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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
(-23%)
Cap. Flow
-$5.81B
Cap. Flow
% of AUM
-37.74%
Top 10 Holdings %
Top 10 Hldgs %
44.9%
Holding
3,267
New
655
Increased
578
Reduced
1,270
Closed
741
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 1000 Growth ETF
IWF
|
+$10.3M |
| 2 |
Accenture
ACN
|
+$7.2M |
| 3 |
Parker-Hannifin
PH
|
+$3.75M |
| 4 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$3.75M |
| 5 |
Cigna
CI
|
+$3.73M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$65.5M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$55.6M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$17.2M |
| 4 |
JPMorgan Chase
JPM
|
+$16.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
2026
Avis
CAR
$5.02B
| $222K | ﹤0.01% |
+6,896
| New | +$230K |
|
2027
PUT
Teradyne
TER
$59.3B
| $222K | ﹤0.01% |
6,000
-18,200
| -75% | -$733K |
|
|
AVP
2028
DELISTED
Avon Products, Inc.
AVP
| $222K | ﹤0.01% |
100,946
+62,423
| +162% | +$115K |
|
|
BRW
2029
Saba Capital Income & Opportunities Fund
BRW
$339M
| $221K | ﹤0.01% |
22,217
+8,863
| +66% | +$88.3K |
|
2030
Dover
DOV
$28.4B
| $221K | ﹤0.01% |
+2,498
| New | +$206K |
|
2031
Darden Restaurants
DRI
$24.4B
| $221K | ﹤0.01% |
1,985
-9,678
| -83% | -$1.09M |
|
2032
Guidewire Software
GWRE
$14.2B
| $221K | ﹤0.01% |
+2,186
| New | +$210K |
|
2033
Healthcare Realty
HR
$6.84B
| $221K | ﹤0.01% |
+8,288
| New | +$228K |
|
2034
Rambus
RMBS
$11B
| $221K | ﹤0.01% |
+20,224
| New | +$246K |
|
2035
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
| $221K | ﹤0.01% |
+4,641
| New | +$225K |
|
2036
Ziff Davis
ZD
$1.98B
| $221K | ﹤0.01% |
+3,066
| New | +$224K |
|
|
NUAN
2037
DELISTED
Nuance Communications, Inc.
NUAN
| $221K | ﹤0.01% |
14,768
-43,837
| -75% | -$608K |
|
|
AIV
2038
Aimco
AIV
$383M
| $220K | ﹤0.01% |
37,384
-8,205
| -18% | -$47.2K |
|
2039
Booking.com
BKNG
$161B
| $220K | ﹤0.01% |
2,775
-36,375
| -93% | -$2.86M |
|
2040
PUT
Box
BOX
$4.6B
| $220K | ﹤0.01% |
9,200
-24,800
| -73% | -$624K |
|
2041
Petrobras Class A
PBR.A
$103B
| $220K | ﹤0.01% |
+20,994
| New | +$204K |
|
2042
Synopsys
SNPS
$79.7B
| $220K | ﹤0.01% |
+2,236
| New | +$213K |
|
|
SPR
2043
DELISTED
Spirit AeroSystems
SPR
| $220K | ﹤0.01% |
2,399
-2,043
| -46% | -$180K |
|
2044
SS&C Technologies
SSNC
$18.6B
| $220K | ﹤0.01% |
+3,868
| New | +$215K |
|
|
WBIE
2045
DELISTED
WBI BullBear Rising Income 3000 ETF
WBIE
| $220K | ﹤0.01% |
+7,849
| New | +$215K |
|
|
GTLS
2046
CALL
DELISTED
Chart Industries
GTLS
| $219K | ﹤0.01% |
2,800
-5,100
| -65% | -$378K |
|
2047
Mettler-Toledo International
MTD
$28.6B
| $219K | ﹤0.01% |
359
-32
| -8% | -$18.8K |
|
2048
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.42B
| $219K | ﹤0.01% |
+17,271
| New | +$223K |
|
2049
OraSure Technologies
OSUR
$279M
| $218K | ﹤0.01% |
+14,079
| New | +$231K |
|
2050
CALL
ProShares UltraShort S&P500
SDS
$390M
| $218K | ﹤0.01% |
+264
| New | +$230K |
|
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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.