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
EFG icon
2676
iShares MSCI EAFE Growth ETF
EFG
$17B
– –
-5,475
Closed -$431K
ELV icon
2677
Elevance Health
ELV
$83B
– –
-1,449
Closed -$376K
EMHY icon
2678
iShares JPMorgan EM High Yield Bond ETF
EMHY
$627M
– –
-4,679
Closed -$215K
EMN icon
2679
Eastman Chemical
EMN
$8.23B
– –
-2,382
Closed -$236K
ENB icon
2680
Enbridge
ENB
$118B
– –
-71,558
Closed -$2.5M
ENB icon
2681
PUT
Enbridge
ENB
$118B
– –
-12,400
Closed -$443K
ENPH icon
2682
Enphase Energy
ENPH
$5.2B
– –
-17,058
Closed -$115K
EPC icon
2683
Edgewell Personal Care
EPC
$1.31B
– –
-25,031
Closed -$1.32M
EPC icon
2684
PUT
Edgewell Personal Care
EPC
$1.31B
– –
-16,000
Closed -$807K
EQIX icon
2685
Equinix
EQIX
$102B
– –
-2,406
Closed -$1.05M
EQR icon
2686
CALL
Equity Residential
EQR
$25.3B
– –
-61,700
Closed -$3.93M
EQT icon
2687
CALL
EQT Corp
EQT
$33.5B
– –
-67,785
Closed -$2.04M
EQT icon
2688
PUT
EQT Corp
EQT
$33.5B
– –
-74,582
Closed -$2.24M
ERIC icon
2689
PUT
Ericsson
ERIC
$33.1B
– –
-11,500
Closed -$88K
ESS icon
2690
Essex Property Trust
ESS
$18.4B
– –
-979
Closed -$234K
ETN icon
2691
Eaton
ETN
$173B
– –
-31,333
Closed -$2.56M
ETR icon
2692
PUT
Entergy
ETR
$50.4B
– –
-114,000
Closed -$4.61M
ETSY icon
2693
CALL
Etsy
ETSY
$7.89B
– –
-24,400
Closed -$1.03M
EUFN icon
2694
iShares MSCI Europe Financials ETF
EUFN
$4.27B
– –
-27,769
Closed -$562K
EWD icon
2695
iShares MSCI Sweden ETF
EWD
$594M
– –
-10,444
Closed -$319K
EWH icon
2696
iShares MSCI Hong Kong ETF
EWH
$1.23B
– –
-69,222
Closed -$1.68M
EWQ icon
2697
iShares MSCI France ETF
EWQ
$342M
– –
-14,168
Closed -$432K
EXAS
2698
DELISTED
Exact Sciences
EXAS
– –
-4,701
Closed -$307K
EXC icon
2699
Exelon
EXC
$47B
– –
-15,509
Closed -$477K
EXR icon
2700
Extra Space Storage
EXR
$31.6B
– –
-2,405
Closed -$240K
106 107
108
109 110

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
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

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.