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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
GD icon
1076
General Dynamics
GD
$95.5B
$910K 0.01%
4,446
+3,071
+223% +$601K
ANET icon
1077
Arista Networks
ANET
$251B
$909K 0.01%
+54,720
New +$931K
TOL icon
1078
Toll Brothers
TOL
$12.3B
$905K 0.01%
27,409
+12,418
+83% +$449K
SJM icon
1079
PUT
J.M. Smucker
SJM
$13.1B
$903K 0.01%
8,800
-17,200
-66% -$1.88M
RIO icon
1080
Rio Tinto
RIO
$158B
$902K 0.01%
17,672
+11,726
+197% +$598K
VTIP icon
1081
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.4B
$902K 0.01%
+18,639
New +$910K
BB icon
1082
BlackBerry
BB
$4.68B
$901K 0.01%
79,133
-20,435
-21% -$209K
CAG icon
1083
Conagra Brands
CAG
$7.26B
$900K 0.01%
26,492
+5,941
+29% +$217K
IYT icon
1084
CALL
iShares US Transportation ETF
IYT
$2.06B
$900K 0.01%
17,600
-73,600
-81% -$3.68M
KR icon
1085
Kroger
KR
$35.8B
$900K 0.01%
30,926
+18,386
+147% +$547K
PCAR icon
1086
CALL
PACCAR
PCAR
$61.1B
$900K 0.01%
19,800
-8,250
-29% -$364K
FMC icon
1087
FMC
FMC
$1.26B
$898K 0.01%
11,878
+5,067
+74% +$382K
DBEF icon
1088
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.21B
$894K 0.01%
+27,637
New +$882K
CMA
1089
PUT
DELISTED
Comerica
CMA
$893K 0.01%
9,900
-19,900
-67% -$1.9M
SINA
1090
PUT
DELISTED
Sina Corp
SINA
$882K 0.01%
12,700
-7,000
-36% -$524K
MBI icon
1091
CALL
MBIA
MBI
$224M
$878K 0.01%
+82,100
New +$840K
SPLK
1092
DELISTED
Splunk Inc
SPLK
$877K 0.01%
7,254
-330
-4% -$36.6K
TQQQ icon
1093
CALL
ProShares UltraPro QQQ
TQQQ
$36.5B
$875K 0.01%
+98,400
New +$814K
XLE icon
1094
State Street Energy Select Sector SPDR ETF
XLE
$42.2B
$875K 0.01%
23,108
+3,212
+16% +$120K
SYK icon
1095
PUT
Stryker
SYK
$106B
$871K 0.01%
4,900
-51,200
-91% -$8.74M
VTRS icon
1096
Viatris
VTRS
$19.5B
$871K 0.01%
+23,806
New +$894K
HIG icon
1097
CALL
Hartford Financial Services
HIG
$35.7B
$869K 0.01%
17,400
-1,900
-10% -$97.6K
PPL
1098
CALL
PPL Corp
PPL
$25.1B
$869K 0.01%
29,700
-66,200
-69% -$1.93M
UHS icon
1099
CALL
Universal Health Services
UHS
$10.4B
$869K 0.01%
6,800
+100
+1% +$12.3K
PXD
1100
DELISTED
Pioneer Natural Resource Co.
PXD
$869K 0.01%
4,991
-8,538
-63% -$1.53M
42 43
44
45 46

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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.