We are live on ! Find out more
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
KBH icon
901
CALL
KB Home
KBH
$2.89B
$1.35M 0.01%
56,600
-43,800
-44% -$1.1M
TECK icon
902
PUT
Teck Resources
TECK
$32.1B
$1.35M 0.01%
56,000
-56,000
-50% -$1.35M
ADM icon
903
PUT
Archer Daniels Midland
ADM
$41.1B
$1.34M 0.01%
26,700
-13,200
-33% -$648K
FIS icon
904
CALL
Fidelity National Information Services
FIS
$18.4B
$1.34M 0.01%
12,300
+2,900
+31% +$313K
LH icon
905
Labcorp
LH
$26B
$1.34M 0.01%
+8,986
New +$1.37M
HAIN icon
906
CALL
Hain Celestial
HAIN
$51M
$1.34M 0.01%
49,400
-8,600
-15% -$245K
APH icon
907
CALL
Amphenol
APH
$191B
$1.33M 0.01%
113,600
-31,200
-22% -$363K
CIT
908
DELISTED
CIT Group Inc.
CIT
$1.33M 0.01%
25,861
-52,614
-67% -$2.8M
FNV icon
909
Franco-Nevada
FNV
$51.3B
$1.33M 0.01%
21,281
+11,589
+120% +$793K
COST icon
910
Costco
COST
$397B
$1.33M 0.01%
5,655
-876
-13% -$197K
PYPL icon
911
PayPal
PYPL
$44.8B
$1.32M 0.01%
15,057
-22,977
-60% -$2.02M
LH icon
912
CALL
Labcorp
LH
$26B
$1.32M 0.01%
8,846
-7,916
-47% -$1.2M
NUE icon
913
PUT
Nucor
NUE
$56.4B
$1.32M 0.01%
20,800
-21,800
-51% -$1.4M
FNV icon
914
PUT
Franco-Nevada
FNV
$51.3B
$1.31M 0.01%
20,900
-16,300
-44% -$1.11M
ARCC icon
915
PUT
Ares Capital
ARCC
$13.9B
$1.3M 0.01%
75,900
-37,100
-33% -$636K
SNA icon
916
CALL
Snap-on
SNA
$19.3B
$1.3M 0.01%
7,100
-1,600
-18% -$279K
TECL icon
917
Direxion Daily Technology Bull 3x ETF
TECL
$6.05B
$1.3M 0.01%
77,950
+33,150
+74% +$515K
PGR icon
918
CALL
Progressive
PGR
$124B
$1.3M 0.01%
18,300
+1,700
+10% +$109K
BSX icon
919
CALL
Boston Scientific
BSX
$62.8B
$1.3M 0.01%
33,700
-148,000
-81% -$5.17M
SOXX icon
920
PUT
iShares Semiconductor ETF
SOXX
$45.5B
$1.29M 0.01%
21,000
+17,400
+483% +$1.07M
MELI icon
921
CALL
Mercado Libre
MELI
$90.6B
$1.29M 0.01%
3,800
-3,600
-49% -$1.22M
IVV icon
922
CALL
iShares Core S&P 500 ETF
IVV
$843B
$1.29M 0.01%
4,400
-20,900
-83% -$5.99M
ECL icon
923
CALL
Ecolab
ECL
$75.5B
$1.29M 0.01%
8,200
-2,900
-26% -$430K
CCL icon
924
Carnival Corporation Ltd
CCL
$29.9B
$1.28M 0.01%
+20,145
New +$1.22M
ETR icon
925
CALL
Entergy
ETR
$48.7B
$1.28M 0.01%
31,600
-105,600
-77% -$4.37M
35 36
37
38 39

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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 $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.