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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
NRG icon
1426
NRG Energy
NRG
$25.1B
$490K ﹤0.01%
+13,108
New +$440K
SCHR
1427
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$490K ﹤0.01%
+18,916
New +$493K
MLCO icon
1428
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
$489K ﹤0.01%
+23,100
New +$536K
HA
1429
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
$489K ﹤0.01%
12,200
+4,300
+54% +$171K
UNM icon
1430
CALL
Unum
UNM
$14.2B
$488K ﹤0.01%
+12,500
New +$466K
WUBA
1431
CALL
DELISTED
58.com Inc
WUBA
$486K ﹤0.01%
6,600
-13,300
-67% -$920K
GRA
1432
CALL
DELISTED
W.R. Grace & Co.
GRA
$486K ﹤0.01%
6,800
-1,700
-20% -$123K
MCO icon
1433
PUT
Moody's
MCO
$81.9B
$485K ﹤0.01%
2,900
+100
+4% +$17.6K
IYZ icon
1434
iShares US Telecommunications ETF
IYZ
$1.25B
$483K ﹤0.01%
+16,226
New +$468K
EPP icon
1435
iShares MSCI Pacific ex Japan ETF
EPP
$2.26B
$482K ﹤0.01%
10,611
+2,508
+31% +$115K
KO icon
1436
Coca-Cola
KO
$374B
$481K ﹤0.01%
10,415
-95,265
-90% -$4.35M
BIG
1437
PUT
DELISTED
Big Lots, Inc.
BIG
$481K ﹤0.01%
11,500
-8,100
-41% -$357K
NOK icon
1438
Nokia
NOK
$52.6B
$480K ﹤0.01%
86,055
+17,492
+26% +$97.1K
SPGI icon
1439
S&P Global
SPGI
$119B
$480K ﹤0.01%
+2,457
New +$507K
DATA
1440
PUT
DELISTED
Tableau Software, Inc.
DATA
$480K ﹤0.01%
4,300
-3,100
-42% -$334K
TRGP icon
1441
CALL
Targa Resources
TRGP
$57.6B
$479K ﹤0.01%
8,500
-31,600
-79% -$1.69M
CWI icon
1442
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.83B
$478K ﹤0.01%
+19,188
New +$476K
TPR icon
1443
Tapestry
TPR
$32.7B
$477K ﹤0.01%
+9,489
New +$464K
USMV icon
1444
iShares MSCI USA Min Vol Factor ETF
USMV
$24.1B
$477K ﹤0.01%
8,371
-3,319
-28% -$185K
TAP icon
1445
Molson Coors Class B
TAP
$7.95B
$475K ﹤0.01%
7,720
-11,724
-60% -$775K
ASH icon
1446
Ashland
ASH
$3.32B
$474K ﹤0.01%
5,652
-2,948
-34% -$246K
EDU icon
1447
PUT
New Oriental
EDU
$9.04B
$474K ﹤0.01%
6,400
-800
-11% -$66.3K
AOR icon
1448
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.7B
$472K ﹤0.01%
+10,462
New +$469K
GRA
1449
PUT
DELISTED
W.R. Grace & Co.
GRA
$472K ﹤0.01%
6,600
-6,400
-49% -$461K
CBRL icon
1450
CALL
Cracker Barrel
CBRL
$1.3B
$471K ﹤0.01%
3,200
-400
-11% -$59.9K
56 57
58
59 60

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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.