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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
MRSH
751
CALL
Marsh
MRSH
$91.4B
$1.86M 0.01%
22,500
-25,500
-53% -$2.16M
ALL icon
752
PUT
Allstate
ALL
$67.6B
$1.86M 0.01%
18,800
-34,500
-65% -$3.36M
OVV icon
753
PUT
Ovintiv
OVV
$16.8B
$1.86M 0.01%
28,320
+16,580
+141% +$1.07M
BBWI icon
754
CALL
Bath & Body Works
BBWI
$4.24B
$1.85M 0.01%
75,457
+13,978
+23% +$350K
RIO icon
755
CALL
Rio Tinto
RIO
$161B
$1.85M 0.01%
36,200
+3,700
+11% +$189K
SODA
756
DELISTED
SodaStream International Ltd
SODA
$1.84M 0.01%
12,887
+7,691
+148% +$926K
AEM icon
757
PUT
Agnico Eagle Mines
AEM
$76.3B
$1.84M 0.01%
53,800
-33,800
-39% -$1.32M
YELP icon
758
PUT
Yelp
YELP
$1.46B
$1.83M 0.01%
37,300
-10,900
-23% -$476K
MSFT icon
759
Microsoft
MSFT
$3.66T
$1.83M 0.01%
16,023
-38,606
-71% -$4.19M
PLD icon
760
PUT
Prologis
PLD
$130B
$1.83M 0.01%
27,000
-35,600
-57% -$2.34M
HSBC icon
761
HSBC
HSBC
$364B
$1.83M 0.01%
43,641
-54,936
-56% -$2.38M
NEE icon
762
PUT
NextEra Energy
NEE
$182B
$1.83M 0.01%
43,600
-263,600
-86% -$11.2M
BKLN icon
763
Invesco Senior Loan ETF
BKLN
$6.79B
$1.82M 0.01%
78,665
-23,100
-23% -$533K
SBAC icon
764
CALL
SBA Communications
SBAC
$19.9B
$1.81M 0.01%
11,300
+6,500
+135% +$1.04M
DXC icon
765
CALL
DXC Technology
DXC
$1.76B
$1.81M 0.01%
19,400
-14,400
-43% -$1.27M
APTV icon
766
PUT
Aptiv
APTV
$10.1B
$1.81M 0.01%
21,600
-5,000
-19% -$457K
GG
767
CALL
DELISTED
Goldcorp Inc
GG
$1.81M 0.01%
177,100
+101,300
+134% +$1.19M
CLX icon
768
CALL
Clorox
CLX
$12.7B
$1.8M 0.01%
12,000
-3,800
-24% -$540K
B
769
CALL
Barrick Mining
B
$64B
$1.8M 0.01%
162,200
+22,000
+16% +$245K
VFC icon
770
PUT
VF Corp
VFC
$5.99B
$1.79M 0.01%
20,390
+13,593
+200% +$1.16M
OMC icon
771
PUT
Omnicom Group
OMC
$22.4B
$1.79M 0.01%
26,300
-12,600
-32% -$884K
XLK icon
772
State Street Technology Select Sector SPDR ETF
XLK
$123B
$1.78M 0.01%
47,372
+39,622
+511% +$1.45M
FAST icon
773
PUT
Fastenal
FAST
$57B
$1.77M 0.01%
122,400
-2,400
-2% -$34.2K
HSBC icon
774
PUT
HSBC
HSBC
$364B
$1.77M 0.01%
42,303
-152,988
-78% -$6.63M
ETFC
775
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$1.77M 0.01%
33,800
-37,800
-53% -$2.22M
29 30
31
32 33

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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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EI
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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.