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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.03%
10 Year Est. Return
+293.07%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
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 Financials 0.49%
2 Technology 0.44%
3 Healthcare 0.39%
4 Consumer Discretionary 0.39%
5 Industrials 0.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HSY icon
1176
PUT
Hershey
HSY
$36.1B
$745K ﹤0.01%
7,300
-32,400
-82% -$3.2M
RDS.A
1177
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$745K ﹤0.01%
10,934
-4,857
-31% -$324K
LNC icon
1178
CALL
Lincoln National
LNC
$8.98B
$744K ﹤0.01%
11,000
-33,200
-75% -$2.19M
JNPR
1179
CALL
DELISTED
Juniper Networks
JNPR
$743K ﹤0.01%
24,800
-31,900
-56% -$891K
ATI icon
1180
CALL
ATI
ATI
$28B
$742K ﹤0.01%
25,100
-33,200
-57% -$893K
CC icon
1181
PUT
Chemours
CC
$2.19B
$741K ﹤0.01%
18,800
-1,400
-7% -$61.3K
TSLA icon
1182
PUT
Tesla
TSLA
$1.27T
$741K ﹤0.01%
42,000
-1,524,000
-97% -$31.7M
CVS icon
1183
CVS Health
CVS
$126B
$738K ﹤0.01%
9,374
-18,153
-66% -$1.3M
ABBV icon
1184
AbbVie
ABBV
$435B
$737K ﹤0.01%
7,792
-19,483
-71% -$1.85M
CACI icon
1185
CALL
CACI
CACI
$11.4B
$737K ﹤0.01%
4,000
-4,800
-55% -$886K
ANDV
1186
PUT
DELISTED
Andeavor
ANDV
$737K ﹤0.01%
4,800
-17,400
-78% -$2.57M
PRGO icon
1187
PUT
Perrigo
PRGO
$1.84B
$736K ﹤0.01%
10,400
-6,100
-37% -$458K
TRIP icon
1188
PUT
TripAdvisor
TRIP
$1.63B
$735K ﹤0.01%
14,400
-25,500
-64% -$1.39M
GAP
1189
The Gap Inc
GAP
$7.4B
$735K ﹤0.01%
+25,467
New +$763K
XBI icon
1190
State Street SPDR S&P Biotech ETF
XBI
$9.99B
$728K ﹤0.01%
+7,596
New +$736K
SWN
1191
CALL
DELISTED
Southwestern Energy Company
SWN
$724K ﹤0.01%
141,700
+90,300
+176% +$479K
TWTR
1192
DELISTED
Twitter, Inc.
TWTR
$723K ﹤0.01%
25,395
+13,382
+111% +$474K
AGO icon
1193
PUT
Assured Guaranty
AGO
$3.66B
$722K ﹤0.01%
17,100
-10,500
-38% -$417K
WCC
1194
CALL
WESCO International
WCC
$18.2B
$719K ﹤0.01%
11,700
-13,800
-54% -$827K
CE icon
1195
PUT
Celanese
CE
$4.73B
$718K ﹤0.01%
6,300
-13,800
-69% -$1.58M
GME icon
1196
PUT
GameStop
GME
$8.53B
$718K ﹤0.01%
188,000
-104,800
-36% -$402K
KKR icon
1197
PUT
KKR & Co
KKR
$94.9B
$717K ﹤0.01%
+26,300
New +$703K
P
1198
DELISTED
Pandora Media Inc
P
$717K ﹤0.01%
75,370
+31,594
+72% +$266K
NTR icon
1199
CALL
Nutrien
NTR
$32.1B
$715K ﹤0.01%
12,400
-13,400
-52% -$742K
URBN icon
1200
PUT
Urban Outfitters
URBN
$6.67B
$712K ﹤0.01%
17,400
-6,200
-26% -$279K
46 47
48
49 50

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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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 $5.81B 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 Financials at 0.49% of assets, down from 0.72% a quarter earlier, followed by Technology and Healthcare.

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.