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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
VLO icon
126
CALL
Valero Energy
VLO
$119B
$16.6M 0.11%
145,800
+38,900
+36% +$4.42M
HES
127
PUT
DELISTED
Hess
HES
$16.6M 0.11%
231,300
+26,800
+13% +$1.77M
MU icon
128
PUT
Micron Technology
MU
$1.15T
$16.1M 0.1%
355,800
-190,700
-35% -$9.62M
MDLZ icon
129
PUT
Mondelez International
MDLZ
$77.7B
$16.1M 0.1%
373,800
-22,200
-6% -$947K
EWZ icon
130
PUT
iShares MSCI Brazil ETF
EWZ
$8.54B
$15.6M 0.1%
463,400
+264,000
+132% +$8.89M
SPY icon
131
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$15.5M 0.1%
53,372
-195,322
-79% -$55.6M
DD icon
132
PUT
DuPont de Nemours
DD
$17.4B
$15.5M 0.1%
95,048
+10,859
+13% +$1.87M
BDX icon
133
CALL
Becton Dickinson
BDX
$49.3B
$15.4M 0.1%
60,475
+3,177
+6% +$783K
ELV icon
134
CALL
Elevance Health
ELV
$89.1B
$15.3M 0.1%
56,000
-5,300
-9% -$1.38M
ORCL icon
135
CALL
Oracle
ORCL
$446B
$15.2M 0.1%
294,300
-327,500
-53% -$15.9M
BIIB icon
136
PUT
Biogen
BIIB
$31.8B
$15.2M 0.1%
42,900
+8,800
+26% +$3.03M
MDT icon
137
PUT
Medtronic
MDT
$118B
$14.9M 0.1%
151,400
-39,600
-21% -$3.66M
EEM icon
138
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.2B
$14.8M 0.1%
345,600
-212,800
-38% -$9.19M
HON icon
139
CALL
Honeywell
HON
$65.4B
$14.8M 0.1%
98,523
-69,408
-41% -$9.84M
CRM icon
140
CALL
Salesforce
CRM
$196B
$14.7M 0.1%
92,500
-50,700
-35% -$7.52M
WFC icon
141
CALL
Wells Fargo
WFC
$260B
$14.6M 0.1%
278,600
-502,900
-64% -$28.7M
CMG icon
142
PUT
Chipotle Mexican Grill
CMG
$42.3B
$14.4M 0.09%
1,585,000
-875,000
-36% -$8.32M
ABBV icon
143
PUT
AbbVie
ABBV
$466B
$14.3M 0.09%
151,600
-82,000
-35% -$7.78M
BIIB icon
144
CALL
Biogen
BIIB
$31.8B
$14.2M 0.09%
40,200
-13,000
-24% -$4.48M
USB icon
145
CALL
US Bancorp
USB
$93.6B
$14.1M 0.09%
267,700
-252,700
-49% -$13.4M
MRK icon
146
PUT
Merck
MRK
$362B
$14.1M 0.09%
207,714
-149,968
-42% -$9.55M
LOW icon
147
CALL
Lowe's Companies
LOW
$108B
$14M 0.09%
121,500
-111,700
-48% -$11.6M
PYPL icon
148
PUT
PayPal
PYPL
$44.8B
$13.9M 0.09%
158,800
-52,100
-25% -$4.59M
PM icon
149
PUT
Philip Morris
PM
$294B
$13.9M 0.09%
171,000
+21,000
+14% +$1.72M
APC
150
CALL
DELISTED
Anadarko Petroleum
APC
$13.8M 0.09%
204,300
-50,100
-20% -$3.38M
4 5
6
7 8

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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.