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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
ADBE icon
951
Adobe
ADBE
$98.9B
$1.22M 0.01%
4,521
-4,917
-52% -$1.27M
APD icon
952
CALL
Air Products & Chemicals
APD
$63.3B
$1.22M 0.01%
7,300
-21,300
-74% -$3.47M
FIVE icon
953
PUT
Five Below
FIVE
$12.9B
$1.21M 0.01%
9,300
-11,100
-54% -$1.24M
BBBY
954
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.21M 0.01%
80,500
-8,100
-9% -$152K
CAG icon
955
CALL
Conagra Brands
CAG
$7.26B
$1.2M 0.01%
35,400
-66,600
-65% -$2.43M
IBB icon
956
iShares Biotechnology ETF
IBB
$10.4B
$1.19M 0.01%
+9,718
New +$1.14M
AMTD
957
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.18M 0.01%
22,400
-20,600
-48% -$1.17M
CHK
958
CALL
DELISTED
Chesapeake Energy Corporation
CHK
$1.18M 0.01%
1,317
+453
+52% +$413K
ACWX icon
959
iShares MSCI ACWI ex US ETF
ACWX
$12.3B
$1.18M 0.01%
24,761
+7,326
+42% +$348K
PKG icon
960
CALL
Packaging Corp of America
PKG
$20.7B
$1.17M 0.01%
10,700
-1,000
-9% -$113K
LEN icon
961
PUT
Lennar Class A
LEN
$18.4B
$1.17M 0.01%
25,928
-54,026
-68% -$2.72M
TRP icon
962
CALL
TC Energy
TRP
$64.1B
$1.17M 0.01%
28,900
– –
CP icon
963
CALL
Canadian Pacific Kansas City
CP
$76.9B
$1.17M 0.01%
27,500
-56,500
-67% -$2.26M
MGM icon
964
CALL
MGM Resorts International
MGM
$9.51B
$1.16M 0.01%
41,600
-29,100
-41% -$844K
VMC icon
965
Vulcan Materials
VMC
$31.2B
$1.16M 0.01%
10,439
+4,610
+79% +$535K
BALL icon
966
PUT
Ball Corp
BALL
$15.9B
$1.16M 0.01%
26,300
+18,700
+246% +$760K
EWZ icon
967
iShares MSCI Brazil ETF
EWZ
$8.54B
$1.15M 0.01%
34,226
+16,492
+93% +$555K
HSIC icon
968
Henry Schein
HSIC
$9.46B
$1.15M 0.01%
+17,306
New +$1.08M
MTN icon
969
PUT
Vail Resorts
MTN
$4.98B
$1.15M 0.01%
4,200
-4,000
-49% -$1.15M
ASML icon
970
PUT
ASML
ASML
$645B
$1.15M 0.01%
6,100
-5,500
-47% -$1.1M
HRB icon
971
CALL
H&R Block
HRB
$5.45B
$1.15M 0.01%
44,500
+19,100
+75% +$485K
AAP icon
972
PUT
Advance Auto Parts
AAP
$2.57B
$1.15M 0.01%
6,800
-1,500
-18% -$231K
JBL icon
973
PUT
Jabil
JBL
$31.4B
$1.14M 0.01%
41,900
+23,900
+133% +$685K
LEA icon
974
PUT
Lear
LEA
$5.95B
$1.13M 0.01%
7,800
-16,600
-68% -$2.84M
UFS
975
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
$1.13M 0.01%
21,600
+5,400
+33% +$272K
37 38
39
40 41

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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.