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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
FHN icon
1926
CALL
First Horizon
FHN
$12.1B
$245K ﹤0.01%
14,200
-1,400
-9% -$25.3K
MGEE icon
1927
MGE Energy Inc
MGEE
$3.08B
$245K ﹤0.01%
3,844
+95
+3% +$6.16K
PXF icon
1928
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.96B
$245K ﹤0.01%
5,668
+876
+18% +$37.8K
BPK
1929
DELISTED
Blackrock Muni 2018 Term Tr
BPK
$245K ﹤0.01%
16,300
-181
-1% -$2.72K
MBT
1930
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$245K ﹤0.01%
+28,763
New +$237K
CHRD icon
1931
Chord Energy
CHRD
$7.39B
$244K ﹤0.01%
17,188
-32,410
-65% -$410K
DBEU icon
1932
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$786M
$244K ﹤0.01%
+8,548
New +$244K
EPI icon
1933
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$244K ﹤0.01%
+10,119
New +$263K
TFCF
1934
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$244K ﹤0.01%
+5,324
New +$241K
WBIH
1935
DELISTED
WBI BullBear Global High Income ETF
WBIH
$244K ﹤0.01%
+10,254
New +$247K
IYF icon
1936
PUT
iShares US Financials ETF
IYF
$4.61B
$243K ﹤0.01%
4,000
-51,200
-93% -$3.14M
ORLY icon
1937
PUT
O'Reilly Automotive
ORLY
$76.3B
$243K ﹤0.01%
+10,500
New +$223K
PLCE icon
1938
PUT
Children's Place
PLCE
$59.8M
$243K ﹤0.01%
1,900
-2,100
-53% -$268K
TROX icon
1939
CALL
Tronox
TROX
$1.04B
$243K ﹤0.01%
20,300
+6,100
+43% +$100K
VSH icon
1940
Vishay Intertechnology
VSH
$5.43B
$243K ﹤0.01%
+11,928
New +$281K
CONE
1941
DELISTED
CyrusOne Inc Common Stock
CONE
$243K ﹤0.01%
+3,837
New +$248K
JCP
1942
DELISTED
J.C. Penney Company, Inc.
JCP
$243K ﹤0.01%
146,478
-25,747
-15% -$54.6K
BANC icon
1943
Banc of California
BANC
$2.97B
$242K ﹤0.01%
12,791
+2,446
+24% +$48.2K
GEF icon
1944
Greif
GEF
$5.04B
$242K ﹤0.01%
+4,512
New +$245K
BOND icon
1945
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.47B
$241K ﹤0.01%
+2,354
New +$242K
SCHF icon
1946
Schwab International Equity ETF
SCHF
$68.7B
$241K ﹤0.01%
+14,388
New +$239K
UPLD icon
1947
Upland Software
UPLD
$15.4M
$241K ﹤0.01%
+747
New +$259K
VEU icon
1948
Vanguard FTSE All-World ex-US ETF
VEU
$68.5B
$241K ﹤0.01%
4,639
-18,291
-80% -$954K
HI
1949
DELISTED
Hillenbrand
HI
$240K ﹤0.01%
+4,597
New +$233K
M icon
1950
Macy's
M
$6.68B
$240K ﹤0.01%
+6,902
New +$257K
76 77
78
79 80

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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.