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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 | |
|---|---|---|---|---|---|---|
2101
Lennox International
LII
$15.1B
| $208K | ﹤0.01% |
+951
| New | +$207K |
|
|
GRUB
2102
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $208K | ﹤0.01% |
750
-1,150
| -61% | -$297K |
|
|
BEL
2103
DELISTED
Belmond Ltd.
BEL
| $208K | ﹤0.01% |
+11,411
| New | +$163K |
|
2104
Ameren
AEE
$30B
| $207K | ﹤0.01% |
+3,270
| New | +$206K |
|
2105
PUT
Alarm.com
ALRM
$2.78B
| $207K | ﹤0.01% |
3,600
-25,900
| -88% | -$1.3M |
|
2106
CALL
Dana Inc
DAN
$2.94B
| $207K | ﹤0.01% |
11,100
-2,900
| -21% | -$58.4K |
|
2107
iShares iBonds Dec 2026 Term Corporate ETF
IBDR
$3.39B
| $207K | ﹤0.01% |
+8,903
| New | +$208K |
|
2108
InterDigital
IDCC
$8.47B
| $207K | ﹤0.01% |
2,593
-52
| -2% | -$4.26K |
|
2109
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$141M
| $207K | ﹤0.01% |
+4,632
| New | +$207K |
|
|
CEQP
2110
DELISTED
Crestwood Equity Partners LP
CEQP
| $207K | ﹤0.01% |
+5,639
| New | +$206K |
|
2111
PUT
American Eagle Outfitters
AEO
$2.97B
| $206K | ﹤0.01% |
8,300
-16,300
| -66% | -$413K |
|
2112
Deluxe
DLX
$1.19B
| $206K | ﹤0.01% |
+3,624
| New | +$219K |
|
2113
Fidelity Limited Term Bond ETF
FLTB
$415M
| $206K | ﹤0.01% |
+4,191
| New | +$207K |
|
|
SNV
2114
PUT
DELISTED
Synovus
SNV
| $206K | ﹤0.01% |
4,500
-9,200
| -67% | -$463K |
|
2115
Tyler Technologies
TYL
$12.5B
| $206K | ﹤0.01% |
+842
| New | +$200K |
|
2116
First Trust Nasdaq Bank ETF
FTXO
$311M
| $205K | ﹤0.01% |
+7,355
| New | +$216K |
|
2117
Middleby
MIDD
$6.03B
| $205K | ﹤0.01% |
1,582
-1,242
| -44% | -$142K |
|
2118
NVR
NVR
$16.8B
| $205K | ﹤0.01% |
+83
| New | +$229K |
|
2119
WesBanco
WSBC
$4B
| $205K | ﹤0.01% |
+4,588
| New | +$219K |
|
|
AMTD
2120
DELISTED
TD Ameritrade Holding Corp
AMTD
| $205K | ﹤0.01% |
3,885
-1,361
| -26% | -$77.4K |
|
|
GOLD
2121
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $205K | ﹤0.01% |
2,900
-23,600
| -89% | -$1.62M |
|
2122
CALL
BioMarin Pharmaceuticals
BMRN
$11.9B
| $204K | ﹤0.01% |
2,100
-1,800
| -46% | -$180K |
|
2123
Cedar Fair
FUN
$1.61B
| $204K | ﹤0.01% |
+3,921
| New | +$217K |
|
2124
CALL
GoPro
GPRO
$126M
| $204K | ﹤0.01% |
+28,400
| New | +$182K |
|
2125
CALL
Kinross Gold
KGC
$30.4B
| $204K | ﹤0.01% |
75,700
-24,400
| -24% | -$79K |
|
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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.