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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
GOOGL icon
1751
Alphabet (Google) Class A
GOOGL
$4.38T
$303K ﹤0.01%
5,020
-284,100
-98% -$17.2M
ON icon
1752
ON Semiconductor
ON
$18.6B
$301K ﹤0.01%
16,340
-11,927
-42% -$255K
Z icon
1753
Zillow
Z
$7.52B
$301K ﹤0.01%
6,804
-7,507
-52% -$391K
CNDT icon
1754
Conduent
CNDT
$271M
$300K ﹤0.01%
+13,306
New +$273K
FNDA icon
1755
Schwab Fundamental US Small Company Index ETF
FNDA
$9.27B
$300K ﹤0.01%
+14,726
New +$301K
R icon
1756
CALL
Ryder
R
$10.1B
$300K ﹤0.01%
4,100
-5,200
-56% -$396K
SPG icon
1757
Simon Property Group
SPG
$71.9B
$300K ﹤0.01%
+1,700
New +$301K
MYGN icon
1758
PUT
Myriad Genetics
MYGN
$304M
$299K ﹤0.01%
6,500
-2,500
-28% -$111K
BNS icon
1759
PUT
Scotiabank
BNS
$108B
$298K ﹤0.01%
5,000
-19,600
-80% -$1.14M
TRQ
1760
DELISTED
Turquoise Hill Resources Ltd
TRQ
$298K ﹤0.01%
14,041
+10,585
+306% +$264K
BNY
1761
Bank of New York Mellon
BNY
$108B
$297K ﹤0.01%
5,831
-31,177
-84% -$1.64M
EPAM icon
1762
EPAM Systems
EPAM
$4.86B
$297K ﹤0.01%
+2,159
New +$291K
RGR icon
1763
PUT
Sturm, Ruger & Co
RGR
$604M
$297K ﹤0.01%
+4,300
New +$260K
RRC icon
1764
CALL
Range Resources
RRC
$9.01B
$297K ﹤0.01%
17,500
-158,900
-90% -$2.55M
TRI icon
1765
CALL
Thomson Reuters
TRI
$43.4B
$297K ﹤0.01%
5,601
-9,306
-62% -$466K
NFX
1766
CALL
DELISTED
Newfield Exploration
NFX
$297K ﹤0.01%
10,300
-8,100
-44% -$228K
FR icon
1767
First Industrial Realty Trust
FR
$8.4B
$296K ﹤0.01%
+9,429
New +$305K
INGN icon
1768
Inogen
INGN
$176M
$296K ﹤0.01%
+1,211
New +$280K
MTB icon
1769
M&T Bank
MTB
$36.1B
$296K ﹤0.01%
+1,797
New +$312K
XEC
1770
DELISTED
CIMAREX ENERGY CO
XEC
$296K ﹤0.01%
3,184
-581
-15% -$53.4K
HEDJ icon
1771
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
$295K ﹤0.01%
+9,330
New +$299K
JNUG icon
1772
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$461M
$295K ﹤0.01%
+797
New +$403K
UL icon
1773
Unilever
UL
$137B
$295K ﹤0.01%
4,765
-1,876
-28% -$118K
APH icon
1774
Amphenol
APH
$210B
$294K ﹤0.01%
+12,500
New +$291K
FXO icon
1775
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$294K ﹤0.01%
+9,178
New +$297K
69 70
71
72 73

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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.