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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
EXPR
1101
PUT
DELISTED
Express, Inc.
EXPR
$869K 0.01%
3,930
+3,355
+583% +$686K
TNA icon
1102
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.14B
$868K 0.01%
9,700
-2,500
-20% -$225K
HLT icon
1103
Hilton Worldwide
HLT
$68.8B
$867K 0.01%
+10,735
New +$846K
BPOP icon
1104
CALL
Popular Inc
BPOP
$10.3B
$866K 0.01%
16,900
+6,400
+61% +$319K
FMC icon
1105
CALL
FMC
FMC
$1.26B
$863K 0.01%
11,415
-26,980
-70% -$2.03M
R icon
1106
PUT
Ryder
R
$9.15B
$862K 0.01%
11,800
+1,700
+17% +$130K
DOC icon
1107
PUT
Healthpeak Properties
DOC
$14B
$861K 0.01%
+32,700
New +$860K
DBJP icon
1108
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$717M
$858K 0.01%
19,266
+11,562
+150% +$488K
JNPR
1109
PUT
DELISTED
Juniper Networks
JNPR
$851K 0.01%
28,400
-117,600
-81% -$3.29M
PHM icon
1110
Pultegroup
PHM
$22.3B
$851K 0.01%
34,340
-21,451
-38% -$608K
GEN icon
1111
PUT
Gen Digital
GEN
$17.4B
$847K 0.01%
39,800
-14,000
-26% -$285K
TM icon
1112
CALL
Toyota
TM
$227B
$846K 0.01%
6,800
-3,900
-36% -$493K
JBL icon
1113
CALL
Jabil
JBL
$31.4B
$845K 0.01%
31,200
-10,700
-26% -$306K
IPGP icon
1114
CALL
IPG Photonics
IPGP
$3.26B
$843K 0.01%
5,400
-1,200
-18% -$223K
TIF
1115
DELISTED
Tiffany & Co.
TIF
$841K 0.01%
6,519
+4,867
+295% +$636K
RL icon
1116
CALL
Ralph Lauren
RL
$20B
$839K 0.01%
6,100
-1,400
-19% -$187K
PFE icon
1117
Pfizer
PFE
$158B
$836K 0.01%
19,998
-30,997
-61% -$1.19M
CDNS icon
1118
CALL
Cadence Design Systems
CDNS
$77.9B
$834K 0.01%
18,400
-13,400
-42% -$610K
CBRE icon
1119
PUT
CBRE Group
CBRE
$40.4B
$833K 0.01%
18,900
-55,700
-75% -$2.66M
VRSN icon
1120
CALL
VeriSign
VRSN
$27.4B
$833K 0.01%
5,200
-8,200
-61% -$1.26M
ROST icon
1121
CALL
Ross Stores
ROST
$72.4B
$832K 0.01%
8,400
-6,900
-45% -$634K
WWE
1122
CALL
DELISTED
World Wrestling Entertainment
WWE
$832K 0.01%
8,600
-13,700
-61% -$1.13M
UHS icon
1123
Universal Health Services
UHS
$10.4B
$829K 0.01%
6,488
+3,732
+135% +$458K
ASML icon
1124
CALL
ASML
ASML
$645B
$827K 0.01%
4,400
+900
+26% +$180K
FL
1125
DELISTED
Foot Locker
FL
$827K 0.01%
+16,215
New +$804K
43 44
45
46 47

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MFA
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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.