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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
REGN icon
651
Regeneron Pharmaceuticals
REGN
$80.8B
$2.27M 0.01%
5,606
-680
-11% -$259K
SWK icon
652
Stanley Black & Decker
SWK
$13.5B
$2.25M 0.01%
+15,338
New +$2.18M
WB icon
653
PUT
Weibo
WB
$1.61B
$2.25M 0.01%
30,700
+10,100
+49% +$813K
PEG icon
654
CALL
Public Service Enterprise Group
PEG
$34.8B
$2.24M 0.01%
42,500
-22,500
-35% -$1.18M
KSU
655
CALL
DELISTED
Kansas City Southern
KSU
$2.23M 0.01%
19,700
+1,000
+5% +$114K
GM icon
656
CALL
General Motors
GM
$72.1B
$2.23M 0.01%
66,200
-24,300
-27% -$895K
DG icon
657
Dollar General
DG
$27B
$2.22M 0.01%
20,343
+12,330
+154% +$1.28M
VTR icon
658
CALL
Ventas
VTR
$44.5B
$2.22M 0.01%
40,800
+13,500
+49% +$782K
TWLO icon
659
PUT
Twilio
TWLO
$37.4B
$2.22M 0.01%
25,700
-23,900
-48% -$1.75M
TD icon
660
PUT
Toronto Dominion Bank
TD
$200B
$2.21M 0.01%
36,400
-11,000
-23% -$655K
EMN icon
661
CALL
Eastman Chemical
EMN
$7.51B
$2.21M 0.01%
23,100
+1,300
+6% +$129K
TTWO icon
662
CALL
Take-Two Interactive
TTWO
$38.4B
$2.21M 0.01%
16,000
-23,500
-59% -$3M
HCA icon
663
CALL
HCA Healthcare
HCA
$92.6B
$2.18M 0.01%
15,700
-8,000
-34% -$996K
WDC icon
664
PUT
Western Digital
WDC
$159B
$2.18M 0.01%
49,216
-63,107
-56% -$3.2M
NCLH icon
665
PUT
Norwegian Cruise Line
NCLH
$6.48B
$2.18M 0.01%
37,900
+16,800
+80% +$870K
KBE icon
666
State Street SPDR S&P Bank ETF
KBE
$1.53B
$2.17M 0.01%
46,695
+5,434
+13% +$265K
IWD icon
667
iShares Russell 1000 Value ETF
IWD
$82.2B
$2.17M 0.01%
17,150
-16,687
-49% -$2.1M
GOVT icon
668
iShares US Treasury Bond ETF
GOVT
$41.3B
$2.17M 0.01%
89,208
+36,679
+70% +$899K
TIF
669
CALL
DELISTED
Tiffany & Co.
TIF
$2.17M 0.01%
16,800
-10,400
-38% -$1.36M
MAR icon
670
PUT
Marriott International
MAR
$88.4B
$2.17M 0.01%
16,400
-2,900
-15% -$370K
PVH icon
671
PVH
PVH
$3.38B
$2.17M 0.01%
14,993
+7,043
+89% +$1.04M
DFS
672
PUT
DELISTED
Discover Financial Services
DFS
$2.16M 0.01%
28,300
+13,100
+86% +$986K
UN
673
DELISTED
Unilever NV New York Registry Shares
UN
$2.16M 0.01%
38,960
+14,711
+61% +$833K
VOO icon
674
Vanguard S&P 500 ETF
VOO
$1.04T
$2.16M 0.01%
+8,073
New +$2.11M
WHR icon
675
PUT
Whirlpool
WHR
$2.08B
$2.15M 0.01%
18,100
-25,900
-59% -$3.43M
25 26
27
28 29

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CIA
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OWA
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FFS
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MFA
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PGCM
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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.