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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
SANM icon
1701
CALL
Sanmina
SANM
$11B
$326K ﹤0.01%
11,800
+1,600
+16% +$48K
GG
1702
DELISTED
Goldcorp Inc
GG
$326K ﹤0.01%
31,918
-38,063
-54% -$446K
AMP icon
1703
PUT
Ameriprise Financial
AMP
$49.5B
$325K ﹤0.01%
2,200
-13,700
-86% -$1.96M
HDV
1704
iShares Core High Dividend ETF
HDV
$14.8B
$325K ﹤0.01%
17,945
+5,665
+46% +$100K
LDOS icon
1705
CALL
Leidos
LDOS
$17B
$325K ﹤0.01%
4,700
-9,700
-67% -$659K
LEG icon
1706
Leggett & Platt
LEG
$1.31B
$325K ﹤0.01%
+7,422
New +$334K
TSM icon
1707
CALL
TSMC
TSM
$2.17T
$322K ﹤0.01%
7,300
-22,400
-75% -$928K
OGE icon
1708
OGE Energy
OGE
$9.67B
$321K ﹤0.01%
+8,843
New +$322K
SA
1709
PUT
Seabridge Gold
SA
$3.12B
$321K ﹤0.01%
24,800
-8,400
-25% -$96.8K
SONY icon
1710
PUT
Sony
SONY
$136B
$321K ﹤0.01%
26,500
-80,500
-75% -$886K
SPXU icon
1711
ProShares UltraPro Short S&P 500
SPXU
$396M
$321K ﹤0.01%
100
-116
-54% -$403K
LLL
1712
DELISTED
L3 Technologies, Inc.
LLL
$321K ﹤0.01%
+1,511
New +$315K
ATR icon
1713
AptarGroup
ATR
$8.63B
$320K ﹤0.01%
+2,971
New +$305K
NFG icon
1714
CALL
National Fuel Gas
NFG
$7.66B
$320K ﹤0.01%
+5,700
New +$315K
WFT
1715
DELISTED
Weatherford International plc
WFT
$320K ﹤0.01%
118,217
-52,544
-31% -$154K
SVU
1716
DELISTED
SUPERVALU Inc.
SVU
$320K ﹤0.01%
9,937
-2,280
-19% -$66.7K
TXT icon
1717
Textron
TXT
$15.1B
$319K ﹤0.01%
+4,461
New +$304K
DBI icon
1718
CALL
Designer Brands
DBI
$336M
$318K ﹤0.01%
9,400
-8,800
-48% -$257K
ICUI icon
1719
ICU Medical
ICUI
$4.16B
$318K ﹤0.01%
1,124
+442
+65% +$129K
LPX icon
1720
PUT
Louisiana-Pacific
LPX
$5.3B
$318K ﹤0.01%
12,000
-6,100
-34% -$174K
XYL icon
1721
Xylem
XYL
$28.2B
$318K ﹤0.01%
+3,984
New +$297K
EE
1722
DELISTED
El Paso Electric Company
EE
$318K ﹤0.01%
5,568
+412
+8% +$25.2K
CCK icon
1723
PUT
Crown Holdings
CCK
$13.2B
$317K ﹤0.01%
6,600
-2,000
-23% -$88.9K
KDP icon
1724
Keurig Dr Pepper
KDP
$41.3B
$317K ﹤0.01%
13,682
+6,800
+99% +$215K
HOLX
1725
DELISTED
Hologic
HOLX
$316K ﹤0.01%
7,717
-41,391
-84% -$1.67M
67 68
69
70 71

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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.