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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
DNB
1801
CALL
DELISTED
Dun & Bradstreet
DNB
$285K ﹤0.01%
+2,000
New +$272K
DNB
1802
PUT
DELISTED
Dun & Bradstreet
DNB
$285K ﹤0.01%
+2,000
New +$272K
FPA icon
1803
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$107M
$284K ﹤0.01%
+9,076
New +$288K
OLED icon
1804
Universal Display
OLED
$4.01B
$284K ﹤0.01%
+2,411
New +$265K
WB icon
1805
Weibo
WB
$1.94B
$283K ﹤0.01%
3,864
-250
-6% -$20.1K
GHC icon
1806
Graham Holdings Company
GHC
$5.06B
$282K ﹤0.01%
486
+4
+0.8% +$2.27K
VLUE icon
1807
iShares MSCI USA Value Factor ETF
VLUE
$9.37B
$282K ﹤0.01%
+3,214
New +$278K
VGR
1808
DELISTED
Vector Group Ltd.
VGR
$282K ﹤0.01%
+30,324
New +$330K
SLCA
1809
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$282K ﹤0.01%
15,000
-42,200
-74% -$979K
ZNGA
1810
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$282K ﹤0.01%
70,400
+37,800
+116% +$152K
ALRM icon
1811
CALL
Alarm.com
ALRM
$2.78B
$281K ﹤0.01%
4,900
-56,400
-92% -$2.84M
COTY icon
1812
PUT
Coty
COTY
$2.39B
$281K ﹤0.01%
22,400
-38,000
-63% -$492K
F icon
1813
CALL
Ford
F
$55B
$281K ﹤0.01%
30,400
-46,800
-61% -$468K
NWN icon
1814
Northwest Natural Holdings
NWN
$2.14B
$281K ﹤0.01%
4,193
+76
+2% +$4.96K
KEY icon
1815
PUT
KeyCorp
KEY
$24.3B
$280K ﹤0.01%
14,100
-32,500
-70% -$675K
MOMO
1816
PUT
Hello Group
MOMO
$855M
$280K ﹤0.01%
6,400
-16,400
-72% -$717K
PWZ icon
1817
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.16B
$280K ﹤0.01%
+11,001
New +$284K
RIG icon
1818
Transocean
RIG
$5.71B
$280K ﹤0.01%
20,096
-36,675
-65% -$455K
SFM icon
1819
CALL
Sprouts Farmers Market
SFM
$8.13B
$280K ﹤0.01%
10,200
-52,800
-84% -$1.3M
BCO icon
1820
PUT
Brink's
BCO
$4.65B
$279K ﹤0.01%
4,000
+1,100
+38% +$84.9K
LNW
1821
PUT
DELISTED
Light & Wonder
LNW
$279K ﹤0.01%
11,000
-5,100
-32% -$185K
VIPS icon
1822
PUT
Vipshop
VIPS
$7.4B
$278K ﹤0.01%
+44,500
New +$366K
DCI icon
1823
Donaldson
DCI
$11.4B
$277K ﹤0.01%
+4,746
New +$238K
GGG icon
1824
Graco
GGG
$13.5B
$277K ﹤0.01%
+5,973
New +$278K
TER icon
1825
CALL
Teradyne
TER
$60.2B
$277K ﹤0.01%
7,500
-22,100
-75% -$890K
71 72
73
74 75

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.