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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
TJX icon
3026
TJX Companies
TJX
$174B
– –
-22,814
Closed -$1.17M
TK icon
3027
Teekay
TK
$1.03B
– –
-11,702
Closed -$91K
TM icon
3028
Toyota
TM
$220B
– –
-72,402
Closed -$9.15M
TMF icon
3029
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.14B
– –
-1,069
Closed -$207K
TMO icon
3030
Thermo Fisher Scientific
TMO
$213B
– –
-7,019
Closed -$1.61M
TMUS icon
3031
CALL
T-Mobile US
TMUS
$190B
– –
-28,300
Closed -$1.69M
TNA icon
3032
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.38B
– –
-5,372
Closed -$484K
TNL icon
3033
CALL
Travel + Leisure Co
TNL
$4.72B
– –
-15,300
Closed -$677K
TNL icon
3034
Travel + Leisure Co
TNL
$4.72B
– –
-13,945
Closed -$618K
TOWN icon
3035
Towne Bank
TOWN
$3.48B
– –
-6,948
Closed -$223K
TQQQ icon
3036
ProShares UltraPro QQQ
TQQQ
$34.6B
– –
-275,248
Closed -$2.28M
TREE icon
3037
LendingTree
TREE
$448M
– –
-1,110
Closed -$237K
TRI icon
3038
PUT
Thomson Reuters
TRI
$44.4B
– –
-27,230
Closed -$1.27M
TRIP icon
3039
TripAdvisor
TRIP
$1.69B
– –
-4,292
Closed -$235K
TRN icon
3040
CALL
Trinity Industries
TRN
$2.5B
– –
-40,559
Closed -$1M
TRN icon
3041
PUT
Trinity Industries
TRN
$2.5B
– –
-17,224
Closed -$425K
TSCO icon
3042
CALL
Tractor Supply
TSCO
$16.8B
– –
-17,000
Closed -$260K
TSLA icon
3043
Tesla
TSLA
$1.27T
– –
-21,405
Closed -$446K
TT icon
3044
Trane Technologies
TT
$101B
– –
-14,718
Closed -$1.44M
TTWO icon
3045
Take-Two Interactive
TTWO
$45.8B
– –
-6,491
Closed -$828K
TWO
3046
Two Harbors Investment
TWO
$1.27B
– –
-4,603
Closed -$291K
TXN icon
3047
Texas Instruments
TXN
$246B
– –
-3,288
Closed -$366K
UAL icon
3048
United Airlines
UAL
$41.7B
– –
-10,952
Closed -$903K
UCO icon
3049
ProShares Ultra Bloomberg Crude Oil
UCO
$394M
– –
-1,552
Closed -$333K
UGI icon
3050
UGI
UGI
$7.78B
– –
-5,407
Closed -$282K
120 121
122
123 124

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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.