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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
NE
1126
CALL
DELISTED
Noble Corporation
NE
$824K 0.01%
117,200
-77,500
-40% -$470K
GWW icon
1127
PUT
W.W. Grainger
GWW
$59.7B
$822K 0.01%
2,300
-4,300
-65% -$1.48M
BBD icon
1128
Banco Bradesco
BBD
$36.3B
$815K 0.01%
+183,902
New +$848K
MEOH icon
1129
PUT
Methanex
MEOH
$4.72B
$815K 0.01%
10,300
+5,800
+129% +$422K
HSBC icon
1130
CALL
HSBC
HSBC
$349B
$814K 0.01%
19,419
-73,662
-79% -$3.19M
MXIM
1131
DELISTED
Maxim Integrated Products
MXIM
$813K 0.01%
+14,410
New +$869K
K
1132
CALL
DELISTED
Kellanova
K
$805K 0.01%
12,248
-13,845
-53% -$933K
CTSH icon
1133
PUT
Cognizant
CTSH
$27B
$802K 0.01%
10,400
-84,400
-89% -$6.6M
TRP icon
1134
PUT
TC Energy
TRP
$64.1B
$801K 0.01%
+19,800
New +$858K
WDAY icon
1135
Workday
WDAY
$46.7B
$800K 0.01%
5,481
+2,156
+65% +$300K
KKR icon
1136
CALL
KKR & Co
KKR
$88.7B
$799K 0.01%
+29,300
New +$783K
LUV icon
1137
PUT
Southwest Airlines
LUV
$20B
$799K 0.01%
12,800
-14,600
-53% -$854K
DPZ icon
1138
PUT
Domino's
DPZ
$9.73B
$796K 0.01%
2,700
-800
-23% -$227K
DECK icon
1139
PUT
Deckers Outdoor
DECK
$10.7B
$794K 0.01%
40,200
-15,600
-28% -$303K
FSLR icon
1140
CALL
First Solar
FSLR
$21.1B
$794K 0.01%
16,400
+5,400
+49% +$280K
AZN icon
1141
PUT
AstraZeneca
AZN
$258B
$791K 0.01%
10,000
-21,500
-68% -$1.63M
VZ icon
1142
Verizon
VZ
$200B
$791K 0.01%
14,823
-97,045
-87% -$5.14M
ALNY icon
1143
CALL
Alnylam Pharmaceuticals
ALNY
$32.1B
$788K 0.01%
9,000
+2,000
+29% +$201K
DVA icon
1144
DaVita
DVA
$11.7B
$787K 0.01%
10,987
-43,954
-80% -$3.11M
GDX icon
1145
VanEck Gold Miners ETF
GDX
$28.7B
$785K 0.01%
+42,375
New +$846K
PGF icon
1146
Invesco Financial Preferred ETF
PGF
$643M
$784K 0.01%
43,084
+25,417
+144% +$467K
VCIT icon
1147
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$68.8B
$783K 0.01%
9,377
+4,434
+90% +$372K
COTY icon
1148
CALL
Coty
COTY
$2.14B
$779K 0.01%
62,000
+6,400
+12% +$82.8K
HWM icon
1149
CALL
Howmet Aerospace
HWM
$91.6B
$777K 0.01%
46,031
-259,496
-85% -$4.13M
SWK icon
1150
PUT
Stanley Black & Decker
SWK
$13.5B
$776K 0.01%
5,300
-700
-12% -$99.6K
44 45
46
47 48

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FFS
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MFA
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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.