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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
SCHE icon
2951
Schwab Emerging Markets Equity ETF
SCHE
$12.6B
– –
-10,550
Closed -$273K
SCHW
2952
CALL
Charles Schwab
SCHW
$184B
– –
-126,700
Closed -$6.47M
SCHW
2953
Charles Schwab
SCHW
$184B
– –
-11,004
Closed -$562K
SCHW
2954
PUT
Charles Schwab
SCHW
$184B
– –
-36,000
Closed -$1.84M
SDY icon
2955
State Street SPDR S&P Dividend ETF
SDY
$23.6B
– –
-4,842
Closed -$449K
SEE
2956
PUT
DELISTED
Sealed Air
SEE
– –
-31,400
Closed -$1.33M
SEED icon
2957
Origin Agritech
SEED
$11.9M
– –
-1,558
Closed -$12K
SEIC icon
2958
SEI Investments
SEIC
$12.5B
– –
-4,592
Closed -$287K
SEM
2959
DELISTED
Select Medical
SEM
– –
-33,178
Closed -$324K
SENS icon
2960
Senseonics Holdings Inc
SENS
$272M
– –
-529
Closed -$43K
SGOL icon
2961
abrdn Physical Gold Shares ETF
SGOL
$6.91B
– –
-34,130
Closed -$413K
SHAK icon
2962
PUT
Shake Shack
SHAK
$2.61B
– –
-24,100
Closed -$1.59M
SHW icon
2963
CALL
Sherwin-Williams
SHW
$86B
– –
-12,900
Closed -$1.75M
SHW icon
2964
PUT
Sherwin-Williams
SHW
$86B
– –
-41,700
Closed -$5.67M
SID icon
2965
Companhia Siderúrgica Nacional
SID
$1.23B
– –
-19,042
Closed -$38K
SIG icon
2966
PUT
Signet Jewelers
SIG
$3.69B
– –
-31,700
Closed -$1.77M
SIRI icon
2967
CALL
SiriusXM
SIRI
$10.2B
– –
-6,800
Closed -$460K
SIRI icon
2968
PUT
SiriusXM
SIRI
$10.2B
– –
-4,200
Closed -$284K
HTO
2969
H2O America
HTO
$2.56B
– –
-6,063
Closed -$401K
SKX
2970
CALL
DELISTED
Skechers
SKX
– –
-21,700
Closed -$651K
SKX
2971
DELISTED
Skechers
SKX
– –
-9,015
Closed -$271K
SKX
2972
PUT
DELISTED
Skechers
SKX
– –
-9,000
Closed -$270K
SLAB icon
2973
Silicon Laboratories
SLAB
$7.19B
– –
-2,101
Closed -$205K
SLM icon
2974
SLM Corp
SLM
$5.09B
– –
-36,539
Closed -$423K
SLM icon
2975
PUT
SLM Corp
SLM
$5.09B
– –
-25,800
Closed -$295K
117 118
119
120 121

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
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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.