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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
WW
2001
DELISTED
WW International
WW
$229K ﹤0.01%
3,175
-340
-10% -$27.6K
MTZ icon
2002
CALL
MasTec
MTZ
$21.9B
$228K ﹤0.01%
5,100
-10,900
-68% -$505K
BEN icon
2003
Franklin Resources
BEN
$17.2B
$227K ﹤0.01%
7,475
-35,485
-83% -$1.14M
SPXX icon
2004
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$344M
$227K ﹤0.01%
+13,404
New +$227K
CHK
2005
DELISTED
Chesapeake Energy Corporation
CHK
$227K ﹤0.01%
252
-674
-73% -$615K
FCB
2006
DELISTED
FCB Financial Holdings, Inc.
FCB
$227K ﹤0.01%
+4,795
New +$254K
ETSY icon
2007
PUT
Etsy
ETSY
$7.85B
$226K ﹤0.01%
4,400
-14,600
-77% -$672K
EVV
2008
Eaton Vance Limited Duration Income Fund
EVV
$1.07B
$226K ﹤0.01%
17,845
+6,169
+53% +$78.2K
FAX
2009
abrdn Asia-Pacific Income Fund
FAX
$600M
$226K ﹤0.01%
9,118
+3,968
+77% +$101K
FTV icon
2010
Fortive
FTV
$18.6B
$226K ﹤0.01%
+4,258
New +$218K
SO icon
2011
Southern Company
SO
$107B
$226K ﹤0.01%
5,186
-51,813
-91% -$2.39M
TMV icon
2012
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$188M
$226K ﹤0.01%
+4,327
New +$213K
CTB
2013
DELISTED
Cooper Tire & Rubber Co.
CTB
$226K ﹤0.01%
+7,973
New +$227K
VAR
2014
DELISTED
Varian Medical Systems, Inc.
VAR
$226K ﹤0.01%
2,016
-936
-32% -$106K
FEZ icon
2015
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
$225K ﹤0.01%
5,885
-39,892
-87% -$1.54M
GGN
2016
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$819M
$225K ﹤0.01%
+47,891
New +$236K
IFF icon
2017
International Flavors & Fragrances
IFF
$21.9B
$225K ﹤0.01%
+1,619
New +$213K
IYLD icon
2018
iShares Morningstar Multi-Asset Income ETF
IYLD
$126M
$225K ﹤0.01%
9,100
+223
+3% +$5.5K
MDR
2019
DELISTED
McDermott International
MDR
$225K ﹤0.01%
+12,217
New +$228K
FSK icon
2020
FS KKR Capital
FSK
$3.44B
$224K ﹤0.01%
+7,943
New +$243K
GNW icon
2021
Genworth Financial
GNW
$3.71B
$224K ﹤0.01%
53,800
-13,649
-20% -$61.7K
HEI icon
2022
HEICO Corp
HEI
$51.4B
$224K ﹤0.01%
+2,419
New +$199K
RWX icon
2023
State Street SPDR Dow Jones International Real Estate ETF
RWX
$270M
$224K ﹤0.01%
5,860
-19,874
-77% -$777K
DIG icon
2024
ProShares Ultra Energy
DIG
$76.9M
$223K ﹤0.01%
+4,102
New +$216K
RHI icon
2025
Robert Half
RHI
$4.37B
$223K ﹤0.01%
+3,170
New +$232K
79 80
81
82 83

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.