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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
PSI icon
2926
Invesco Semiconductors ETF
PSI
$2.64B
– –
-14,469
Closed -$252K
PSX icon
2927
Phillips 66
PSX
$109B
– –
-11,132
Closed -$1.29M
PTEN icon
2928
CALL
Patterson-UTI
PTEN
$4.49B
– –
-32,000
Closed -$576K
PXS icon
2929
Pyxis Tankers
PXS
$75.4M
– –
-3,796
Closed -$16K
PZA icon
2930
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.14B
– –
-9,680
Closed -$243K
QCRH icon
2931
QCR Holdings
QCRH
$1.64B
– –
-4,607
Closed -$219K
QEMM icon
2932
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$60.9M
– –
-4,039
Closed -$240K
QLYS icon
2933
Qualys
QLYS
$6.05B
– –
-2,720
Closed -$229K
QRVO icon
2934
Qorvo
QRVO
$10.3B
– –
-3,675
Closed -$294K
REPX icon
2935
Riley Exploration Permian
REPX
$967M
– –
-1,058
Closed -$9K
RHI icon
2936
PUT
Robert Half
RHI
$3.83B
– –
-4,800
Closed -$312K
RLI icon
2937
RLI Corp
RLI
$5.45B
– –
-6,240
Closed -$207K
RMD icon
2938
ResMed
RMD
$32.5B
– –
-4,184
Closed -$458K
RNST icon
2939
Renasant Corp
RNST
$3.71B
– –
-5,420
Closed -$247K
RS icon
2940
CALL
Reliance Steel & Aluminium
RS
$19.9B
– –
-2,300
Closed -$201K
RS icon
2941
Reliance Steel & Aluminium
RS
$19.9B
– –
-2,954
Closed -$259K
RSG icon
2942
Republic Services
RSG
$66.8B
– –
-5,507
Closed -$376K
RSP icon
2943
Invesco S&P 500 Equal Weight ETF
RSP
$97.5B
– –
-5,414
Closed -$552K
RTX icon
2944
RTX Corp
RTX
$261B
– –
-52,771
Closed -$4.43M
SABR icon
2945
Sabre
SABR
$912M
– –
-8,488
Closed -$209K
SAN icon
2946
Banco Santander
SAN
$208B
– –
-370,995
Closed -$1.9M
SB icon
2947
Safe Bulkers
SB
$1.04B
– –
-11,373
Closed -$39K
SBAC icon
2948
SBA Communications
SBAC
$18.9B
– –
-7,825
Closed -$1.25M
SBSW icon
2949
Sibanye-Stillwater
SBSW
$8.25B
– –
-23,210
Closed -$56K
SCCO icon
2950
PUT
Southern Copper
SCCO
$165B
– –
-5,458
Closed -$234K
116 117
118
119 120

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OWA
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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.