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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
CRUS icon
1526
CALL
Cirrus Logic
CRUS
$6.23B
$428K ﹤0.01%
11,100
-10,100
-48% -$419K
HP icon
1527
Helmerich & Payne
HP
$3.7B
$428K ﹤0.01%
6,225
-11,813
-65% -$754K
PKG icon
1528
PUT
Packaging Corp of America
PKG
$22.5B
$428K ﹤0.01%
3,900
+1,600
+70% +$180K
AGO icon
1529
CALL
Assured Guaranty
AGO
$3.66B
$427K ﹤0.01%
+10,100
New +$401K
AMH icon
1530
American Homes 4 Rent
AMH
$12.4B
$427K ﹤0.01%
+19,502
New +$440K
RWM icon
1531
ProShares Short Russell2000
RWM
$131M
$427K ﹤0.01%
11,328
+2,349
+26% +$88.7K
AEM icon
1532
Agnico Eagle Mines
AEM
$85B
$426K ﹤0.01%
12,448
-15,003
-55% -$584K
AMX icon
1533
America Movil
AMX
$71.8B
$426K ﹤0.01%
26,532
+13,157
+98% +$222K
BBWI icon
1534
Bath & Body Works
BBWI
$4.06B
$426K ﹤0.01%
17,386
-29,564
-63% -$739K
PARA
1535
DELISTED
Paramount Global Class B
PARA
$426K ﹤0.01%
+7,409
New +$409K
ASB icon
1536
Associated Banc-Corp
ASB
$5.88B
$425K ﹤0.01%
+16,359
New +$447K
CACI icon
1537
CACI
CACI
$13.9B
$425K ﹤0.01%
+2,309
New +$426K
CHTR icon
1538
PUT
Charter Communications
CHTR
$18.8B
$424K ﹤0.01%
1,300
-6,100
-82% -$1.86M
YELP icon
1539
Yelp
YELP
$1.38B
$424K ﹤0.01%
8,613
-230
-3% -$10K
AA icon
1540
Alcoa
AA
$12.5B
$423K ﹤0.01%
10,480
+231
+2% +$10K
OI icon
1541
O-I Glass
OI
$1.09B
$423K ﹤0.01%
+22,495
New +$404K
MOMO
1542
CALL
Hello Group
MOMO
$855M
$420K ﹤0.01%
9,600
-11,400
-54% -$499K
FHN icon
1543
First Horizon
FHN
$12.1B
$416K ﹤0.01%
24,090
-5,120
-18% -$92.4K
IYW icon
1544
iShares US Technology ETF
IYW
$24.8B
$416K ﹤0.01%
+8,580
New +$406K
SFL icon
1545
CALL
SFL Corp
SFL
$1.61B
$416K ﹤0.01%
29,900
+15,200
+103% +$219K
DGX icon
1546
Quest Diagnostics
DGX
$26.3B
$415K ﹤0.01%
3,845
-4,277
-53% -$469K
EGN
1547
CALL
DELISTED
Energen
EGN
$414K ﹤0.01%
4,800
-27,000
-85% -$2.06M
LDOS icon
1548
Leidos
LDOS
$17B
$413K ﹤0.01%
+5,965
New +$405K
MAS icon
1549
Masco
MAS
$14.9B
$413K ﹤0.01%
11,287
+4,298
+61% +$165K
NWL icon
1550
Newell Brands
NWL
$2.56B
$413K ﹤0.01%
20,346
-3,895
-16% -$91.5K
60 61
62
63 64

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.