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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
NFLX icon
76
PUT
Netflix
NFLX
$303B
$24.4M 0.16%
652,000
-321,000
-33% -$11.7M
ISRG icon
77
CALL
Intuitive Surgical
ISRG
$134B
$24.1M 0.16%
125,700
-69,000
-35% -$12.3M
NFLX icon
78
CALL
Netflix
NFLX
$303B
$23.9M 0.16%
638,000
-695,000
-52% -$25.2M
ACN icon
79
CALL
Accenture
ACN
$103B
$23.1M 0.15%
136,000
-64,800
-32% -$10.8M
XLK icon
80
CALL
State Street Technology Select Sector SPDR ETF
XLK
$117B
$22.4M 0.15%
595,400
-467,000
-44% -$17.1M
CAT icon
81
PUT
Caterpillar
CAT
$382B
$22.4M 0.15%
146,700
-85,500
-37% -$12.1M
AMGN icon
82
CALL
Amgen
AMGN
$205B
$22.2M 0.14%
107,300
-54,500
-34% -$10.7M
AGN
83
PUT
DELISTED
Allergan plc
AGN
$22M 0.14%
115,700
+39,500
+52% +$7.26M
INTC icon
84
CALL
Intel
INTC
$457B
$22M 0.14%
465,800
-210,200
-31% -$10.2M
XLV icon
85
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
$21.9M 0.14%
230,600
-309,600
-57% -$28M
XLV icon
86
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
$21.6M 0.14%
227,100
-366,400
-62% -$33.1M
PEP icon
87
CALL
PepsiCo
PEP
$190B
$21.6M 0.14%
193,200
-108,600
-36% -$12.3M
ADBE icon
88
CALL
Adobe
ADBE
$101B
$21.6M 0.14%
79,900
-19,700
-20% -$5.08M
VZ icon
89
PUT
Verizon
VZ
$198B
$21.5M 0.14%
402,800
+29,600
+8% +$1.57M
SLB icon
90
CALL
SLB Ltd
SLB
$72.9B
$21.4M 0.14%
352,100
-113,500
-24% -$7.31M
ACN icon
91
PUT
Accenture
ACN
$103B
$21.4M 0.14%
125,700
-24,000
-16% -$3.99M
BIDU icon
92
PUT
Baidu
BIDU
$38.4B
$21.2M 0.14%
92,600
-22,600
-20% -$5.31M
KO icon
93
PUT
Coca-Cola
KO
$374B
$21M 0.14%
455,700
-290,200
-39% -$13.3M
COST icon
94
CALL
Costco
COST
$422B
$20.9M 0.14%
89,000
-74,700
-46% -$16.8M
MDT icon
95
CALL
Medtronic
MDT
$111B
$20.9M 0.14%
212,500
+25,100
+13% +$2.32M
STZ icon
96
CALL
Constellation Brands
STZ
$22.4B
$20.8M 0.13%
96,300
-15,500
-14% -$3.3M
XLU icon
97
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$20.7M 0.13%
786,200
-177,600
-18% -$4.72M
ABT icon
98
CALL
Abbott
ABT
$185B
$20.6M 0.13%
280,700
+47,900
+21% +$3.14M
HAL icon
99
CALL
Halliburton
HAL
$26.6B
$20.4M 0.13%
502,600
-205,200
-29% -$8.49M
V icon
100
PUT
Visa
V
$684B
$19.9M 0.13%
132,600
-74,000
-36% -$10.5M
2 3
4
5 6

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.