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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
V icon
101
CALL
Visa
V
$681B
$19.8M 0.13%
132,100
-78,400
-37% -$11.1M
GILD icon
102
PUT
Gilead Sciences
GILD
$161B
$19.6M 0.13%
254,300
-53,900
-17% -$4.07M
UNH icon
103
CALL
UnitedHealth
UNH
$377B
$19.5M 0.13%
73,400
+1,100
+2% +$286K
PFE icon
104
PUT
Pfizer
PFE
$142B
$19.4M 0.13%
465,025
-747,286
-62% -$28.8M
MS icon
105
PUT
Morgan Stanley
MS
$328B
$19M 0.12%
407,900
-66,300
-14% -$3.24M
HAL icon
106
PUT
Halliburton
HAL
$26.6B
$19M 0.12%
468,300
+94,500
+25% +$3.91M
CMG icon
107
CALL
Chipotle Mexican Grill
CMG
$47.1B
$18.9M 0.12%
2,080,000
+300,000
+17% +$2.85M
RTN
108
CALL
DELISTED
Raytheon Company
RTN
$18.8M 0.12%
91,200
+47,400
+108% +$9.44M
T icon
109
CALL
AT&T
T
$161B
$18.8M 0.12%
740,646
-242,556
-25% -$5.94M
AGN
110
CALL
DELISTED
Allergan plc
AGN
$18.6M 0.12%
97,500
+53,300
+121% +$9.79M
COP icon
111
PUT
ConocoPhillips
COP
$145B
$18.4M 0.12%
237,900
-227,300
-49% -$16.4M
MO icon
112
PUT
Altria Group
MO
$114B
$18.4M 0.12%
304,900
+42,900
+16% +$2.55M
BIDU icon
113
CALL
Baidu
BIDU
$38.3B
$18.1M 0.12%
79,300
-25,000
-24% -$5.87M
EWZ icon
114
CALL
iShares MSCI Brazil ETF
EWZ
$9.2B
$18.1M 0.12%
537,100
+295,500
+122% +$9.95M
MA icon
115
CALL
Mastercard
MA
$502B
$18M 0.12%
81,000
-50,600
-38% -$10.6M
WFC icon
116
PUT
Wells Fargo
WFC
$262B
$18M 0.12%
342,500
-409,500
-54% -$23.4M
CVX icon
117
CALL
Chevron
CVX
$388B
$18M 0.12%
147,200
-183,600
-56% -$22.3M
WBA
118
CALL
DELISTED
Walgreens Boots Alliance
WBA
$17.9M 0.12%
245,100
-90,800
-27% -$6.17M
ORCL icon
119
PUT
Oracle
ORCL
$401B
$17.8M 0.12%
345,800
-389,900
-53% -$18.9M
XLY icon
120
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$17.7M 0.12%
302,600
-504,000
-62% -$28.7M
XBI icon
121
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.56B
$17.7M 0.11%
184,300
-164,400
-47% -$15.9M
UPS icon
122
PUT
United Parcel Service
UPS
$90.3B
$17.2M 0.11%
147,300
+15,200
+12% +$1.79M
PEP icon
123
PUT
PepsiCo
PEP
$190B
$17.2M 0.11%
153,600
-293,300
-66% -$33.2M
OXY icon
124
CALL
Occidental Petroleum
OXY
$55.4B
$16.8M 0.11%
204,600
+70,400
+52% +$5.69M
PG icon
125
PUT
Procter & Gamble
PG
$337B
$16.8M 0.11%
201,400
-114,900
-36% -$9.4M
3 4
5
6 7

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NOCM
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TIM
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QIM
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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.