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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
ULTA icon
3051
Ulta Beauty
ULTA
$23.1B
– –
-1,133
Closed -$289K
UNH icon
3052
UnitedHealth
UNH
$338B
– –
-4,797
Closed -$1.25M
UPS icon
3053
United Parcel Service
UPS
$84.3B
– –
-2,593
Closed -$305K
URI icon
3054
CALL
United Rentals
URI
$63.1B
– –
-14,000
Closed -$2.07M
URI icon
3055
PUT
United Rentals
URI
$63.1B
– –
-62,500
Closed -$9.23M
UWM icon
3056
ProShares Ultra Russell2000
UWM
$226M
– –
-13,740
Closed -$547K
V icon
3057
Visa
V
$691B
– –
-49,103
Closed -$6.98M
VALE icon
3058
CALL
Vale
VALE
$60.5B
– –
-62,400
Closed -$800K
VALE icon
3059
PUT
Vale
VALE
$60.5B
– –
-14,600
Closed -$187K
VGSH icon
3060
Vanguard Short-Term Treasury ETF
VGSH
$34.5B
– –
-6,984
Closed -$418K
VGZ icon
3061
Vista Gold
VGZ
$330M
– –
-10,009
Closed -$7K
VIAV icon
3062
PUT
Viavi Solutions
VIAV
$8.73B
– –
-36,500
Closed -$374K
VIG icon
3063
Vanguard Dividend Appreciation ETF
VIG
$110B
– –
-3,041
Closed -$309K
VIRT icon
3064
Virtu Financial
VIRT
$5.1B
– –
-19,263
Closed -$439K
VIRT icon
3065
PUT
Virtu Financial
VIRT
$5.1B
– –
-22,500
Closed -$597K
VLO icon
3066
Valero Energy
VLO
$119B
– –
-4,164
Closed -$473K
VNO icon
3067
Vornado Realty Trust
VNO
$6.52B
– –
-6,801
Closed -$504K
VNO icon
3068
PUT
Vornado Realty Trust
VNO
$6.52B
– –
-27,200
Closed -$2.01M
VNQ icon
3069
PUT
Vanguard Real Estate ETF
VNQ
$36.7B
– –
-6,600
Closed -$538K
VOD icon
3070
PUT
Vodafone
VOD
$39.2B
– –
-28,600
Closed -$695K
VRIG icon
3071
Invesco Variable Rate Investment Grade ETF
VRIG
$1.93B
– –
-9,707
Closed -$243K
VRP icon
3072
Invesco Variable Rate Preferred ETF
VRP
$3.01B
– –
-27,207
Closed -$676K
VRSN icon
3073
VeriSign
VRSN
$27.4B
– –
-5,175
Closed -$793K
VTI icon
3074
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$685B
– –
-4,700
Closed -$660K
VTI icon
3075
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$685B
– –
-8,900
Closed -$1.25M
121 122
123
124 125

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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.