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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
EZM icon
2701
WisdomTree US MidCap Fund
EZM
$965M
– –
-7,281
Closed -$292K
FANG icon
2702
Diamondback Energy
FANG
$54B
– –
-2,350
Closed -$309K
FAZ
2703
Direxion Daily Financial Bear 3x ETF
FAZ
$85.5M
– –
-17,303
Closed -$167K
FBIN icon
2704
Fortune Brands Innovations
FBIN
$6.29B
– –
-8,432
Closed -$396K
FCF icon
2705
First Commonwealth Financial
FCF
$2.22B
– –
-11,493
Closed -$178K
FCFS icon
2706
FirstCash
FCFS
$9.32B
– –
-2,916
Closed -$262K
FE icon
2707
FirstEnergy
FE
$27.9B
– –
-13,971
Closed -$510K
FEP icon
2708
First Trust Europe AlphaDEX Fund
FEP
$530M
– –
-9,336
Closed -$358K
FEZ icon
2709
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.52B
– –
-36,800
Closed -$1.41M
FISV
2710
CALL
Fiserv Inc
FISV
$29.7B
– –
-17,400
Closed -$1.29M
FISV
2711
Fiserv Inc
FISV
$29.7B
– –
-3,643
Closed -$270K
FISV
2712
PUT
Fiserv Inc
FISV
$29.7B
– –
-9,500
Closed -$704K
FICO icon
2713
Fair Isaac
FICO
$22.6B
– –
-2,726
Closed -$527K
FIXD icon
2714
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.25B
– –
-4,071
Closed -$200K
FLNT
2715
Fluent
FLNT
$104M
– –
-2,440
Closed -$36K
FLR icon
2716
PUT
Fluor
FLR
$7.2B
– –
-22,600
Closed -$1.1M
FLS icon
2717
PUT
Flowserve
FLS
$10.2B
– –
-6,900
Closed -$279K
FTEK icon
2718
Fuel Tech
FTEK
$47.7M
– –
-10,449
Closed -$11K
FTK icon
2719
Flotek Industries
FTK
$1.02B
– –
-1,855
Closed -$36K
FTSD icon
2720
Franklin Short Duration US Government ETF
FTSD
$302M
– –
-2,123
Closed -$201K
FTV icon
2721
PUT
Fortive
FTV
$18.3B
– –
-6,343
Closed -$308K
FXI icon
2722
iShares China Large-Cap ETF
FXI
$4.33B
– –
-26,712
Closed -$1.13M
FXR icon
2723
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$770M
– –
-5,213
Closed -$204K
GAU
2724
Galiano Gold
GAU
$470M
– –
-56,762
Closed -$61K
GES
2725
PUT
DELISTED
Guess Inc
GES
– –
-14,100
Closed -$302K
107 108
109
110 111

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MCM
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EI
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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.