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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
RPM icon
1901
RPM International
RPM
$15B
$250K ﹤0.01%
+3,856
New +$248K
SBUX icon
1902
Starbucks
SBUX
$120B
$250K ﹤0.01%
4,396
-109,783
-96% -$5.8M
PRTY
1903
DELISTED
Party City Holdco Inc.
PRTY
$250K ﹤0.01%
18,456
-1,944
-10% -$29.8K
LBTYA icon
1904
PUT
Liberty Global Class A
LBTYA
$3.6B
$249K ﹤0.01%
+8,600
New +$240K
SOXL icon
1905
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.8B
$249K ﹤0.01%
+24,165
New +$251K
WEC icon
1906
WEC Energy
WEC
$35.1B
$249K ﹤0.01%
+3,733
New +$249K
SWN
1907
PUT
DELISTED
Southwestern Energy Company
SWN
$249K ﹤0.01%
48,800
-122,700
-72% -$651K
BMO icon
1908
PUT
Bank of Montreal
BMO
$127B
$248K ﹤0.01%
+3,000
New +$241K
BRSP
1909
BrightSpire Capital
BRSP
$648M
$248K ﹤0.01%
+11,265
New +$236K
BTT icon
1910
BlackRock Municipal 2030 Target Term Trust
BTT
$1.44B
$248K ﹤0.01%
+11,999
New +$255K
CHI
1911
Calamos Convertible Opportunities and Income Fund
CHI
$1.05B
$248K ﹤0.01%
+20,628
New +$253K
GPRK icon
1912
GeoPark
GPRK
$612M
$248K ﹤0.01%
+12,195
New +$231K
PVI icon
1913
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
$248K ﹤0.01%
+9,940
New +$248K
WMB icon
1914
Williams Companies
WMB
$86.1B
$248K ﹤0.01%
+9,128
New +$265K
SNLN
1915
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
$248K ﹤0.01%
+13,610
New +$248K
PENN icon
1916
PENN Entertainment
PENN
$2.7B
$247K ﹤0.01%
7,515
-26,823
-78% -$893K
SHOP icon
1917
PUT
Shopify
SHOP
$195B
$247K ﹤0.01%
+15,000
New +$228K
ONIT
1918
CALL
Onity Group
ONIT
$332M
$247K ﹤0.01%
4,180
+1,593
+62% +$98.6K
QTS
1919
DELISTED
QTS REALTY TRUST, INC.
QTS
$247K ﹤0.01%
+5,778
New +$252K
BB icon
1920
CALL
BlackBerry
BB
$5.26B
$246K ﹤0.01%
21,600
-76,000
-78% -$777K
NFLT icon
1921
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$450M
$246K ﹤0.01%
+10,152
New +$246K
PGEN icon
1922
CALL
Precigen
PGEN
$2.59B
$246K ﹤0.01%
14,300
-26,500
-65% -$394K
RTH icon
1923
VanEck Retail ETF
RTH
$263M
$246K ﹤0.01%
2,209
-2,565
-54% -$274K
SAM icon
1924
Boston Beer
SAM
$1.92B
$246K ﹤0.01%
857
+100
+13% +$30K
WOLF icon
1925
CALL
Wolfspeed
WOLF
$1.71B
$246K ﹤0.01%
6,500
-900
-12% -$40.9K
75 76
77
78 79

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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.