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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
STLA icon
1876
Stellantis
STLA
$20.8B
$258K ﹤0.01%
+14,719
New +$260K
VOD icon
1877
CALL
Vodafone
VOD
$37.4B
$258K ﹤0.01%
11,900
-94,900
-89% -$2.21M
WIN
1878
CALL
DELISTED
Windstream Holdings Inc
WIN
$258K ﹤0.01%
+52,700
New +$238K
PF
1879
DELISTED
Pinnacle Foods, Inc.
PF
$257K ﹤0.01%
+3,960
New +$262K
CUT icon
1880
Invesco MSCI Global Timber ETF
CUT
$33.8M
$256K ﹤0.01%
+7,996
New +$260K
EBND icon
1881
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.29B
$256K ﹤0.01%
9,738
-10,855
-53% -$288K
HYMB icon
1882
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.19B
$256K ﹤0.01%
+9,110
New +$257K
OSK icon
1883
Oshkosh
OSK
$9.59B
$255K ﹤0.01%
3,577
-110
-3% -$7.92K
CERN
1884
DELISTED
Cerner Corp
CERN
$255K ﹤0.01%
+3,954
New +$252K
TRN icon
1885
Trinity Industries
TRN
$2.38B
$254K ﹤0.01%
+9,634
New +$253K
SGI
1886
CALL
Somnigroup International
SGI
$13.7B
$254K ﹤0.01%
19,200
-16,400
-46% -$219K
TFCFA
1887
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$254K ﹤0.01%
+5,479
New +$251K
CHL
1888
PUT
DELISTED
China Mobile Limited
CHL
$254K ﹤0.01%
5,200
-14,100
-73% -$652K
ABCB icon
1889
Ameris Bancorp
ABCB
$5.89B
$253K ﹤0.01%
+5,527
New +$274K
CVY icon
1890
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
$253K ﹤0.01%
11,423
-5,639
-33% -$126K
PGEN icon
1891
Precigen
PGEN
$2.59B
$253K ﹤0.01%
+14,678
New +$218K
BSJI
1892
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
$253K ﹤0.01%
10,053
+1,392
+16% +$35K
ASH icon
1893
CALL
Ashland
ASH
$3.5B
$252K ﹤0.01%
+3,000
New +$250K
GBF icon
1894
iShares Government/Credit Bond ETF
GBF
$128M
$252K ﹤0.01%
+2,291
New +$253K
IDA icon
1895
Idacorp
IDA
$8.2B
$252K ﹤0.01%
2,544
-1,471
-37% -$142K
CTAS icon
1896
Cintas
CTAS
$81.3B
$251K ﹤0.01%
5,076
-2,632
-34% -$136K
LUV icon
1897
Southwest Airlines
LUV
$23B
$251K ﹤0.01%
4,012
-17,996
-82% -$1.05M
NBR icon
1898
PUT
Nabors Industries
NBR
$1.21B
$251K ﹤0.01%
814
-1,480
-65% -$457K
OTEX icon
1899
CALL
Open Text
OTEX
$6.04B
$251K ﹤0.01%
6,600
-2,900
-31% -$111K
MDU icon
1900
MDU Resources
MDU
$4.3B
$250K ﹤0.01%
+25,560
New +$273K
74 75
76
77 78

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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.