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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
ASNA
1776
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
$294K ﹤0.01%
3,220
-2,310
-42% -$191K
CCL icon
1777
PUT
Carnival Corporation Ltd
CCL
$39.4B
$293K ﹤0.01%
4,600
-19,100
-81% -$1.16M
CRM icon
1778
Salesforce
CRM
$153B
$293K ﹤0.01%
1,842
-21,087
-92% -$3.13M
DIN icon
1779
CALL
Dine Brands
DIN
$449M
$293K ﹤0.01%
+3,600
New +$279K
IOO icon
1780
iShares Global 100 ETF
IOO
$9.19B
$292K ﹤0.01%
+5,985
New +$286K
MEOH icon
1781
Methanex
MEOH
$4.21B
$292K ﹤0.01%
+3,691
New +$269K
OMF icon
1782
PUT
OneMain Financial
OMF
$7.48B
$292K ﹤0.01%
8,700
-8,900
-51% -$312K
AOS icon
1783
A.O. Smith
AOS
$8.56B
$291K ﹤0.01%
5,456
+589
+12% +$34.6K
ENB icon
1784
CALL
Enbridge
ENB
$113B
$291K ﹤0.01%
9,000
-19,400
-68% -$677K
LPX icon
1785
Louisiana-Pacific
LPX
$5.31B
$291K ﹤0.01%
10,990
-11,777
-52% -$336K
YEXT icon
1786
Yext
YEXT
$558M
$291K ﹤0.01%
+12,279
New +$281K
QVCGA
1787
CALL
DELISTED
QVC Group Inc Series A
QVCGA
$291K ﹤0.01%
+270
New +$284K
NFX
1788
PUT
DELISTED
Newfield Exploration
NFX
$291K ﹤0.01%
10,100
-3,800
-27% -$107K
EWO icon
1789
iShares MSCI Austria ETF
EWO
$186M
$290K ﹤0.01%
+12,682
New +$291K
FCX icon
1790
Freeport-McMoran
FCX
$95.5B
$290K ﹤0.01%
20,867
-41,329
-66% -$624K
FVD icon
1791
First Trust Value Line Dividend Fund
FVD
$8.38B
$290K ﹤0.01%
9,152
-3,469
-27% -$109K
XLRE icon
1792
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.56B
$290K ﹤0.01%
+8,900
New +$295K
FNSR
1793
DELISTED
Finisar Corp
FNSR
$289K ﹤0.01%
15,149
-11,530
-43% -$214K
RACE icon
1794
PUT
Ferrari
RACE
$71.6B
$288K ﹤0.01%
2,100
-10,800
-84% -$1.42M
GPK icon
1795
Graphic Packaging
GPK
$3.51B
$286K ﹤0.01%
+20,382
New +$294K
DECK icon
1796
CALL
Deckers Outdoor
DECK
$13.3B
$285K ﹤0.01%
14,400
-48,000
-77% -$932K
FXU icon
1797
First Trust Utilities AlphaDEX Fund
FXU
$821M
$285K ﹤0.01%
+10,348
New +$281K
NOK icon
1798
PUT
Nokia
NOK
$52.6B
$285K ﹤0.01%
51,000
+6,900
+16% +$38.3K
WELL icon
1799
Welltower
WELL
$170B
$285K ﹤0.01%
+4,427
New +$286K
ATCO
1800
DELISTED
Atlas Corp.
ATCO
$285K ﹤0.01%
+34,202
New +$308K
70 71
72
73 74

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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.