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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$470M
Cap. Flow %
-3.05%
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 Miscellaneous 96.76%
2 Financials 0.49%
3 Technology 0.46%
4 Consumer Discretionary 0.4%
5 Healthcare 0.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RRC icon
801
Range Resources
RRC
$8.98B
$1.67M 0.01%
98,023
+64,229
+190% +$1.03M
WY icon
802
CALL
Weyerhaeuser
WY
$15.3B
$1.66M 0.01%
51,500
-11,600
-18% -$403K
DRI icon
803
PUT
Darden Restaurants
DRI
$23.8B
$1.66M 0.01%
14,900
-13,600
-48% -$1.53M
O icon
804
CALL
Realty Income
O
$53.6B
$1.66M 0.01%
30,031
-19,608
-40% -$1.08M
GRMN
805
PUT
Garmin
GRMN
$52.9B
$1.65M 0.01%
23,600
-18,100
-43% -$1.19M
BP icon
806
BP
BP
$115B
$1.65M 0.01%
37,445
+31,829
+567% +$1.33M
HSY icon
807
CALL
Hershey
HSY
$34.1B
$1.64M 0.01%
16,100
-5,200
-24% -$514K
CAG icon
808
PUT
Conagra Brands
CAG
$7.26B
$1.64M 0.01%
48,200
-35,200
-42% -$1.29M
NBIS
809
CALL
Nebius Group N.V.
NBIS
$60.8B
$1.64M 0.01%
49,700
+10,400
+26% +$352K
BFH icon
810
CALL
Bread Financial
BFH
$4.17B
$1.63M 0.01%
8,646
+376
+5% +$70.9K
AFL icon
811
PUT
Aflac
AFL
$58.3B
$1.62M 0.01%
34,500
-104,700
-75% -$4.79M
GAP
812
PUT
The Gap Inc
GAP
$7.22B
$1.62M 0.01%
56,200
-88,500
-61% -$2.65M
EXP icon
813
CALL
Eagle Materials
EXP
$5.42B
$1.62M 0.01%
19,000
– –
MT icon
814
PUT
ArcelorMittal
MT
$54.6B
$1.62M 0.01%
52,500
-40,600
-44% -$1.23M
VMC icon
815
PUT
Vulcan Materials
VMC
$31.2B
$1.61M 0.01%
14,500
-600
-4% -$69.6K
KBH icon
816
PUT
KB Home
KBH
$2.89B
$1.61M 0.01%
67,300
+17,500
+35% +$439K
DHI icon
817
PUT
D.R. Horton
DHI
$38.6B
$1.61M 0.01%
38,100
-5,700
-13% -$247K
RACE icon
818
CALL
Ferrari
RACE
$71.4B
$1.6M 0.01%
11,700
+2,100
+22% +$276K
EA
819
DELISTED
Electronic Arts
EA
$1.6M 0.01%
13,289
+2,483
+23% +$320K
USB icon
820
US Bancorp
USB
$93.6B
$1.6M 0.01%
30,258
-27,311
-47% -$1.45M
W icon
821
PUT
Wayfair
W
$14B
$1.59M 0.01%
10,800
+200
+2% +$25.4K
MTN icon
822
CALL
Vail Resorts
MTN
$4.98B
$1.59M 0.01%
5,800
+900
+18% +$259K
CC icon
823
CALL
Chemours
CC
$2.16B
$1.59M 0.01%
40,300
-8,200
-17% -$359K
MOS icon
824
PUT
The Mosaic Company
MOS
$7.78B
$1.59M 0.01%
48,900
-12,900
-21% -$389K
NLY icon
825
PUT
Annaly Capital Management
NLY
$15.9B
$1.58M 0.01%
38,675
-36,475
-49% -$1.53M
31 32
33
34 35

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MFA
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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 $470M 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 Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Financials and Technology.

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.