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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
SHAK icon
1476
Shake Shack
SHAK
$2.83B
$459K ﹤0.01%
+7,281
New +$442K
CHK
1477
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$459K ﹤0.01%
511
-612
-54% -$558K
SLM icon
1478
CALL
SLM Corp
SLM
$5.15B
$458K ﹤0.01%
41,100
-13,900
-25% -$161K
SINA
1479
DELISTED
Sina Corp
SINA
$458K ﹤0.01%
6,590
+905
+16% +$67.8K
XRAY icon
1480
CALL
Dentsply Sirona
XRAY
$2.64B
$457K ﹤0.01%
12,100
-5,300
-30% -$221K
CE icon
1481
Celanese
CE
$4.82B
$456K ﹤0.01%
4,003
-5,788
-59% -$664K
FTI icon
1482
TechnipFMC
FTI
$27.3B
$456K ﹤0.01%
19,594
-23,792
-55% -$539K
FXE icon
1483
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
$456K ﹤0.01%
4,100
-1,300
-24% -$145K
CTAS icon
1484
PUT
Cintas
CTAS
$80.9B
$455K ﹤0.01%
9,200
-6,800
-43% -$351K
S
1485
DELISTED
Sprint Corporation
S
$454K ﹤0.01%
69,397
-99,607
-59% -$592K
SJNK icon
1486
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.75B
$452K ﹤0.01%
16,371
-24,933
-60% -$684K
CSCO icon
1487
Cisco
CSCO
$476B
$451K ﹤0.01%
9,273
-133,841
-94% -$6.02M
LAMR icon
1488
PUT
Lamar Advertising Co
LAMR
$16.2B
$451K ﹤0.01%
5,800
-2,000
-26% -$149K
WAT icon
1489
Waters Corp
WAT
$39.2B
$451K ﹤0.01%
2,318
-1,853
-44% -$359K
ZG icon
1490
CALL
Zillow
ZG
$7.72B
$451K ﹤0.01%
10,200
+3,300
+48% +$173K
AMED
1491
CALL
DELISTED
Amedisys
AMED
$450K ﹤0.01%
3,600
-4,700
-57% -$519K
JKHY icon
1492
Jack Henry & Associates
JKHY
$11.2B
$450K ﹤0.01%
+2,810
New +$413K
ITOT icon
1493
iShares Core S&P Total US Stock Market ETF
ITOT
$97.1B
$449K ﹤0.01%
+6,738
New +$441K
XYZ
1494
Block Inc
XYZ
$47B
$449K ﹤0.01%
4,537
-8,546
-65% -$659K
ERIC icon
1495
Ericsson
ERIC
$33.3B
$448K ﹤0.01%
50,916
-51,644
-50% -$423K
IAT icon
1496
iShares US Regional Banks ETF
IAT
$681M
$448K ﹤0.01%
9,133
+2,903
+47% +$148K
ODP
1497
DELISTED
ODP
ODP
$448K ﹤0.01%
13,957
+154
+1% +$4.61K
PAAS icon
1498
Pan American Silver
PAAS
$20.2B
$446K ﹤0.01%
30,193
+17,933
+146% +$286K
TIP icon
1499
iShares TIPS Bond ETF
TIP
$14.5B
$445K ﹤0.01%
4,024
-12,816
-76% -$1.43M
UI icon
1500
PUT
Ubiquiti
UI
$34.3B
$445K ﹤0.01%
4,500
-1,300
-22% -$115K
58 59
60
61 62

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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.