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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
DIS icon
151
CALL
Walt Disney
DIS
$170B
$13.7M 0.09%
117,200
-26,500
-18% -$2.95M
WM icon
152
PUT
Waste Management
WM
$90.4B
$13.7M 0.09%
151,300
-6,700
-4% -$594K
MCD icon
153
PUT
McDonald's
MCD
$191B
$13.6M 0.09%
81,400
+25,000
+44% +$4.01M
XLU icon
154
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$13.5M 0.09%
512,400
-547,400
-52% -$14.5M
APC
155
PUT
DELISTED
Anadarko Petroleum
APC
$13.3M 0.09%
197,800
-75,100
-28% -$5.07M
SBUX icon
156
PUT
Starbucks
SBUX
$119B
$13.1M 0.09%
231,100
+13,000
+6% +$687K
IYR icon
157
PUT
iShares US Real Estate ETF
IYR
$4.67B
$13.1M 0.09%
163,800
-23,100
-12% -$1.88M
TXN icon
158
CALL
Texas Instruments
TXN
$246B
$13M 0.08%
121,500
-2,200
-2% -$245K
GD icon
159
CALL
General Dynamics
GD
$104B
$13M 0.08%
63,600
+1,000
+2% +$196K
MPC icon
160
PUT
Marathon Petroleum
MPC
$89.9B
$13M 0.08%
162,600
+99,700
+159% +$7.88M
TEVA icon
161
CALL
Teva Pharmaceuticals
TEVA
$39.8B
$12.9M 0.08%
597,100
+56,500
+10% +$1.31M
ATVI
162
PUT
DELISTED
Activision Blizzard
ATVI
$12.9M 0.08%
154,600
+44,500
+40% +$3.38M
TXN icon
163
PUT
Texas Instruments
TXN
$246B
$12.7M 0.08%
118,600
-28,400
-19% -$3.16M
CELG
164
PUT
DELISTED
Celgene Corp
CELG
$12.7M 0.08%
141,800
-143,300
-50% -$12.7M
EFA icon
165
CALL
iShares MSCI EAFE ETF
EFA
$78.4B
$12.6M 0.08%
185,400
-293,700
-61% -$19.8M
COP icon
166
CALL
ConocoPhillips
COP
$144B
$12.6M 0.08%
162,400
-259,100
-61% -$18.7M
DD icon
167
CALL
DuPont de Nemours
DD
$18.9B
$12.5M 0.08%
76,883
+1,777
+2% +$306K
XBI icon
168
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.59B
$12.5M 0.08%
130,300
-189,100
-59% -$18.3M
CI icon
169
PUT
Cigna
CI
$74.8B
$12.3M 0.08%
59,200
+29,000
+96% +$5.38M
KRE icon
170
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.7B
$12.3M 0.08%
207,100
-266,800
-56% -$16.6M
NOC icon
171
PUT
Northrop Grumman
NOC
$77.7B
$12.3M 0.08%
38,600
+14,300
+59% +$4.36M
GILD icon
172
CALL
Gilead Sciences
GILD
$162B
$12.2M 0.08%
157,500
-103,300
-40% -$7.8M
ETN icon
173
CALL
Eaton
ETN
$169B
$12M 0.08%
138,400
-79,500
-36% -$6.5M
CAT icon
174
CALL
Caterpillar
CAT
$383B
$11.9M 0.08%
77,900
-123,200
-61% -$17.4M
CSX icon
175
CALL
CSX Corp
CSX
$92.3B
$11.8M 0.08%
478,800
-90,000
-16% -$2.14M
5 6
7
8 9

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NOCM
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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.