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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
MRVL icon
776
PUT
Marvell Technology
MRVL
$220B
$1.76M 0.01%
91,300
-10,300
-10% -$212K
DEO icon
777
Diageo
DEO
$47.6B
$1.76M 0.01%
12,423
-3,800
-23% -$545K
TPR icon
778
CALL
Tapestry
TPR
$22.9B
$1.75M 0.01%
34,900
-28,600
-45% -$1.4M
NTAP icon
779
PUT
NetApp
NTAP
$38.8B
$1.75M 0.01%
20,400
-28,000
-58% -$2.31M
ADI icon
780
CALL
Analog Devices
ADI
$182B
$1.75M 0.01%
18,900
-24,300
-56% -$2.33M
WPM icon
781
PUT
Wheaton Precious Metals
WPM
$68.6B
$1.75M 0.01%
99,700
+28,000
+39% +$537K
EXAS
782
CALL
DELISTED
Exact Sciences
EXAS
$1.74M 0.01%
22,100
+4,000
+22% +$261K
HIG icon
783
PUT
Hartford Financial Services
HIG
$35.7B
$1.74M 0.01%
34,900
+24,100
+223% +$1.24M
EWW icon
784
PUT
iShares MSCI Mexico ETF
EWW
$1.69B
$1.74M 0.01%
33,900
-81,700
-71% -$4.14M
CMCSA icon
785
CALL
Comcast
CMCSA
$80.7B
$1.73M 0.01%
48,900
-143,700
-75% -$5.09M
UN
786
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$1.73M 0.01%
31,100
-32,600
-51% -$1.85M
CCI icon
787
PUT
Crown Castle
CCI
$31.1B
$1.73M 0.01%
15,500
-2,600
-14% -$290K
AGNC icon
788
CALL
AGNC Investment
AGNC
$11.7B
$1.73M 0.01%
92,600
-30,900
-25% -$589K
ZBH icon
789
Zimmer Biomet
ZBH
$18.2B
$1.72M 0.01%
13,509
+6,303
+87% +$749K
DGX icon
790
PUT
Quest Diagnostics
DGX
$27.2B
$1.72M 0.01%
15,900
-27,000
-63% -$2.96M
EXC icon
791
PUT
Exelon
EXC
$43.3B
$1.72M 0.01%
55,099
+11,497
+26% +$354K
INFY icon
792
Infosys
INFY
$43.8B
$1.71M 0.01%
+167,605
New +$1.7M
MDT icon
793
Medtronic
MDT
$118B
$1.7M 0.01%
17,315
-13,422
-44% -$1.24M
ALK icon
794
PUT
Alaska Air
ALK
$4.52B
$1.7M 0.01%
24,700
+12,000
+94% +$778K
GOOG icon
795
Alphabet (Google) Class C
GOOG
$4.21T
$1.7M 0.01%
28,480
-55,020
-66% -$3.3M
BXP icon
796
PUT
Boston Properties
BXP
$10.1B
$1.69M 0.01%
13,700
-15,100
-52% -$1.92M
FNV icon
797
CALL
Franco-Nevada
FNV
$51.3B
$1.68M 0.01%
26,900
+3,400
+14% +$233K
ENDP
798
DELISTED
Endo International plc
ENDP
$1.67M 0.01%
99,326
+62,072
+167% +$882K
USO icon
799
United States Oil Fund
USO
$2.23B
$1.67M 0.01%
+13,423
New +$1.55M
JNK icon
800
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.8B
$1.67M 0.01%
+15,391
New +$1.65M
30 31
32
33 34

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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.