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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
+97.02%
10 Year Est. Return
+293.06%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
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
IAF
2351
abrdn Australia Equity Fund
IAF
$126M
$61K ﹤0.01%
+3,422
New +$62.2K
NMR icon
2352
Nomura Holdings
NMR
$29B
$58K ﹤0.01%
+12,144
New +$57.5K
OGEN icon
2353
Oragenics
OGEN
$2.44M
$58K ﹤0.01%
+28
New +$32.3K
RJI
2354
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$57K ﹤0.01%
+10,193
New +$56.1K
CHKR
2355
DELISTED
CHESAPEAKE GRANITE WASH TRUST
CHKR
$57K ﹤0.01%
34,483
+18,933
+122% +$31.6K
EVOK
2356
DELISTED
Evoke Pharma
EVOK
$55K ﹤0.01%
129
-2
-2% -$798
CDE icon
2357
PUT
Coeur Mining
CDE
$18B
$54K ﹤0.01%
10,200
-15,000
-60% -$97K
BKEP
2358
DELISTED
Blueknight Energy Partners L.P.
BKEP
$54K ﹤0.01%
+25,756
New +$70.8K
ASNA
2359
DELISTED
Ascena Retail Group, Inc.
ASNA
$52K ﹤0.01%
+569
New +$47.1K
ELDN icon
2360
Eledon Pharmaceuticals
ELDN
$266M
$50K ﹤0.01%
+597
New +$60.9K
ASX icon
2361
ASE Group
ASX
$80.9B
$49K ﹤0.01%
10,091
-227
-2% -$1.07K
SN
2362
DELISTED
Sanchez Energy Corporation
SN
$49K ﹤0.01%
21,104
+5,009
+31% +$17.3K
CYH icon
2363
Community Health Systems
CYH
$416M
$48K ﹤0.01%
+13,924
New +$45.3K
ODP
2364
PUT
DELISTED
ODP
ODP
$48K ﹤0.01%
+1,480
New +$44.3K
SAND
2365
DELISTED
Sandstorm Gold
SAND
$48K ﹤0.01%
+12,836
New +$52.2K
ONIT
2366
Onity Group
ONIT
$321M
$48K ﹤0.01%
810
-1,042
-56% -$64.5K
ASNA
2367
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
$48K ﹤0.01%
525
-1,820
-78% -$151K
AUO
2368
DELISTED
AU Optronics Corp
AUO
$48K ﹤0.01%
+11,289
New +$48K
MTVA
2369
MetaVia Inc
MTVA
$7.69M
– –
0
– –
NGD
2370
DELISTED
New Gold Inc
NGD
$46K ﹤0.01%
58,453
-5,964
-9% -$7.68K
TCON
2371
DELISTED
TRACON Pharmaceuticals, Inc. Common Stock
TCON
$46K ﹤0.01%
112
+61
+120% +$28.2K
HIVE
2372
DELISTED
Aerohive Networks
HIVE
$45K ﹤0.01%
+10,809
New +$45K
NH
2373
DELISTED
NantHealth, Inc
NH
$44K ﹤0.01%
+1,884
New +$71.7K
GV
2374
DELISTED
Goldfield Corporation
GV
$44K ﹤0.01%
+10,425
New +$48.1K
LFT
2375
Lument Finance Trust
LFT
$34.1M
$42K ﹤0.01%
+11,192
New +$39.3K
93 94
95
96 97

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 656 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.