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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
ABB
1401
DELISTED
ABB Ltd
ABB
$510K ﹤0.01%
21,587
+12,231
+131% +$280K
GDDY icon
1402
PUT
GoDaddy
GDDY
$11.4B
$509K ﹤0.01%
6,100
+500
+9% +$39K
AMAT icon
1403
Applied Materials
AMAT
$419B
$508K ﹤0.01%
13,131
-13,392
-50% -$592K
PGR icon
1404
Progressive
PGR
$125B
$508K ﹤0.01%
7,146
-14,837
-67% -$954K
SIG icon
1405
CALL
Signet Jewelers
SIG
$3.65B
$508K ﹤0.01%
7,700
-46,900
-86% -$2.89M
SONC
1406
DELISTED
Sonic Corp
SONC
$508K ﹤0.01%
11,714
+1,450
+14% +$52.1K
AAPL icon
1407
Apple
AAPL
$4.56T
$507K ﹤0.01%
8,992
-223,312
-96% -$11.6M
AVB icon
1408
CALL
AvalonBay Communities
AVB
$26.6B
$507K ﹤0.01%
2,800
-10,800
-79% -$1.93M
TRGP icon
1409
PUT
Targa Resources
TRGP
$57.6B
$507K ﹤0.01%
9,000
-23,400
-72% -$1.25M
WU icon
1410
PUT
Western Union
WU
$2.23B
$507K ﹤0.01%
26,600
+12,500
+89% +$243K
XLU icon
1411
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
$505K ﹤0.01%
19,202
-9,368
-33% -$249K
ENDP
1412
CALL
DELISTED
Endo International plc
ENDP
$505K ﹤0.01%
30,000
-69,200
-70% -$983K
CHKP icon
1413
Check Point Software Technologies
CHKP
$12.8B
$504K ﹤0.01%
4,285
+87
+2% +$9.88K
MRVL icon
1414
CALL
Marvell Technology
MRVL
$189B
$502K ﹤0.01%
26,000
-102,200
-80% -$2.1M
EWA icon
1415
iShares MSCI Australia ETF
EWA
$1.44B
$501K ﹤0.01%
+22,652
New +$510K
TWLO icon
1416
Twilio
TWLO
$29.3B
$501K ﹤0.01%
5,806
-6,033
-51% -$441K
EWY icon
1417
iShares MSCI South Korea ETF
EWY
$23.8B
$500K ﹤0.01%
+7,324
New +$485K
CBRE icon
1418
CBRE Group
CBRE
$42.7B
$495K ﹤0.01%
11,215
-13,407
-54% -$639K
CHRD icon
1419
CALL
Chord Energy
CHRD
$7.46B
$495K ﹤0.01%
34,900
-20,200
-37% -$256K
BOX icon
1420
Box
BOX
$4.41B
$494K ﹤0.01%
20,665
+4,461
+28% +$112K
WY icon
1421
PUT
Weyerhaeuser
WY
$18.3B
$494K ﹤0.01%
15,300
-86,600
-85% -$3.01M
ESV
1422
DELISTED
Ensco Rowan plc
ESV
$494K ﹤0.01%
+14,637
New +$419K
HSIC icon
1423
PUT
Henry Schein
HSIC
$9.83B
$493K ﹤0.01%
7,395
– –
SCHB icon
1424
Schwab US Broad Market ETF
SCHB
$44.5B
$493K ﹤0.01%
+42,000
New +$484K
EAT icon
1425
Brinker International
EAT
$9.75B
$492K ﹤0.01%
10,538
-933
-8% -$43.5K
55 56
57
58 59

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.