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
BRK.B icon
526
Berkshire Hathaway Class B
BRK.B
$1.11T
$3.13M 0.02%
14,620
-19,407
-57% -$3.98M
BP icon
527
PUT
BP
BP
$109B
$3.11M 0.02%
70,697
-136,483
-66% -$5.71M
FFIV icon
528
PUT
F5
FFIV
$23.5B
$3.11M 0.02%
15,600
-3,400
-18% -$622K
RJF icon
529
CALL
Raymond James Financial
RJF
$34.3B
$3.11M 0.02%
50,700
+11,700
+30% +$721K
SOXX icon
530
CALL
iShares Semiconductor ETF
SOXX
$48.3B
$3.11M 0.02%
50,400
+3,900
+8% +$241K
MRO
531
PUT
DELISTED
Marathon Oil Corporation
MRO
$3.1M 0.02%
133,000
-21,900
-14% -$458K
TJX icon
532
CALL
TJX Companies
TJX
$174B
$3.08M 0.02%
55,000
-69,800
-56% -$3.59M
SPOT icon
533
PUT
Spotify
SPOT
$101B
$3.06M 0.02%
16,900
-1,400
-8% -$257K
DPZ icon
534
CALL
Domino's
DPZ
$12.3B
$3.04M 0.02%
10,300
-3,800
-27% -$1.08M
MMM icon
535
3M
MMM
$92.2B
$3.03M 0.02%
17,219
-10,007
-37% -$1.72M
A icon
536
CALL
Agilent Technologies
A
$39.1B
$3.03M 0.02%
42,900
-24,900
-37% -$1.65M
FDS icon
537
CALL
Factset
FDS
$9.69B
$3.02M 0.02%
13,500
-3,200
-19% -$694K
CAT icon
538
Caterpillar
CAT
$404B
$3.01M 0.02%
19,714
+523
+3% +$74K
UN
539
PUT
DELISTED
Unilever NV New York Registry Shares
UN
$3M 0.02%
54,000
+3,700
+7% +$209K
QLD icon
540
ProShares Ultra QQQ
QLD
$13.9B
$3M 0.02%
238,216
+14,640
+7% +$175K
OLED icon
541
CALL
Universal Display
OLED
$3.87B
$3M 0.02%
25,400
+2,400
+10% +$264K
BUD icon
542
CALL
AB InBev
BUD
$166B
$2.99M 0.02%
34,100
-56,200
-62% -$5.48M
GAP
543
CALL
The Gap Inc
GAP
$7.45B
$2.98M 0.02%
103,200
-35,500
-26% -$1.06M
BDX icon
544
PUT
Becton Dickinson
BDX
$46.8B
$2.98M 0.02%
11,685
-6,150
-34% -$1.51M
CPB icon
545
PUT
Campbell Soup
CPB
$6.73B
$2.97M 0.02%
81,100
-24,200
-23% -$986K
WHR icon
546
CALL
Whirlpool
WHR
$2.8B
$2.94M 0.02%
24,800
-33,700
-58% -$4.47M
CTXS
547
DELISTED
Citrix Systems Inc
CTXS
$2.92M 0.02%
26,273
+24,340
+1,259% +$2.69M
AMD icon
548
PUT
Advanced Micro Devices
AMD
$848B
$2.92M 0.02%
94,400
-57,100
-38% -$1.29M
DVY icon
549
PUT
iShares Select Dividend ETF
DVY
$23.6B
$2.91M 0.02%
29,200
-32,000
-52% -$3.21M
GIS icon
550
General Mills
GIS
$19.2B
$2.91M 0.02%
67,756
+15,757
+30% +$713K
20 21
22
23 24

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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.