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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$804B
$2.13B 13.85%
7,335,600
-2,309,700
-24% -$658M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$804B
$1.49B 9.65%
5,111,200
-3,014,300
-37% -$858M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$467B
$1.47B 9.54%
7,908,400
-230,400
-3% -$41.7M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$467B
$450M 2.92%
2,422,200
+442,700
+22% +$80.1M
AMZN icon
5
PUT
Amazon
AMZN
$3.06T
$338M 2.19%
3,370,000
+432,000
+15% +$40.6M
IWM icon
6
PUT
iShares Russell 2000 ETF
IWM
$81.4B
$294M 1.91%
1,743,700
-909,100
-34% -$153M
AMZN icon
7
CALL
Amazon
AMZN
$3.06T
$291M 1.89%
2,908,000
+818,000
+39% +$76.9M
DIA icon
8
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
$206M 1.34%
780,000
+29,900
+4% +$7.65M
GOOG icon
9
PUT
Alphabet (Google) Class C
GOOG
$4.52T
$127M 0.82%
2,124,000
-1,786,000
-46% -$107M
AAPL icon
10
PUT
Apple
AAPL
$4.49T
$122M 0.79%
2,165,600
-1,684,400
-44% -$87.7M
IWM icon
11
CALL
iShares Russell 2000 ETF
IWM
$81.4B
$121M 0.78%
716,700
-751,200
-51% -$127M
META icon
12
CALL
Meta Platforms (Facebook)
META
$1.51T
$119M 0.77%
724,100
+205,800
+40% +$37.3M
BKNG icon
13
PUT
Booking.com
BKNG
$149B
$118M 0.77%
1,492,500
-162,500
-10% -$12.8M
MSFT icon
14
PUT
Microsoft
MSFT
$3.58T
$114M 0.74%
993,000
-169,500
-15% -$18.4M
AAPL icon
15
CALL
Apple
AAPL
$4.49T
$112M 0.73%
1,990,800
-342,000
-15% -$17.8M
MSFT icon
16
CALL
Microsoft
MSFT
$3.58T
$112M 0.73%
976,500
-394,000
-29% -$42.7M
DIA icon
17
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
$104M 0.68%
394,700
-270,900
-41% -$69.3M
GOOG icon
18
CALL
Alphabet (Google) Class C
GOOG
$4.52T
$95.6M 0.62%
1,602,000
-1,194,000
-43% -$71.5M
BA icon
19
PUT
Boeing
BA
$179B
$82.7M 0.54%
222,500
-7,100
-3% -$2.49M
META icon
20
PUT
Meta Platforms (Facebook)
META
$1.51T
$76.8M 0.5%
467,000
-91,500
-16% -$16.6M
BKNG icon
21
CALL
Booking.com
BKNG
$149B
$62.3M 0.4%
785,000
+27,500
+4% +$2.17M
XOM icon
22
PUT
ExxonMobil
XOM
$645B
$62M 0.4%
729,200
+125,900
+21% +$10.3M
AMGN icon
23
PUT
Amgen
AMGN
$206B
$60.7M 0.39%
292,800
-59,100
-17% -$11.6M
GS icon
24
PUT
Goldman Sachs
GS
$300B
$56.3M 0.37%
251,000
-112,500
-31% -$26.2M
JNJ icon
25
CALL
Johnson & Johnson
JNJ
$610B
$55.2M 0.36%
399,700
-114,500
-22% -$15.2M
1
2 3 4 5

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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.