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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
ENDP
1501
PUT
DELISTED
Endo International plc
ENDP
$444K ﹤0.01%
+26,400
New +$375K
WFT
1502
CALL
DELISTED
Weatherford International plc
WFT
$443K ﹤0.01%
163,400
+52,000
+47% +$153K
ONB icon
1503
Old National Bancorp
ONB
$10.2B
$442K ﹤0.01%
22,880
+3,140
+16% +$61.8K
FIT
1504
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
$442K ﹤0.01%
82,700
+53,500
+183% +$320K
EUM icon
1505
ProShares Trust Short MSCI Emerging Markets
EUM
$11M
$440K ﹤0.01%
+11,500
New +$440K
IWM icon
1506
iShares Russell 2000 ETF
IWM
$82.1B
$440K ﹤0.01%
2,612
-388,063
-99% -$65.5M
KBR icon
1507
CALL
KBR
KBR
$4.74B
$440K ﹤0.01%
+20,800
New +$414K
VAC icon
1508
Marriott Vacations Worldwide
VAC
$4.28B
$440K ﹤0.01%
+3,939
New +$466K
VTLE
1509
DELISTED
Vital Energy
VTLE
$440K ﹤0.01%
2,691
+1,804
+203% +$316K
BB icon
1510
PUT
BlackBerry
BB
$5.15B
$439K ﹤0.01%
38,600
-70,000
-64% -$715K
TGP
1511
DELISTED
Teekay LNG Partners L.P.
TGP
$438K ﹤0.01%
26,247
+9,050
+53% +$145K
HBAN icon
1512
CALL
Huntington Bancshares
HBAN
$35.1B
$436K ﹤0.01%
29,200
-16,900
-37% -$264K
TNL icon
1513
PUT
Travel + Leisure Co
TNL
$4.74B
$434K ﹤0.01%
10,000
+500
+5% +$22.2K
TRP icon
1514
TC Energy
TRP
$66.6B
$434K ﹤0.01%
10,721
+4,218
+65% +$183K
WSM icon
1515
CALL
Williams-Sonoma
WSM
$29.1B
$434K ﹤0.01%
13,200
-30,000
-69% -$951K
ZBH icon
1516
CALL
Zimmer Biomet
ZBH
$18.8B
$434K ﹤0.01%
3,399
-17,304
-84% -$2.06M
EQIX icon
1517
PUT
Equinix
EQIX
$104B
$433K ﹤0.01%
1,000
-4,700
-82% -$2.06M
ICF icon
1518
iShares Select U.S. REIT ETF
ICF
$2.08B
$433K ﹤0.01%
+8,662
New +$439K
RRC icon
1519
PUT
Range Resources
RRC
$9.01B
$433K ﹤0.01%
25,500
-78,400
-75% -$1.26M
UI icon
1520
Ubiquiti
UI
$34.3B
$433K ﹤0.01%
4,381
-37
-0.8% -$3.27K
XLI icon
1521
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
$433K ﹤0.01%
+5,529
New +$421K
PPC icon
1522
CALL
Pilgrim's Pride
PPC
$6.56B
$432K ﹤0.01%
23,900
-700
-3% -$12.9K
GRA
1523
DELISTED
W.R. Grace & Co.
GRA
$432K ﹤0.01%
6,039
-4,904
-45% -$354K
EWW icon
1524
CALL
iShares MSCI Mexico ETF
EWW
$1.97B
$430K ﹤0.01%
8,400
-74,000
-90% -$3.75M
IGIB icon
1525
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$430K ﹤0.01%
+8,095
New +$431K
59 60
61
62 63

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.