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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
+97.02%
10 Year Est. Return
+293.06%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
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
LMT icon
226
PUT
Lockheed Martin
LMT
$135B
$9.34M 0.06%
27,000
-4,200
-13% -$1.36M
DE icon
227
CALL
Deere & Co
DE
$163B
$9.34M 0.06%
62,100
-20,500
-25% -$2.94M
IJH icon
228
CALL
iShares Core S&P Mid-Cap ETF
IJH
$124B
$9.28M 0.06%
230,500
+50,000
+28% +$2.01M
LMT icon
229
Lockheed Martin
LMT
$135B
$9.16M 0.06%
26,468
+634
+2% +$205K
MDY icon
230
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$9.15M 0.06%
24,900
-44,700
-64% -$16.4M
CELG
231
CALL
DELISTED
Celgene Corp
CELG
$9.09M 0.06%
101,600
-142,200
-58% -$12.6M
SPG icon
232
PUT
Simon Property Group
SPG
$74.3B
$9.09M 0.06%
51,400
-11,500
-18% -$2.03M
ELV icon
233
PUT
Elevance Health
ELV
$83B
$9.07M 0.06%
33,100
+9,500
+40% +$2.47M
XOP icon
234
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
$8.96M 0.06%
51,775
-30,625
-37% -$5.15M
MS icon
235
CALL
Morgan Stanley
MS
$332B
$8.9M 0.06%
191,100
-84,500
-31% -$4.13M
NSC icon
236
CALL
Norfolk Southern
NSC
$75.6B
$8.88M 0.06%
49,200
+4,600
+10% +$786K
UAL icon
237
PUT
United Airlines
UAL
$41.7B
$8.86M 0.06%
99,500
+46,000
+86% +$3.79M
EFA icon
238
PUT
iShares MSCI EAFE ETF
EFA
$78.4B
$8.85M 0.06%
130,200
-116,700
-47% -$7.88M
T icon
239
PUT
AT&T
T
$162B
$8.76M 0.06%
345,432
-361,981
-51% -$8.87M
WMB icon
240
CALL
Williams Companies
WMB
$86.1B
$8.7M 0.06%
319,800
+174,600
+120% +$5.07M
ALXN
241
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$8.67M 0.06%
62,400
+23,300
+60% +$2.92M
XLF icon
242
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58B
$8.6M 0.06%
311,800
-1,461,400
-82% -$40.9M
CB icon
243
CALL
Chubb
CB
$134B
$8.58M 0.06%
64,200
-10,000
-13% -$1.35M
REGN icon
244
PUT
Regeneron Pharmaceuticals
REGN
$78.2B
$8.53M 0.06%
21,100
-5,200
-20% -$1.98M
AMD icon
245
CALL
Advanced Micro Devices
AMD
$790B
$8.44M 0.05%
273,200
-154,100
-36% -$3.48M
CVS icon
246
CALL
CVS Health
CVS
$134B
$8.41M 0.05%
106,900
-51,800
-33% -$3.7M
IWF icon
247
CALL
iShares Russell 1000 Growth ETF
IWF
$124B
$8.41M 0.05%
215,600
-143,600
-40% -$5.44M
XLK icon
248
PUT
State Street Technology Select Sector SPDR ETF
XLK
$117B
$8.41M 0.05%
223,200
-478,800
-68% -$17.6M
TGT icon
249
PUT
Target
TGT
$67.8B
$8.25M 0.05%
93,500
-54,600
-37% -$4.54M
EXPE icon
250
PUT
Expedia Group
EXPE
$35.8B
$8.23M 0.05%
63,100
-39,500
-38% -$5.13M
8 9
10
11 12

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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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 656 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.