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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
BPY
1326
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
$587K ﹤0.01%
+28,078
New +$561K
CA
1327
PUT
DELISTED
CA, Inc.
CA
$587K ﹤0.01%
13,300
-38,300
-74% -$1.65M
IVV icon
1328
PUT
iShares Core S&P 500 ETF
IVV
$897B
$585K ﹤0.01%
+2,000
New +$574K
QCOM icon
1329
Qualcomm
QCOM
$169B
$585K ﹤0.01%
8,115
+3,089
+61% +$203K
CZR
1330
DELISTED
Caesars Entertainment Corporation
CZR
$583K ﹤0.01%
56,864
+27,472
+93% +$289K
AVGO icon
1331
Broadcom
AVGO
$2.01T
$582K ﹤0.01%
23,580
-152,830
-87% -$3.43M
UAA icon
1332
PUT
Under Armour
UAA
$2.81B
$581K ﹤0.01%
27,400
-44,800
-62% -$933K
MELI icon
1333
PUT
Mercado Libre
MELI
$91.7B
$579K ﹤0.01%
1,700
-800
-32% -$271K
RDUS
1334
PUT
DELISTED
Radius Recycling
RDUS
$579K ﹤0.01%
21,400
-39,500
-65% -$1.18M
PNR icon
1335
CALL
Pentair
PNR
$11.1B
$577K ﹤0.01%
+13,300
New +$577K
AEO icon
1336
CALL
American Eagle Outfitters
AEO
$2.98B
$576K ﹤0.01%
23,200
+6,200
+36% +$157K
AXON
1337
CALL
Axon Enterprise
AXON
$42B
$568K ﹤0.01%
8,300
-6,700
-45% -$452K
GRMN
1338
Garmin
GRMN
$58.8B
$567K ﹤0.01%
8,099
-8,412
-51% -$551K
HPQ icon
1339
HP
HPQ
$25.8B
$567K ﹤0.01%
22,001
-10,685
-33% -$258K
AVTA
1340
CALL
DELISTED
Avantax, Inc. Common Stock
AVTA
$564K ﹤0.01%
14,000
+1,500
+12% +$54.6K
MXIM
1341
PUT
DELISTED
Maxim Integrated Products
MXIM
$564K ﹤0.01%
10,000
-4,000
-29% -$241K
SHW icon
1342
Sherwin-Williams
SHW
$88.3B
$563K ﹤0.01%
3,708
-3,651
-50% -$541K
ERX icon
1343
Direxion Daily Energy Bull 2X ETF
ERX
$221M
$562K ﹤0.01%
1,506
+710
+89% +$257K
WLL
1344
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$562K ﹤0.01%
141
-658
-82% -$2.42M
ATI icon
1345
PUT
ATI
ATI
$30.9B
$561K ﹤0.01%
19,000
-17,700
-48% -$476K
SPIB icon
1346
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$560K ﹤0.01%
+16,826
New +$561K
TZA icon
1347
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$216M
$560K ﹤0.01%
167
+26
+18% +$87.9K
VRSN icon
1348
PUT
VeriSign
VRSN
$26.4B
$560K ﹤0.01%
3,500
-2,300
-40% -$352K
IDTI
1349
PUT
DELISTED
Integrated Device Technology I
IDTI
$559K ﹤0.01%
11,900
+1,200
+11% +$46.4K
CHRW icon
1350
PUT
C.H. Robinson
CHRW
$17.4B
$558K ﹤0.01%
5,700
-18,800
-77% -$1.76M
52 53
54
55 56

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.