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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
SHY icon
626
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
$2.39M 0.02%
+28,761
New +$2.39M
APD icon
627
PUT
Air Products & Chemicals
APD
$65.7B
$2.37M 0.02%
14,200
-12,400
-47% -$2.02M
GDXJ icon
628
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.3B
$2.37M 0.02%
86,700
+49,400
+132% +$1.47M
BHC icon
629
PUT
Bausch Health
BHC
$2.42B
$2.37M 0.02%
92,300
-58,500
-39% -$1.34M
GLW icon
630
CALL
Corning
GLW
$138B
$2.37M 0.02%
67,100
-80,600
-55% -$2.62M
GLW icon
631
Corning
GLW
$138B
$2.36M 0.02%
66,918
-34,429
-34% -$1.12M
ISRG icon
632
Intuitive Surgical
ISRG
$130B
$2.36M 0.02%
12,345
-585
-5% -$104K
XRT icon
633
PUT
State Street SPDR S&P Retail ETF
XRT
$332M
$2.36M 0.02%
46,300
-125,500
-73% -$6.37M
TFI icon
634
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.13B
$2.36M 0.02%
49,615
+45,196
+1,023% +$2.16M
WELL icon
635
CALL
Welltower
WELL
$167B
$2.35M 0.02%
36,600
-19,200
-34% -$1.24M
KHC icon
636
PUT
Kraft Heinz
KHC
$31.5B
$2.35M 0.02%
42,700
-146,800
-77% -$8.77M
CB icon
637
PUT
Chubb
CB
$134B
$2.35M 0.02%
17,600
-14,000
-44% -$1.89M
RTN
638
DELISTED
Raytheon Company
RTN
$2.35M 0.02%
11,383
-8,410
-42% -$1.67M
AAP icon
639
CALL
Advance Auto Parts
AAP
$3.55B
$2.34M 0.02%
13,900
-1,400
-9% -$215K
VTRS icon
640
PUT
Viatris
VTRS
$20.7B
$2.33M 0.02%
63,800
+13,400
+27% +$503K
RGLD icon
641
CALL
Royal Gold
RGLD
$17.4B
$2.33M 0.02%
30,200
-27,500
-48% -$2.26M
TD icon
642
Toronto Dominion Bank
TD
$197B
$2.33M 0.02%
+38,272
New +$2.28M
EL icon
643
PUT
Estee Lauder
EL
$31.4B
$2.33M 0.02%
16,000
-10,300
-39% -$1.43M
TIF
644
PUT
DELISTED
Tiffany & Co.
TIF
$2.32M 0.02%
18,000
-41,100
-70% -$5.37M
NLY icon
645
Annaly Capital Management
NLY
$17.1B
$2.32M 0.02%
56,660
+32,697
+136% +$1.37M
FIVE icon
646
CALL
Five Below
FIVE
$12.3B
$2.3M 0.01%
17,700
-600
-3% -$66.8K
CLF icon
647
PUT
Cleveland-Cliffs
CLF
$7.03B
$2.28M 0.01%
180,300
+45,300
+34% +$466K
GILD icon
648
Gilead Sciences
GILD
$168B
$2.28M 0.01%
29,575
-25
-0.1% -$1.89K
CF icon
649
CALL
CF Industries
CF
$18.2B
$2.28M 0.01%
41,900
-30,500
-42% -$1.47M
APTV icon
650
CALL
Aptiv
APTV
$10B
$2.27M 0.01%
27,000
+600
+2% +$54.8K
24 25
26
27 28

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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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EI
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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.