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
CNX icon
926
CALL
CNX Resources
CNX
$5.24B
$1.28M 0.01%
89,500
+46,400
+108% +$736K
PGR icon
927
PUT
Progressive
PGR
$124B
$1.28M 0.01%
18,000
+1,800
+11% +$116K
SJM icon
928
J.M. Smucker
SJM
$12.6B
$1.28M 0.01%
12,469
-3,279
-21% -$358K
DBX icon
929
CALL
Dropbox
DBX
$8B
$1.28M 0.01%
47,600
-48,800
-51% -$1.41M
WBD icon
930
CALL
Warner Bros
WBD
$64.7B
$1.28M 0.01%
39,900
+2,300
+6% +$64.8K
ADI icon
931
Analog Devices
ADI
$185B
$1.27M 0.01%
13,794
-6,232
-31% -$599K
DDS icon
932
CALL
Dillards
DDS
$9.64B
$1.27M 0.01%
16,700
-7,100
-30% -$576K
STLD icon
933
PUT
Steel Dynamics
STLD
$39.1B
$1.27M 0.01%
28,200
-11,800
-30% -$543K
UUP icon
934
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
$1.27M 0.01%
50,219
+10,090
+25% +$254K
PG icon
935
Procter & Gamble
PG
$340B
$1.27M 0.01%
15,237
-63,132
-81% -$5.16M
VEA icon
936
Vanguard FTSE Developed Markets ETF
VEA
$235B
$1.26M 0.01%
29,243
-21,902
-43% -$944K
MGM icon
937
MGM Resorts International
MGM
$11.6B
$1.26M 0.01%
45,217
+16,251
+56% +$471K
ANF icon
938
CALL
Abercrombie & Fitch
ANF
$4.88B
$1.26M 0.01%
59,500
+2,500
+4% +$60.6K
SPR
939
CALL
DELISTED
Spirit AeroSystems
SPR
$1.26M 0.01%
13,700
-1,800
-12% -$158K
VTRS icon
940
CALL
Viatris
VTRS
$20.8B
$1.25M 0.01%
34,300
-68,300
-67% -$2.56M
LLL
941
CALL
DELISTED
L3 Technologies, Inc.
LLL
$1.25M 0.01%
5,900
-9,400
-61% -$1.96M
EXPD icon
942
PUT
Expeditors International
EXPD
$24B
$1.24M 0.01%
16,900
-14,200
-46% -$1.05M
IEMG icon
943
iShares Core MSCI Emerging Markets ETF
IEMG
$157B
$1.24M 0.01%
+23,942
New +$1.25M
IJR icon
944
PUT
iShares Core S&P Small-Cap ETF
IJR
$113B
$1.24M 0.01%
14,200
+8,300
+141% +$727K
DOC icon
945
CALL
Healthpeak Properties
DOC
$15.3B
$1.24M 0.01%
47,000
+1,900
+4% +$49.9K
MXIM
946
CALL
DELISTED
Maxim Integrated Products
MXIM
$1.24M 0.01%
21,900
+6,000
+38% +$362K
CVSA
947
CALL
Covista Inc
CVSA
$4.46B
$1.23M 0.01%
25,600
+3,600
+16% +$181K
CAR icon
948
CALL
Avis
CAR
$4.94B
$1.23M 0.01%
38,400
-75,800
-66% -$2.53M
CAH icon
949
CALL
Cardinal Health
CAH
$55.6B
$1.23M 0.01%
22,800
-11,300
-33% -$578K
VIAB
950
DELISTED
Viacom Inc. Class B
VIAB
$1.23M 0.01%
+36,308
New +$1.09M
36 37
38
39 40

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
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

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.