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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
CACI icon
1226
PUT
CACI
CACI
$11.4B
$681K ﹤0.01%
3,700
+2,000
+118% +$369K
SHAK icon
1227
CALL
Shake Shack
SHAK
$3B
$681K ﹤0.01%
10,800
-16,700
-61% -$1.01M
OMF icon
1228
CALL
OneMain Financial
OMF
$7.54B
$679K ﹤0.01%
20,200
+7,900
+64% +$277K
FITB
1229
PUT
Fifth Third Bancorp
FITB
$52.2B
$678K ﹤0.01%
24,300
-21,100
-46% -$619K
LDOS icon
1230
PUT
Leidos
LDOS
$15.9B
$678K ﹤0.01%
9,800
+6,200
+172% +$421K
OLN icon
1231
Olin
OLN
$2.13B
$678K ﹤0.01%
26,411
+16,621
+170% +$488K
PLCE icon
1232
CALL
Children's Place
PLCE
$58M
$677K ﹤0.01%
5,300
– –
Z icon
1233
PUT
Zillow
Z
$8.26B
$677K ﹤0.01%
15,300
-100
-0.6% -$5.21K
HLF icon
1234
PUT
Herbalife
HLF
$1.31B
$676K ﹤0.01%
12,400
-13,600
-52% -$751K
BRC icon
1235
Brady Corp
BRC
$4.62B
$673K ﹤0.01%
+15,391
New +$612K
IRM icon
1236
CALL
Iron Mountain
IRM
$37.8B
$673K ﹤0.01%
19,500
-7,000
-26% -$249K
CCJ icon
1237
Cameco
CCJ
$41.1B
$672K ﹤0.01%
58,933
+30,002
+104% +$316K
MYGN icon
1238
CALL
Myriad Genetics
MYGN
$301M
$672K ﹤0.01%
14,600
-6,800
-32% -$302K
VALE icon
1239
Vale
VALE
$63.6B
$671K ﹤0.01%
45,182
+28,879
+177% +$390K
TKR icon
1240
PUT
Timken Company
TKR
$9.1B
$668K ﹤0.01%
+13,400
New +$633K
PXI icon
1241
Invesco Dorsey Wright Energy Momentum ETF
PXI
$50.2M
$667K ﹤0.01%
+15,092
New +$643K
VIRT icon
1242
CALL
Virtu Financial
VIRT
$5.16B
$667K ﹤0.01%
32,600
+23,400
+254% +$533K
EXPD icon
1243
Expeditors International
EXPD
$23.6B
$666K ﹤0.01%
+9,062
New +$670K
TSM icon
1244
TSMC
TSM
$2.15T
$666K ﹤0.01%
15,083
-43,918
-74% -$1.82M
AGNC icon
1245
AGNC Investment
AGNC
$12.6B
$665K ﹤0.01%
35,692
+1,686
+5% +$32.1K
IEV icon
1246
iShares Europe ETF
IEV
$1.69B
$665K ﹤0.01%
14,760
+3,839
+35% +$173K
BIG
1247
DELISTED
Big Lots, Inc.
BIG
$663K ﹤0.01%
15,857
-5,713
-26% -$252K
DCH
1248
CALL
Dauch Corp
DCH
$1.42B
$659K ﹤0.01%
37,800
-16,600
-31% -$285K
FE icon
1249
PUT
FirstEnergy
FE
$27.7B
$658K ﹤0.01%
17,700
-55,800
-76% -$2.04M
ALK icon
1250
Alaska Air
ALK
$5.81B
$657K ﹤0.01%
9,535
+2,474
+35% +$160K
48 49
50
51 52

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 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.