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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
+97.02%
10 Year Est. Return
+293.06%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
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
ALB icon
1001
Albemarle
ALB
$14B
$1.06M 0.01%
10,585
+3,199
+43% +$310K
EPD icon
1002
CALL
Enterprise Products Partners
EPD
$81.6B
$1.05M 0.01%
36,700
-129,900
-78% -$3.75M
IWN icon
1003
CALL
iShares Russell 2000 Value ETF
IWN
$14.6B
$1.05M 0.01%
7,900
-10,700
-58% -$1.44M
GM icon
1004
General Motors
GM
$78.2B
$1.05M 0.01%
31,154
-21,002
-40% -$774K
SNY icon
1005
CALL
Sanofi
SNY
$103B
$1.04M 0.01%
23,400
-80,500
-77% -$3.44M
FITB
1006
CALL
Fifth Third Bancorp
FITB
$52.2B
$1.04M 0.01%
37,400
+21,700
+138% +$637K
SBAC icon
1007
PUT
SBA Communications
SBAC
$18.9B
$1.04M 0.01%
6,500
– –
MNST icon
1008
CALL
Monster Beverage
MNST
$92.4B
$1.04M 0.01%
35,800
-77,400
-68% -$2.33M
HBI
1009
CALL
DELISTED
Hanesbrands
HBI
$1.04M 0.01%
56,500
-53,900
-49% -$1.05M
DATA
1010
CALL
DELISTED
Tableau Software, Inc.
DATA
$1.04M 0.01%
9,300
-13,900
-60% -$1.5M
BALL icon
1011
CALL
Ball Corp
BALL
$16.9B
$1.04M 0.01%
23,600
-1,300
-5% -$52.9K
CHKP icon
1012
CALL
Check Point Software Technologies
CHKP
$12.8B
$1.03M 0.01%
8,800
-34,400
-80% -$3.91M
BNDX icon
1013
Vanguard Total International Bond ETF
BNDX
$82.3B
$1.03M 0.01%
18,962
+12,982
+217% +$710K
TEVA icon
1014
Teva Pharmaceuticals
TEVA
$40.5B
$1.03M 0.01%
48,021
+37,062
+338% +$860K
DIS icon
1015
Walt Disney
DIS
$177B
$1.03M 0.01%
8,825
-31,662
-78% -$3.52M
BMRN icon
1016
BioMarin Pharmaceuticals
BMRN
$11.6B
$1.03M 0.01%
10,597
-19,968
-65% -$1.99M
LYB icon
1017
LyondellBasell Industries
LYB
$19.1B
$1.03M 0.01%
10,027
+8,077
+414% +$883K
OLN icon
1018
PUT
Olin
OLN
$2.13B
$1.02M 0.01%
39,900
+11,300
+40% +$332K
PEP icon
1019
PepsiCo
PEP
$190B
$1.02M 0.01%
+9,155
New +$1.04M
ING icon
1020
CALL
ING
ING
$103B
$1.02M 0.01%
78,500
-79,200
-50% -$1.11M
THC icon
1021
CALL
Tenet Healthcare
THC
$21.1B
$1.02M 0.01%
35,700
-15,300
-30% -$505K
CNI icon
1022
Canadian National Railway
CNI
$77.1B
$1.01M 0.01%
11,278
+1,267
+13% +$111K
RY icon
1023
PUT
Royal Bank of Canada
RY
$294B
$1.01M 0.01%
12,600
-15,500
-55% -$1.22M
MAS icon
1024
CALL
Masco
MAS
$15.2B
$1M 0.01%
27,400
-10,700
-28% -$411K
RTH icon
1025
CALL
VanEck Retail ETF
RTH
$262M
$1M 0.01%
+9,000
New +$961K
39 40
41
42 43

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

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 656 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.