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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
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 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
GOLD
1251
DELISTED
Randgold Resources Ltd
GOLD
$657K ﹤0.01%
9,317
-3,920
-30% -$269K
MLCO icon
1252
PUT
Melco Resorts & Entertainment
MLCO
$2.15B
$656K ﹤0.01%
31,000
-26,400
-46% -$613K
LRCX icon
1253
Lam Research
LRCX
$388B
$655K ﹤0.01%
43,150
-540
-1% -$9.22K
CLB icon
1254
CALL
Core Laboratories
CLB
$515M
$649K ﹤0.01%
5,600
-3,900
-41% -$440K
PCAR icon
1255
PACCAR
PCAR
$69.8B
$649K ﹤0.01%
+14,285
New +$630K
XME icon
1256
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.29B
$649K ﹤0.01%
19,000
+6,400
+51% +$223K
WLK icon
1257
PUT
Westlake Corp
WLK
$10.2B
$648K ﹤0.01%
7,800
-2,700
-26% -$264K
WMT icon
1258
Walmart Inc
WMT
$893B
$648K ﹤0.01%
20,691
-9,801
-32% -$300K
SRC
1259
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$648K ﹤0.01%
16,068
-18
-0.1% -$745
CBRL icon
1260
PUT
Cracker Barrel
CBRL
$1.29B
$647K ﹤0.01%
4,400
+2,600
+144% +$389K
EPD icon
1261
Enterprise Products Partners
EPD
$81.6B
$647K ﹤0.01%
22,533
-29,435
-57% -$851K
SU icon
1262
PUT
Suncor Energy
SU
$72.1B
$646K ﹤0.01%
16,700
-71,800
-81% -$2.91M
BBBY
1263
DELISTED
Bed Bath & Beyond Inc
BBBY
$645K ﹤0.01%
43,012
+5,478
+15% +$103K
WHR icon
1264
Whirlpool
WHR
$2.87B
$644K ﹤0.01%
5,422
-2,803
-34% -$372K
WSM icon
1265
PUT
Williams-Sonoma
WSM
$29.2B
$644K ﹤0.01%
19,600
-60,200
-75% -$1.91M
MNDT
1266
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
$643K ﹤0.01%
+37,800
New +$605K
PAYX icon
1267
PUT
Paychex
PAYX
$42.2B
$641K ﹤0.01%
8,700
-67,400
-89% -$4.84M
VMW
1268
CALL
DELISTED
VMware, Inc
VMW
$640K ﹤0.01%
4,100
-33,700
-89% -$5.16M
WU icon
1269
CALL
Western Union
WU
$2.23B
$639K ﹤0.01%
33,500
-10,700
-24% -$208K
BWA icon
1270
CALL
BorgWarner
BWA
$13.9B
$637K ﹤0.01%
16,926
+6,702
+66% +$263K
SRE icon
1271
Sempra
SRE
$55.3B
$634K ﹤0.01%
+11,154
New +$646K
SAM icon
1272
CALL
Boston Beer
SAM
$1.91B
$633K ﹤0.01%
2,200
+1,200
+120% +$360K
TROW icon
1273
T. Rowe Price
TROW
$24.4B
$633K ﹤0.01%
+5,794
New +$671K
CVI icon
1274
PUT
CVR Energy
CVI
$3.15B
$631K ﹤0.01%
15,700
-16,100
-51% -$604K
SA
1275
CALL
Seabridge Gold
SA
$3.17B
$631K ﹤0.01%
48,700
+33,400
+218% +$385K
49 50
51
52 53

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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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 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.