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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
MNST icon
2126
PUT
Monster Beverage
MNST
$92.1B
$204K ﹤0.01%
7,000
-47,600
-87% -$1.43M
WBIG icon
2127
WBI BullBear Yield 3000 ETF
WBIG
$31.7M
$204K ﹤0.01%
7,633
-1,319
-15% -$35.5K
HBI
2128
DELISTED
Hanesbrands
HBI
$203K ﹤0.01%
10,994
-18,728
-63% -$363K
UNG icon
2129
United States Natural Gas Fund
UNG
$450M
$203K ﹤0.01%
+2,044
New +$191K
VYM icon
2130
Vanguard High Dividend Yield ETF
VYM
$82.3B
$203K ﹤0.01%
+2,328
New +$201K
INFO
2131
DELISTED
IHS Markit Ltd. Common Shares
INFO
$203K ﹤0.01%
+3,762
New +$202K
RPAI
2132
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$203K ﹤0.01%
16,632
-7,106
-30% -$89.4K
MEN
2133
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$203K ﹤0.01%
+20,162
New +$209K
CA
2134
CALL
DELISTED
CA, Inc.
CA
$203K ﹤0.01%
4,600
-117,300
-96% -$5.06M
AVT icon
2135
Avnet
AVT
$7.94B
$202K ﹤0.01%
+4,503
New +$207K
MLCO icon
2136
Melco Resorts & Entertainment
MLCO
$2.14B
$202K ﹤0.01%
9,572
-40,312
-81% -$936K
CMF icon
2137
iShares California Muni Bond ETF
CMF
$4.61B
$201K ﹤0.01%
+3,469
New +$203K
RHP icon
2138
Ryman Hospitality Properties
RHP
$7.84B
$201K ﹤0.01%
+2,336
New +$199K
K
2139
DELISTED
Kellanova
K
$200K ﹤0.01%
3,043
-45,508
-94% -$3.07M
LAMR icon
2140
Lamar Advertising Co
LAMR
$16.2B
$200K ﹤0.01%
+2,571
New +$191K
SEDG icon
2141
SolarEdge
SEDG
$2.01B
$200K ﹤0.01%
+5,323
New +$256K
SPTI icon
2142
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$200K ﹤0.01%
+6,890
New +$201K
MYI icon
2143
BlackRock MuniYield Quality Fund III
MYI
$716M
$198K ﹤0.01%
16,393
+4,878
+42% +$60.6K
DCH
2144
Dauch Corp
DCH
$1.35B
$197K ﹤0.01%
11,287
-3,679
-25% -$63.3K
PSEC icon
2145
Prospect Capital
PSEC
$1.11B
$197K ﹤0.01%
26,919
+7,020
+35% +$49.7K
LL
2146
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
$197K ﹤0.01%
12,700
-32,900
-72% -$663K
TRUE
2147
CALL
DELISTED
TrueCar
TRUE
$196K ﹤0.01%
13,900
-600
-4% -$7.34K
GPRO icon
2148
PUT
GoPro
GPRO
$126M
$195K ﹤0.01%
+27,100
New +$173K
NRO
2149
Neuberger Real Estate Securities Income Fund Inc
NRO
$188M
$194K ﹤0.01%
+41,186
New +$202K
ROX
2150
DELISTED
Castle Brands, Inc.
ROX
$194K ﹤0.01%
181,465
+158,947
+706% +$181K
84 85
86
87 88

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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.