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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
PPLI
326
CALL
People Inc
PPLI
$3.09B
$6.07M 0.04%
156,671
-37,490
-19% -$1.22M
EA icon
327
PUT
Electronic Arts
EA
$53B
$6.05M 0.04%
50,200
-22,100
-31% -$2.85M
MS icon
328
Morgan Stanley
MS
$331B
$6.04M 0.04%
129,693
+35,934
+38% +$1.75M
BMY icon
329
CALL
Bristol-Myers Squibb
BMY
$133B
$6.03M 0.04%
97,100
-218,900
-69% -$13M
ADP icon
330
CALL
Automatic Data Processing
ADP
$106B
$5.95M 0.04%
39,500
-117,900
-75% -$16.7M
FAS icon
331
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
$5.94M 0.04%
84,500
-11,500
-12% -$822K
XLI icon
332
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$5.94M 0.04%
75,800
-313,000
-81% -$23.8M
OIH icon
333
PUT
VanEck Oil Services ETF
OIH
$1.89B
$5.94M 0.04%
11,790
-17,450
-60% -$8.76M
CMCSA icon
334
Comcast
CMCSA
$85B
$5.92M 0.04%
167,132
-150,360
-47% -$5.32M
STI
335
CALL
DELISTED
SunTrust Banks, Inc.
STI
$5.89M 0.04%
88,200
-156,100
-64% -$11.1M
TWTR
336
PUT
DELISTED
Twitter, Inc.
TWTR
$5.88M 0.04%
206,500
+3,700
+2% +$131K
PRU icon
337
PUT
Prudential Financial
PRU
$42.4B
$5.86M 0.04%
57,800
-154,000
-73% -$15.2M
LRCX icon
338
PUT
Lam Research
LRCX
$367B
$5.81M 0.04%
383,000
-274,000
-42% -$4.68M
ALGN icon
339
PUT
Align Technology
ALGN
$12.1B
$5.79M 0.04%
14,800
-5,300
-26% -$1.96M
CCI icon
340
CALL
Crown Castle
CCI
$33.3B
$5.78M 0.04%
51,900
-32,000
-38% -$3.56M
RIG icon
341
PUT
Transocean
RIG
$5.89B
$5.75M 0.04%
412,400
-56,800
-12% -$705K
JD icon
342
CALL
JD.com
JD
$44.6B
$5.74M 0.04%
219,900
+24,500
+13% +$803K
PNC icon
343
CALL
PNC Financial Services
PNC
$99.7B
$5.67M 0.04%
41,600
-3,500
-8% -$498K
MTB icon
344
CALL
M&T Bank
MTB
$35.7B
$5.66M 0.04%
34,400
+15,100
+78% +$2.62M
XLI icon
345
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$5.57M 0.04%
71,100
-165,400
-70% -$12.6M
AVGO icon
346
CALL
Broadcom
AVGO
$1.85T
$5.55M 0.04%
225,000
-583,000
-72% -$13.1M
GDX icon
347
PUT
VanEck Gold Miners ETF
GDX
$23.2B
$5.51M 0.04%
297,300
+175,700
+144% +$3.51M
GSK icon
348
PUT
GSK
GSK
$104B
$5.5M 0.04%
109,520
-73,600
-40% -$3.74M
MCK icon
349
CALL
McKesson
MCK
$100B
$5.48M 0.04%
41,300
-38,300
-48% -$4.99M
NTES icon
350
CALL
NetEase
NTES
$85.3B
$5.48M 0.04%
120,000
-29,500
-20% -$1.36M
12 13
14
15 16

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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.