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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
JBHT icon
2801
JB Hunt Transport Services
JBHT
$22B
– –
-1,803
Closed -$219K
JBLU icon
2802
JetBlue
JBLU
$1.65B
– –
-36,534
Closed -$693K
JBLU icon
2803
PUT
JetBlue
JBLU
$1.65B
– –
-101,500
Closed -$1.93M
JEF icon
2804
Jefferies Financial Group
JEF
$11B
– –
-10,808
Closed -$220K
JJSF icon
2805
J&J Snack Foods
JJSF
$1.46B
– –
-1,396
Closed -$213K
JNJ icon
2806
Johnson & Johnson
JNJ
$651B
– –
-79,229
Closed -$10.5M
JNPR
2807
DELISTED
Juniper Networks
JNPR
– –
-55,816
Closed -$1.56M
JPM icon
2808
JPMorgan Chase
JPM
$929B
– –
-141,481
Closed -$16.1M
JWN
2809
CALL
DELISTED
Nordstrom
JWN
– –
-16,300
Closed -$844K
JXI icon
2810
iShares Global Utilities ETF
JXI
$293M
– –
-5,882
Closed -$288K
KDP icon
2811
CALL
Keurig Dr Pepper
KDP
$42.1B
– –
-6,800
Closed -$830K
KEY icon
2812
KeyCorp
KEY
$22.2B
– –
-23,240
Closed -$483K
KHC icon
2813
The Kraft Heinz Company
KHC
$29B
– –
-61,563
Closed -$3.68M
KIM icon
2814
PUT
Kimco Realty
KIM
$15.1B
– –
-12,300
Closed -$209K
KKR icon
2815
KKR & Co
KKR
$88.7B
– –
-67,607
Closed -$1.81M
KLAC icon
2816
CALL
KLA
KLAC
$231B
– –
-372,000
Closed -$3.81M
KLAC icon
2817
KLA
KLAC
$231B
– –
-124,100
Closed -$1.27M
KLAC icon
2818
PUT
KLA
KLAC
$231B
– –
-345,000
Closed -$3.54M
KMX icon
2819
CarMax
KMX
$8.12B
– –
-17,813
Closed -$1.36M
KSS icon
2820
Kohl's
KSS
$1.88B
– –
-3,587
Closed -$271K
LABD icon
2821
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$94.2M
– –
-40
Closed -$210K
LE icon
2822
PUT
Lands' End
LE
$298M
– –
-29,400
Closed -$820K
LEE icon
2823
Lee Enterprises
LEE
$163M
– –
-5,488
Closed -$156K
LEG
2824
CALL
DELISTED
Leggett & Platt
LEG
– –
-55,000
Closed -$2.46M
LEN icon
2825
CALL
Lennar Class A
LEN
$18.4B
– –
-70,657
Closed -$3.59M
111 112
113
114 115

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FFS
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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.