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
CACI icon
1226
PUT
CACI
CACI
$13.9B
$681K ﹤0.01%
3,700
+2,000
+118% +$369K
SHAK icon
1227
CALL
Shake Shack
SHAK
$2.22B
$681K ﹤0.01%
10,800
-16,700
-61% -$1.01M
OMF icon
1228
CALL
OneMain Financial
OMF
$7B
$679K ﹤0.01%
20,200
+7,900
+64% +$277K
FITB
1229
PUT
Fifth Third Bancorp
FITB
$48B
$678K ﹤0.01%
24,300
-21,100
-46% -$619K
LDOS icon
1230
PUT
Leidos
LDOS
$16B
$678K ﹤0.01%
9,800
+6,200
+172% +$421K
OLN icon
1231
Olin
OLN
$1.92B
$678K ﹤0.01%
26,411
+16,621
+170% +$488K
PLCE icon
1232
CALL
Children's Place
PLCE
$45.4M
$677K ﹤0.01%
5,300
– –
Z icon
1233
PUT
Zillow
Z
$6.7B
$677K ﹤0.01%
15,300
-100
-0.6% -$5.21K
HLF icon
1234
PUT
Herbalife
HLF
$1.25B
$676K ﹤0.01%
12,400
-13,600
-52% -$751K
BRC icon
1235
Brady Corp
BRC
$3.94B
$673K ﹤0.01%
+15,391
New +$612K
IRM icon
1236
CALL
Iron Mountain
IRM
$34B
$673K ﹤0.01%
19,500
-7,000
-26% -$249K
CCJ icon
1237
Cameco
CCJ
$39.9B
$672K ﹤0.01%
58,933
+30,002
+104% +$316K
MYGN icon
1238
CALL
Myriad Genetics
MYGN
$372M
$672K ﹤0.01%
14,600
-6,800
-32% -$302K
VALE icon
1239
Vale
VALE
$60.5B
$671K ﹤0.01%
45,182
+28,879
+177% +$390K
TKR icon
1240
PUT
Timken Company
TKR
$8.12B
$668K ﹤0.01%
+13,400
New +$633K
PXI icon
1241
Invesco Dorsey Wright Energy Momentum ETF
PXI
$59.1M
$667K ﹤0.01%
+15,092
New +$643K
VIRT icon
1242
CALL
Virtu Financial
VIRT
$5.1B
$667K ﹤0.01%
32,600
+23,400
+254% +$533K
EXPD icon
1243
Expeditors International
EXPD
$24.8B
$666K ﹤0.01%
+9,062
New +$670K
TSM icon
1244
TSMC
TSM
$2.25T
$666K ﹤0.01%
15,083
-43,918
-74% -$1.82M
AGNC icon
1245
AGNC Investment
AGNC
$11.7B
$665K ﹤0.01%
35,692
+1,686
+5% +$32.1K
IEV icon
1246
iShares Europe ETF
IEV
$1.63B
$665K ﹤0.01%
14,760
+3,839
+35% +$173K
BIG
1247
DELISTED
Big Lots, Inc.
BIG
$663K ﹤0.01%
15,857
-5,713
-26% -$252K
DCH
1248
CALL
Dauch Corp
DCH
$1.4B
$659K ﹤0.01%
37,800
-16,600
-31% -$285K
FE icon
1249
PUT
FirstEnergy
FE
$26.2B
$658K ﹤0.01%
17,700
-55,800
-76% -$2.04M
ALK icon
1250
Alaska Air
ALK
$4.52B
$657K ﹤0.01%
9,535
+2,474
+35% +$160K
48 49
50
51 52

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.