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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
HD icon
26
PUT
Home Depot
HD
$335B
$54.8M 0.36%
264,500
-141,200
-35% -$28.4M
BAC icon
27
CALL
Bank of America
BAC
$434B
$54.6M 0.35%
1,854,400
-856,100
-32% -$26.1M
GOOGL icon
28
CALL
Alphabet (Google) Class A
GOOGL
$4.59T
$54M 0.35%
894,000
-756,000
-46% -$45.8M
GOOGL icon
29
PUT
Alphabet (Google) Class A
GOOGL
$4.59T
$53.7M 0.35%
890,000
-1,700,000
-66% -$103M
XOM icon
30
CALL
ExxonMobil
XOM
$644B
$52.3M 0.34%
615,400
+238,800
+63% +$19.5M
MMM icon
31
PUT
3M
MMM
$90.9B
$52.1M 0.34%
295,890
+30,258
+11% +$5.21M
SMH icon
32
PUT
VanEck Semiconductor ETF
SMH
$68B
$52M 0.34%
976,600
-350,200
-26% -$18.6M
XLE icon
33
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.7B
$48.9M 0.32%
1,291,000
-250,400
-16% -$9.39M
JNJ icon
34
PUT
Johnson & Johnson
JNJ
$609B
$45.9M 0.3%
332,200
-5,800
-2% -$771K
SMH icon
35
CALL
VanEck Semiconductor ETF
SMH
$68B
$44.8M 0.29%
841,800
-288,400
-26% -$15.3M
JPM icon
36
CALL
JPMorgan Chase
JPM
$935B
$44.4M 0.29%
393,700
+30,400
+8% +$3.45M
BAC icon
37
PUT
Bank of America
BAC
$434B
$44.2M 0.29%
1,501,700
-1,773,600
-54% -$54M
NVDA icon
38
CALL
NVIDIA
NVDA
$5.01T
$43.5M 0.28%
6,192,000
-4,392,000
-41% -$28.6M
FDX icon
39
PUT
FedEx
FDX
$72.6B
$43.3M 0.28%
180,000
+89,100
+98% +$21.6M
JPM icon
40
PUT
JPMorgan Chase
JPM
$935B
$42.1M 0.27%
372,900
-177,600
-32% -$20.2M
UPS icon
41
CALL
United Parcel Service
UPS
$90.3B
$42M 0.27%
360,000
-27,500
-7% -$3.24M
IBM icon
42
PUT
IBM
IBM
$214B
$40.4M 0.26%
279,805
+1,674
+0.6% +$234K
BABA icon
43
PUT
Alibaba
BABA
$306B
$39.9M 0.26%
242,000
-1,300
-0.5% -$230K
KO icon
44
CALL
Coca-Cola
KO
$374B
$38.4M 0.25%
830,600
-101,100
-11% -$4.62M
FDX icon
45
CALL
FedEx
FDX
$72.6B
$36.8M 0.24%
152,900
+55,000
+56% +$13.3M
XLE icon
46
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.7B
$36.6M 0.24%
965,200
-137,400
-12% -$5.15M
UNP icon
47
PUT
Union Pacific
UNP
$172B
$36.2M 0.24%
222,500
+4,600
+2% +$692K
C icon
48
PUT
Citigroup
C
$221B
$36.1M 0.23%
503,400
-414,800
-45% -$29.3M
ADBE icon
49
PUT
Adobe
ADBE
$101B
$35.3M 0.23%
130,700
-26,400
-17% -$6.81M
NVDA icon
50
PUT
NVIDIA
NVDA
$5.01T
$34.3M 0.22%
4,880,000
-1,400,000
-22% -$9.1M
1
2
3 4 5

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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.