.76M 0.02%
+10,226
New +$3.75M
INTU icon
467
CALL
Intuit
INTU
$81B
$3.75M 0.02%
16,500
-17,800
-52% -$3.82M
AMZN icon
468
Amazon
AMZN
$2.74T
$3.75M 0.02%
37,440
-79,360
-68% -$7.46M
CME icon
469
CALL
CME Group
CME
$99.2B
$3.75M 0.02%
22,000
-9,900
-31% -$1.67M
ZTS icon
470
CALL
Zoetis
ZTS
$29.5B
$3.74M 0.02%
40,800
-39,300
-49% -$3.49M
META icon
471
Meta Platforms (Facebook)
META
$1.7T
$3.73M 0.02%
22,708
-14,768
-39% -$2.67M
TECK icon
472
CALL
Teck Resources
TECK
$32.1B
$3.73M 0.02%
154,600
-25,000
-14% -$601K
CMI icon
473
CALL
Cummins
CMI
$73.3B
$3.73M 0.02%
25,500
-18,100
-42% -$2.55M
MOS icon
474
CALL
The Mosaic Company
MOS
$7.78B
$3.72M 0.02%
114,600
+36,200
+46% +$1.09M
COO icon
475
CALL
Cooper Companies
COO
$10.5B
$3.71M 0.02%
53,600
+41,600
+347% +$2.67M
17 18
19
20 21

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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.