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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
CNX icon
926
CALL
CNX Resources
CNX
$4.87B
$1.28M 0.01%
89,500
+46,400
+108% +$736K
PGR icon
927
PUT
Progressive
PGR
$124B
$1.28M 0.01%
18,000
+1,800
+11% +$116K
SJM icon
928
J.M. Smucker
SJM
$13.1B
$1.28M 0.01%
12,469
-3,279
-21% -$358K
DBX icon
929
CALL
Dropbox
DBX
$7.93B
$1.28M 0.01%
47,600
-48,800
-51% -$1.41M
WBD icon
930
CALL
Warner Bros
WBD
$69.7B
$1.28M 0.01%
39,900
+2,300
+6% +$64.8K
ADI icon
931
Analog Devices
ADI
$182B
$1.27M 0.01%
13,794
-6,232
-31% -$599K
DDS icon
932
CALL
Dillards
DDS
$9.94B
$1.27M 0.01%
16,700
-7,100
-30% -$576K
STLD icon
933
PUT
Steel Dynamics
STLD
$33.7B
$1.27M 0.01%
28,200
-11,800
-30% -$543K
UUP icon
934
Invesco DB US Dollar Index Bullish Fund
UUP
$324M
$1.27M 0.01%
50,219
+10,090
+25% +$254K
PG icon
935
Procter & Gamble
PG
$340B
$1.27M 0.01%
15,237
-63,132
-81% -$5.16M
VEA icon
936
Vanguard FTSE Developed Markets ETF
VEA
$233B
$1.26M 0.01%
29,243
-21,902
-43% -$944K
MGM icon
937
MGM Resorts International
MGM
$9.51B
$1.26M 0.01%
45,217
+16,251
+56% +$471K
ANF icon
938
CALL
Abercrombie & Fitch
ANF
$5.76B
$1.26M 0.01%
59,500
+2,500
+4% +$60.6K
SPR
939
CALL
DELISTED
Spirit AeroSystems
SPR
$1.26M 0.01%
13,700
-1,800
-12% -$158K
VTRS icon
940
CALL
Viatris
VTRS
$19.5B
$1.25M 0.01%
34,300
-68,300
-67% -$2.56M
LLL
941
CALL
DELISTED
L3 Technologies, Inc.
LLL
$1.25M 0.01%
5,900
-9,400
-61% -$1.96M
EXPD icon
942
PUT
Expeditors International
EXPD
$24.8B
$1.24M 0.01%
16,900
-14,200
-46% -$1.05M
IEMG icon
943
iShares Core MSCI Emerging Markets ETF
IEMG
$161B
$1.24M 0.01%
+23,942
New +$1.25M
IJR icon
944
PUT
iShares Core S&P Small-Cap ETF
IJR
$105B
$1.24M 0.01%
14,200
+8,300
+141% +$727K
DOC icon
945
CALL
Healthpeak Properties
DOC
$14B
$1.24M 0.01%
47,000
+1,900
+4% +$49.9K
MXIM
946
CALL
DELISTED
Maxim Integrated Products
MXIM
$1.24M 0.01%
21,900
+6,000
+38% +$362K
CVSA
947
CALL
Covista Inc
CVSA
$4.31B
$1.23M 0.01%
25,600
+3,600
+16% +$181K
CAR icon
948
CALL
Avis
CAR
$4.16B
$1.23M 0.01%
38,400
-75,800
-66% -$2.53M
CAH icon
949
CALL
Cardinal Health
CAH
$52.4B
$1.23M 0.01%
22,800
-11,300
-33% -$578K
VIAB
950
DELISTED
Viacom Inc. Class B
VIAB
$1.23M 0.01%
+36,308
New +$1.09M
36 37
38
39 40

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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.