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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
DCOY
2976
Decoy Therapeutics
DCOY
$2.31M
– –
0
– -$13K
SM icon
2977
CALL
SM Energy
SM
$7.66B
– –
-9,700
Closed -$249K
SM icon
2978
PUT
SM Energy
SM
$7.66B
– –
-20,100
Closed -$516K
SMB icon
2979
VanEck Short Muni ETF
SMB
$311M
– –
-13,506
Closed -$233K
SMFG icon
2980
Sumitomo Mitsui Financial
SMFG
$160B
– –
-18,410
Closed -$143K
SMH icon
2981
VanEck Semiconductor ETF
SMH
$68.5B
– –
-5,294
Closed -$281K
SNA icon
2982
Snap-on
SNA
$21.2B
– –
-1,331
Closed -$232K
SNA icon
2983
PUT
Snap-on
SNA
$21.2B
– –
-14,300
Closed -$2.3M
SNBR
2984
CALL
DELISTED
Sleep Number
SNBR
– –
-7,700
Closed -$223K
SNX icon
2985
CALL
TD Synnex
SNX
$20.3B
– –
-4,800
Closed -$232K
SNX icon
2986
PUT
TD Synnex
SNX
$20.3B
– –
-4,600
Closed -$222K
SNY icon
2987
PUT
Sanofi
SNY
$103B
– –
-32,600
Closed -$1.3M
SOHU
2988
CALL
Sohu.com
SOHU
$364M
– –
-20,800
Closed -$752K
SOHU
2989
Sohu.com
SOHU
$364M
– –
-10,841
Closed -$385K
SOHU
2990
PUT
Sohu.com
SOHU
$364M
– –
-9,200
Closed -$334K
SOXS icon
2991
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.33B
– –
0
– -$144K
SPAB icon
2992
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.74B
– –
-8,296
Closed -$231K
SPHQ icon
2993
Invesco S&P 500 Quality ETF
SPHQ
$19.6B
– –
-6,733
Closed -$202K
SPMB icon
2994
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.96B
– –
-7,967
Closed -$202K
SPSB icon
2995
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
– –
-32,934
Closed -$993K
SPXS icon
2996
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$325M
– –
-178
Closed -$470K
SPXS icon
2997
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$325M
– –
-509
Closed -$1.35M
SPXU icon
2998
CALL
ProShares UltraPro Short S&P 500
SPXU
$413M
– –
-274
Closed -$1.1M
SR icon
2999
Spire
SR
$4.73B
– –
-3,609
Closed -$255K
SRE icon
3000
CALL
Sempra
SRE
$57.3B
– –
-13,000
Closed -$755K
118 119
120
121 122

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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
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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.