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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
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
+353%
AUM
$15.4B
AUM Growth
-$4.69B
(-23%)
Cap. Flow
-$470M
Cap. Flow % of AUM
Cap. Flow %
-3.05%
Top 10 Holdings %
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
Increased
577
Reduced
1,270
Closed
740
Avg Time Held
Equity + Options
0.5
years
Top 10 Avg Time Held
Equity + Options
0.5
years
Top 20 Avg Time Held
Equity + Options
0.6
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 1000 Growth ETF
IWF
|
+$10.3M |
| 2 |
Accenture
ACN
|
+$7.2M |
| 3 |
Parker-Hannifin
PH
|
+$3.75M |
| 4 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$3.75M |
| 5 |
Cigna
CI
|
+$3.73M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$65.5M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$55.6M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$17.2M |
| 4 |
JPMorgan Chase
JPM
|
+$16.1M |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$800B
| $2.13B | 13.85% |
7,335,600
-2,309,700
| -24% | -$658M |
2017 Q2
5 quarters
|
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$800B
| $1.49B | 9.65% |
5,111,200
-3,014,300
| -37% | -$858M |
2017 Q2
5 quarters
|
|
3
PUT
Invesco QQQ Trust
QQQ
$467B
| $1.47B | 9.54% |
7,908,400
-230,400
| -3% | -$41.7M |
2017 Q4
3 quarters
|
|
|
4
CALL
Invesco QQQ Trust
QQQ
$467B
| $450M | 2.92% |
2,422,200
+442,700
| +22% | +$80.1M |
2017 Q4
3 quarters
|
|
5
PUT
Amazon
AMZN
$2.88T
| $338M | 2.19% |
3,370,000
+432,000
| +15% | +$40.6M |
2017 Q4
3 quarters
|
|
|
6
PUT
iShares Russell 2000 ETF
IWM
$76.4B
| $294M | 1.91% |
1,743,700
-909,100
| -34% | -$153M |
2017 Q3
4 quarters
|
|
|
7
CALL
Amazon
AMZN
$2.88T
| $291M | 1.89% |
2,908,000
+818,000
| +39% | +$76.9M |
2017 Q4
3 quarters
|
|
8
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
| $206M | 1.34% |
780,000
+29,900
| +4% | +$7.65M |
2017 Q4
3 quarters
|
|
9
PUT
Alphabet (Google) Class C
GOOG
$3.6T
| $127M | 0.82% |
2,124,000
-1,786,000
| -46% | -$107M |
2017 Q4
3 quarters
|
|
10
PUT
Apple
AAPL
$5.18T
| $122M | 0.79% |
2,165,600
-1,684,400
| -44% | -$87.7M |
2017 Q4
3 quarters
|
|
|
11
CALL
iShares Russell 2000 ETF
IWM
$76.4B
| $121M | 0.78% |
716,700
-751,200
| -51% | -$127M |
2017 Q4
3 quarters
|
|
12
CALL
Meta Platforms (Facebook)
META
$1.64T
| $119M | 0.77% |
724,100
+205,800
| +40% | +$37.3M |
2017 Q4
3 quarters
|
|
13
PUT
Booking.com
BKNG
$119B
| $118M | 0.77% |
1,492,500
-162,500
| -10% | -$12.8M |
2017 Q4
3 quarters
|
|
14
PUT
Microsoft
MSFT
$3.89T
| $114M | 0.74% |
993,000
-169,500
| -15% | -$18.4M |
2017 Q4
3 quarters
|
|
|
15
CALL
Apple
AAPL
$5.18T
| $112M | 0.73% |
1,990,800
-342,000
| -15% | -$17.8M |
2017 Q4
3 quarters
|
|
|
16
CALL
Microsoft
MSFT
$3.89T
| $112M | 0.73% |
976,500
-394,000
| -29% | -$42.7M |
2017 Q4
3 quarters
|
|
|
17
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
| $104M | 0.68% |
394,700
-270,900
| -41% | -$69.3M |
2017 Q4
3 quarters
|
|
|
18
CALL
Alphabet (Google) Class C
GOOG
$3.6T
| $95.6M | 0.62% |
1,602,000
-1,194,000
| -43% | -$71.5M |
2017 Q4
3 quarters
|
|
19
PUT
Boeing
BA
$136B
| $82.7M | 0.54% |
222,500
-7,100
| -3% | -$2.49M |
2017 Q4
3 quarters
|
|
|
20
PUT
Meta Platforms (Facebook)
META
$1.64T
| $76.8M | 0.5% |
467,000
-91,500
| -16% | -$16.6M |
2017 Q4
3 quarters
|
|
|
21
CALL
Booking.com
BKNG
$119B
| $62.3M | 0.4% |
785,000
+27,500
| +4% | +$2.17M |
2017 Q4
3 quarters
|
|
22
PUT
ExxonMobil
XOM
$696B
| $62M | 0.4% |
729,200
+125,900
| +21% | +$10.3M |
2017 Q4
3 quarters
|
|
23
PUT
Amgen
AMGN
$252B
| $60.7M | 0.39% |
292,800
-59,100
| -17% | -$11.6M |
2017 Q4
3 quarters
|
|
24
PUT
Goldman Sachs
GS
$264B
| $56.3M | 0.37% |
251,000
-112,500
| -31% | -$26.2M |
2017 Q4
3 quarters
|
|
25
CALL
Johnson & Johnson
JNJ
$688B
| $55.2M | 0.36% |
399,700
-114,500
| -22% | -$15.2M |
2017 Q4
3 quarters
|
|
Similar funds
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 740 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 656 new positions and closed 740 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.