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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
EEM icon
176
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.2B
$11.7M 0.08%
272,000
-366,400
-57% -$15.8M
ISRG icon
177
PUT
Intuitive Surgical
ISRG
$139B
$11.5M 0.07%
60,300
-39,000
-39% -$6.93M
DVN icon
178
CALL
Devon Energy
DVN
$53.5B
$11.5M 0.07%
287,300
-100,100
-26% -$4.26M
AAL icon
179
CALL
American Airlines Group
AAL
$8.58B
$11.5M 0.07%
277,300
-56,700
-17% -$2.22M
UNH icon
180
PUT
UnitedHealth
UNH
$338B
$11.4M 0.07%
42,900
-7,000
-14% -$1.82M
BLK icon
181
PUT
Blackrock
BLK
$166B
$11.4M 0.07%
24,200
-19,200
-44% -$9.33M
PXD
182
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$11.3M 0.07%
65,100
-18,500
-22% -$3.31M
LOW icon
183
PUT
Lowe's Companies
LOW
$108B
$11.3M 0.07%
98,600
-12,900
-12% -$1.34M
MCD icon
184
CALL
McDonald's
MCD
$176B
$11.2M 0.07%
67,200
+28,000
+71% +$4.49M
FXE icon
185
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$355M
$11M 0.07%
98,800
– –
IWF icon
186
iShares Russell 1000 Growth ETF
IWF
$126B
$10.9M 0.07%
279,460
+271,048
+3,222% +$10.3M
DUK icon
187
CALL
Duke Energy
DUK
$91.6B
$10.9M 0.07%
135,600
-85,100
-39% -$6.88M
MPC icon
188
CALL
Marathon Petroleum
MPC
$119B
$10.8M 0.07%
135,500
+53,600
+65% +$4.24M
SWKS icon
189
PUT
Skyworks Solutions
SWKS
$13.4B
$10.8M 0.07%
119,300
+46,600
+64% +$4.36M
ABT icon
190
PUT
Abbott
ABT
$178B
$10.8M 0.07%
146,800
-57,800
-28% -$3.79M
DVN icon
191
PUT
Devon Energy
DVN
$53.5B
$10.7M 0.07%
269,100
-56,400
-17% -$2.4M
MA icon
192
Mastercard
MA
$495B
$10.7M 0.07%
48,218
+8,859
+23% +$1.85M
APA icon
193
CALL
APA Corp
APA
$15.7B
$10.7M 0.07%
224,700
-26,200
-10% -$1.18M
REGN icon
194
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
$10.7M 0.07%
26,500
-7,200
-21% -$2.74M
EOG icon
195
PUT
EOG Resources
EOG
$75.7B
$10.7M 0.07%
83,500
-9,700
-10% -$1.18M
HON icon
196
PUT
Honeywell
HON
$65.4B
$10.6M 0.07%
70,626
-31,771
-31% -$4.5M
TWTR
197
CALL
DELISTED
Twitter, Inc.
TWTR
$10.6M 0.07%
371,600
+88,100
+31% +$3.12M
COR icon
198
CALL
Cencora
COR
$58.9B
$10.5M 0.07%
114,000
-37,800
-25% -$3.27M
LLY icon
199
PUT
Eli Lilly
LLY
$1.03T
$10.5M 0.07%
97,800
+22,300
+30% +$2.23M
MO icon
200
CALL
Altria Group
MO
$116B
$10.5M 0.07%
173,600
-96,300
-36% -$5.72M
6 7
8
9 10

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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.