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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
NTAP icon
426
CALL
NetApp
NTAP
$35.9B
$4.23M 0.03%
49,300
-20,900
-30% -$1.73M
AXP icon
427
American Express
AXP
$233B
$4.23M 0.03%
39,733
-36,834
-48% -$3.83M
OKE icon
428
CALL
Oneok
OKE
$55.6B
$4.23M 0.03%
62,400
-7,700
-11% -$527K
ZION icon
429
CALL
Zions Bancorporation
ZION
$10.3B
$4.22M 0.03%
84,200
-45,900
-35% -$2.42M
XHB icon
430
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
$4.21M 0.03%
109,600
-42,900
-28% -$1.71M
CI icon
431
Cigna
CI
$74.5B
$4.19M 0.03%
+20,110
New +$3.73M
VRTX icon
432
PUT
Vertex Pharmaceuticals
VRTX
$119B
$4.18M 0.03%
21,700
-11,100
-34% -$1.98M
PH icon
433
CALL
Parker-Hannifin
PH
$126B
$4.17M 0.03%
22,700
+12,800
+129% +$2.2M
MAR icon
434
CALL
Marriott International
MAR
$90.4B
$4.17M 0.03%
31,600
-12,800
-29% -$1.63M
RCL icon
435
CALL
Royal Caribbean
RCL
$86.7B
$4.16M 0.03%
32,000
-3,900
-11% -$457K
WYNN icon
436
CALL
Wynn Resorts
WYNN
$10.2B
$4.16M 0.03%
32,700
-2,300
-7% -$341K
WB icon
437
CALL
Weibo
WB
$2.01B
$4.15M 0.03%
56,800
+15,500
+38% +$1.25M
BHP icon
438
PUT
BHP
BHP
$212B
$4.15M 0.03%
93,379
+51,341
+122% +$2.22M
AVB icon
439
PUT
AvalonBay Communities
AVB
$27B
$4.15M 0.03%
22,900
+9,900
+76% +$1.77M
SAP icon
440
PUT
SAP
SAP
$219B
$4.12M 0.03%
33,500
-91,200
-73% -$10.8M
CF icon
441
PUT
CF Industries
CF
$18.2B
$4.11M 0.03%
75,400
-47,000
-38% -$2.27M
BAX icon
442
PUT
Baxter International
BAX
$14.5B
$4.09M 0.03%
53,100
– –
EMR icon
443
CALL
Emerson Electric
EMR
$86.7B
$4.09M 0.03%
53,400
-20,700
-28% -$1.53M
NTES icon
444
PUT
NetEase
NTES
$84.2B
$4.09M 0.03%
89,500
-5,000
-5% -$230K
GIS icon
445
PUT
General Mills
GIS
$19.2B
$4.08M 0.03%
95,000
-103,300
-52% -$4.68M
ITW icon
446
PUT
Illinois Tool Works
ITW
$83B
$4.06M 0.03%
28,800
-12,700
-31% -$1.79M
SBUX icon
447
CALL
Starbucks
SBUX
$118B
$4.03M 0.03%
70,900
-131,600
-65% -$6.96M
ROP icon
448
CALL
Roper Technologies
ROP
$38.8B
$4.03M 0.03%
13,600
-8,300
-38% -$2.45M
PH icon
449
Parker-Hannifin
PH
$126B
$4.01M 0.03%
+21,819
New +$3.75M
MRO
450
CALL
DELISTED
Marathon Oil Corporation
MRO
$4M 0.03%
171,800
+16,000
+10% +$335K
16 17
18
19 20

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NOCM
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QIM
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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.