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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$470M
Cap. Flow %
-3.05%
Top 10 Hldgs %
44.9%
Holding
3,267
New
655
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 Miscellaneous 96.76%
2 Financials 0.49%
3 Technology 0.46%
4 Consumer Discretionary 0.4%
5 Healthcare 0.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AYTU icon
2576
AYTU BioPharma
AYTU
$22.8M
– –
-13
Closed -$13K
AZO icon
2577
AutoZone
AZO
$46.6B
– –
-2,676
Closed -$1.97M
BC icon
2578
Brunswick
BC
$4.38B
– –
-3,396
Closed -$219K
BC icon
2579
PUT
Brunswick
BC
$4.38B
– –
-15,600
Closed -$1.01M
BCE icon
2580
CALL
BCE
BCE
$20.6B
– –
-29,400
Closed -$1.19M
BCO icon
2581
CALL
Brink's
BCO
$4.37B
– –
-5,300
Closed -$423K
BCO icon
2582
Brink's
BCO
$4.37B
– –
-4,697
Closed -$363K
BCS icon
2583
CALL
Barclays
BCS
$83.3B
– –
-75,939
Closed -$728K
BFH icon
2584
Bread Financial
BFH
$4.17B
– –
-3,126
Closed -$589K
BGY icon
2585
BlackRock Enhanced International Dividend Trust
BGY
$524M
– –
-24,366
Closed -$140K
BHC icon
2586
Bausch Health
BHC
$2.12B
– –
-9,077
Closed -$208K
BHP icon
2587
CALL
BHP
BHP
$219B
– –
-19,954
Closed -$890K
BLDP
2588
Ballard Power Systems
BLDP
$654M
– –
-18,227
Closed -$52K
BMO icon
2589
Bank of Montreal
BMO
$121B
– –
-4,783
Closed -$385K
BNS icon
2590
CALL
Scotiabank
BNS
$114B
– –
-7,300
Closed -$418K
BNS icon
2591
Scotiabank
BNS
$114B
– –
-24,936
Closed -$1.46M
BOH icon
2592
Bank of Hawaii
BOH
$2.94B
– –
-2,796
Closed -$233K
BPOP icon
2593
PUT
Popular Inc
BPOP
$10.3B
– –
-11,600
Closed -$524K
BRKL
2594
DELISTED
Brookline Bancorp
BRKL
– –
-15,118
Closed -$281K
BSV icon
2595
Vanguard Short-Term Bond ETF
BSV
$46.1B
– –
-3,072
Closed -$240K
BSX icon
2596
Boston Scientific
BSX
$62.8B
– –
-26,592
Closed -$929K
BWZ icon
2597
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$324M
– –
-8,636
Closed -$270K
BX icon
2598
CALL
Blackstone
BX
$93.8B
– –
-15,300
Closed -$492K
BX icon
2599
Blackstone
BX
$93.8B
– –
-7,618
Closed -$245K
BX icon
2600
PUT
Blackstone
BX
$93.8B
– –
-13,300
Closed -$428K
102 103
104
105 106

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MFA
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PGCM
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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 $470M 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 Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Financials and Technology.

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 655 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.