We are live on ! Find out more
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
RRC icon
801
Range Resources
RRC
$9.28B
$1.67M 0.01%
98,023
+64,229
+190% +$1.03M
WY icon
802
CALL
Weyerhaeuser
WY
$18.6B
$1.66M 0.01%
51,500
-11,600
-18% -$403K
DRI icon
803
PUT
Darden Restaurants
DRI
$23.4B
$1.66M 0.01%
14,900
-13,600
-48% -$1.53M
O icon
804
CALL
Realty Income
O
$58.7B
$1.66M 0.01%
30,031
-19,608
-40% -$1.08M
GRMN
805
PUT
Garmin
GRMN
$59.3B
$1.65M 0.01%
23,600
-18,100
-43% -$1.19M
BP icon
806
BP
BP
$109B
$1.65M 0.01%
37,445
+31,829
+567% +$1.33M
HSY icon
807
CALL
Hershey
HSY
$36B
$1.64M 0.01%
16,100
-5,200
-24% -$514K
CAG icon
808
PUT
Conagra Brands
CAG
$7.18B
$1.64M 0.01%
48,200
-35,200
-42% -$1.29M
NBIS
809
CALL
Nebius Group N.V.
NBIS
$57.3B
$1.64M 0.01%
49,700
+10,400
+26% +$352K
BFH icon
810
CALL
Bread Financial
BFH
$4.54B
$1.63M 0.01%
8,646
+376
+5% +$70.9K
AFL icon
811
PUT
Aflac
AFL
$63.7B
$1.62M 0.01%
34,500
-104,700
-75% -$4.79M
GAP
812
PUT
The Gap Inc
GAP
$7.42B
$1.62M 0.01%
56,200
-88,500
-61% -$2.65M
EXP icon
813
CALL
Eagle Materials
EXP
$6.63B
$1.62M 0.01%
19,000
– –
MT icon
814
PUT
ArcelorMittal
MT
$56.7B
$1.62M 0.01%
52,500
-40,600
-44% -$1.23M
VMC icon
815
PUT
Vulcan Materials
VMC
$36.9B
$1.61M 0.01%
14,500
-600
-4% -$69.6K
KBH icon
816
PUT
KB Home
KBH
$3.56B
$1.61M 0.01%
67,300
+17,500
+35% +$439K
DHI icon
817
PUT
D.R. Horton
DHI
$42.1B
$1.61M 0.01%
38,100
-5,700
-13% -$247K
RACE icon
818
CALL
Ferrari
RACE
$70.8B
$1.6M 0.01%
11,700
+2,100
+22% +$276K
EA icon
819
Electronic Arts
EA
$52.9B
$1.6M 0.01%
13,289
+2,483
+23% +$320K
USB icon
820
US Bancorp
USB
$100B
$1.6M 0.01%
30,258
-27,311
-47% -$1.45M
W icon
821
PUT
Wayfair
W
$15.3B
$1.59M 0.01%
10,800
+200
+2% +$25.4K
MTN icon
822
CALL
Vail Resorts
MTN
$5.33B
$1.59M 0.01%
5,800
+900
+18% +$259K
CC icon
823
CALL
Chemours
CC
$2.7B
$1.59M 0.01%
40,300
-8,200
-17% -$359K
MOS icon
824
PUT
The Mosaic Company
MOS
$7.22B
$1.59M 0.01%
48,900
-12,900
-21% -$389K
NLY icon
825
PUT
Annaly Capital Management
NLY
$17.1B
$1.58M 0.01%
38,675
-36,475
-49% -$1.53M
31 32
33
34 35

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
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.