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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
MHK icon
1726
PUT
Mohawk Industries
MHK
$8.97B
$316K ﹤0.01%
1,800
-1,900
-51% -$373K
DECK icon
1727
Deckers Outdoor
DECK
$13.3B
$315K ﹤0.01%
+15,960
New +$310K
PBCT
1728
DELISTED
People's United Financial Inc
PBCT
$315K ﹤0.01%
+18,398
New +$337K
ITB icon
1729
iShares US Home Construction ETF
ITB
$2.28B
$314K ﹤0.01%
8,899
-38,294
-81% -$1.45M
SFNC icon
1730
Simmons First National
SFNC
$3.4B
$314K ﹤0.01%
+10,676
New +$329K
HIG icon
1731
Hartford Financial Services
HIG
$39.6B
$313K ﹤0.01%
+6,268
New +$322K
IXP icon
1732
iShares Global Comm Services ETF
IXP
$571M
$313K ﹤0.01%
+5,407
New +$304K
FEMS icon
1733
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$250M
$312K ﹤0.01%
+8,629
New +$324K
ARCB icon
1734
CALL
ArcBest
ARCB
$3.02B
$311K ﹤0.01%
6,400
-900
-12% -$42.3K
OEF icon
1735
CALL
iShares S&P 100 ETF
OEF
$20.5B
$311K ﹤0.01%
2,400
-7,400
-76% -$936K
ADM icon
1736
Archer Daniels Midland
ADM
$37.4B
$310K ﹤0.01%
+6,160
New +$302K
ON icon
1737
CALL
ON Semiconductor
ON
$18.6B
$310K ﹤0.01%
16,800
-15,200
-48% -$325K
GSY icon
1738
Invesco Ultra Short Duration ETF
GSY
$3.9B
$309K ﹤0.01%
6,157
-5,639
-48% -$283K
PCEF icon
1739
Invesco CEF Income Composite ETF
PCEF
$811M
$309K ﹤0.01%
+13,565
New +$311K
BWX icon
1740
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$308K ﹤0.01%
11,265
-363
-3% -$10K
DXC icon
1741
DXC Technology
DXC
$1.77B
$308K ﹤0.01%
3,298
-185
-5% -$16.4K
OEF icon
1742
iShares S&P 100 ETF
OEF
$20.5B
$308K ﹤0.01%
2,373
-35,351
-94% -$4.47M
BFH icon
1743
PUT
Bread Financial
BFH
$4.44B
$307K ﹤0.01%
1,629
-9,397
-85% -$1.77M
IPG
1744
DELISTED
Interpublic Group of Companies
IPG
$307K ﹤0.01%
13,425
-3,988
-23% -$90.2K
CTRA
1745
PUT
DELISTED
Coterra Energy
CTRA
$306K ﹤0.01%
13,600
– –
HRB icon
1746
PUT
H&R Block
HRB
$5.82B
$306K ﹤0.01%
11,900
-31,900
-73% -$809K
CWEN icon
1747
Clearway Energy Class C
CWEN
$5.12B
$305K ﹤0.01%
+15,852
New +$302K
KGC icon
1748
PUT
Kinross Gold
KGC
$30.4B
$305K ﹤0.01%
113,000
+23,200
+26% +$75.1K
CENX icon
1749
CALL
Century Aluminum
CENX
$4.55B
$304K ﹤0.01%
25,400
-9,100
-26% -$117K
VIAB
1750
CALL
DELISTED
Viacom Inc. Class B
VIAB
$304K ﹤0.01%
+9,000
New +$270K
68 69
70
71 72

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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.