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
+97.03%
10 Year Est. Return
+293.07%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
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 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
NBIS
1351
Nebius Group N.V.
NBIS
$48.2B
$557K ﹤0.01%
16,921
-3,818
-18% -$129K
STT icon
1352
State Street
STT
$50.8B
$556K ﹤0.01%
6,640
-9,232
-58% -$811K
XLNX
1353
DELISTED
Xilinx Inc
XLNX
$555K ﹤0.01%
6,923
-4,124
-37% -$302K
MLM icon
1354
Martin Marietta Materials
MLM
$32.3B
$551K ﹤0.01%
3,030
-3,291
-52% -$679K
XLRE icon
1355
CALL
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.56B
$551K ﹤0.01%
16,900
+10,700
+173% +$355K
CSGP icon
1356
CoStar Group
CSGP
$12B
$550K ﹤0.01%
+13,070
New +$559K
IP icon
1357
CALL
International Paper
IP
$21.5B
$550K ﹤0.01%
11,827
-2,535
-18% -$126K
RDUS
1358
DELISTED
Radius Recycling
RDUS
$550K ﹤0.01%
20,348
+5,038
+33% +$151K
SYY icon
1359
PUT
Sysco
SYY
$40.4B
$549K ﹤0.01%
7,500
-30,700
-80% -$2.21M
JBLU icon
1360
CALL
JetBlue
JBLU
$2.34B
$548K ﹤0.01%
28,300
-132,600
-82% -$2.51M
MUR icon
1361
PUT
Murphy Oil
MUR
$4.74B
$547K ﹤0.01%
16,400
-38,400
-70% -$1.22M
PANW icon
1362
Palo Alto Networks
PANW
$293B
$546K ﹤0.01%
+14,556
New +$530K
WAT icon
1363
CALL
Waters Corp
WAT
$39.2B
$545K ﹤0.01%
2,800
-2,200
-44% -$426K
CONN
1364
CALL
DELISTED
Conn's Inc.
CONN
$544K ﹤0.01%
15,400
-11,700
-43% -$418K
OLED icon
1365
PUT
Universal Display
OLED
$4.01B
$542K ﹤0.01%
4,600
-6,900
-60% -$758K
SEE
1366
CALL
DELISTED
Sealed Air
SEE
$542K ﹤0.01%
13,500
-7,300
-35% -$302K
WLK icon
1367
Westlake Corp
WLK
$9.93B
$542K ﹤0.01%
+6,522
New +$638K
CNX icon
1368
PUT
CNX Resources
CNX
$5.2B
$541K ﹤0.01%
37,800
+23,700
+168% +$376K
HES
1369
DELISTED
Hess
HES
$540K ﹤0.01%
+7,548
New +$498K
GRUB
1370
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$540K ﹤0.01%
1,949
-1,983
-50% -$512K
CNP icon
1371
CenterPoint Energy
CNP
$26.8B
$537K ﹤0.01%
+19,404
New +$544K
SCZ icon
1372
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.6B
$537K ﹤0.01%
+8,620
New +$538K
CNC icon
1373
PUT
Centene
CNC
$31.7B
$536K ﹤0.01%
7,400
-10,400
-58% -$722K
BEN icon
1374
PUT
Franklin Resources
BEN
$17.3B
$535K ﹤0.01%
17,600
-90,200
-84% -$2.91M
CFG icon
1375
Citizens Financial Group
CFG
$30.5B
$535K ﹤0.01%
13,881
-176
-1% -$7.1K
53 54
55
56 57

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 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.