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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
STX icon
501
PUT
Seagate
STX
$195B
$3.38M 0.02%
71,400
-4,900
-6% -$262K
X
502
PUT
DELISTED
US Steel
X
$3.38M 0.02%
110,800
-140,500
-56% -$4.53M
MRSH
503
PUT
Marsh
MRSH
$83.5B
$3.37M 0.02%
40,700
+4,300
+12% +$364K
MO icon
504
Altria Group
MO
$116B
$3.35M 0.02%
55,605
-84,827
-60% -$5.04M
RH icon
505
CALL
RH
RH
$2.4B
$3.35M 0.02%
25,600
+11,600
+83% +$1.63M
CIEN icon
506
PUT
Ciena
CIEN
$49.5B
$3.35M 0.02%
107,300
-70,300
-40% -$1.97M
ZION icon
507
PUT
Zions Bancorporation
ZION
$9.52B
$3.33M 0.02%
66,300
-13,100
-16% -$692K
SO icon
508
CALL
Southern Company
SO
$98.4B
$3.31M 0.02%
75,900
-8,700
-10% -$401K
IWV icon
509
iShares Russell 3000 ETF
IWV
$20.2B
$3.31M 0.02%
19,194
+15,838
+472% +$2.68M
TSLA icon
510
CALL
Tesla
TSLA
$1.44T
$3.28M 0.02%
186,000
-919,500
-83% -$19.2M
PHM icon
511
PUT
Pultegroup
PHM
$22.3B
$3.28M 0.02%
132,400
-74,700
-36% -$2.12M
NKE icon
512
Nike
NKE
$52.7B
$3.27M 0.02%
38,593
-6,145
-14% -$494K
GT icon
513
PUT
Goodyear
GT
$1.45B
$3.26M 0.02%
139,500
+57,800
+71% +$1.36M
KMX icon
514
PUT
CarMax
KMX
$8.12B
$3.26M 0.02%
43,700
-39,700
-48% -$3.03M
DHR icon
515
CALL
Danaher
DHR
$149B
$3.23M 0.02%
33,502
-74,222
-69% -$6.76M
CPB icon
516
CALL
Campbell Soup
CPB
$6.17B
$3.21M 0.02%
87,500
-82,200
-48% -$3.35M
MET icon
517
CALL
MetLife
MET
$61.7B
$3.2M 0.02%
68,500
-63,300
-48% -$2.89M
EW icon
518
Edwards Lifesciences
EW
$50.9B
$3.19M 0.02%
55,050
+29,130
+112% +$1.42M
ADP icon
519
PUT
Automatic Data Processing
ADP
$108B
$3.19M 0.02%
21,200
-44,600
-68% -$6.31M
SPLK
520
PUT
DELISTED
Splunk Inc
SPLK
$3.19M 0.02%
26,400
-10,300
-28% -$1.14M
CLX icon
521
Clorox
CLX
$10B
$3.19M 0.02%
21,202
-3,852
-15% -$547K
ACWI icon
522
iShares MSCI ACWI ETF
ACWI
$32.9B
$3.16M 0.02%
+42,600
New +$3.12M
BUD icon
523
AB InBev
BUD
$153B
$3.15M 0.02%
36,033
-39,445
-52% -$3.84M
EDU icon
524
CALL
New Oriental
EDU
$8.85B
$3.15M 0.02%
42,600
+24,300
+133% +$2.02M
DFS
525
CALL
DELISTED
Discover Financial Services
DFS
$3.14M 0.02%
41,100
-13,600
-25% -$1.02M
19 20
21
22 23

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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.