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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
(-23%)
Cap. Flow
-$470M
Cap. Flow
% of AUM
-3.05%
Top 10 Holdings %
Top 10 Hldgs %
44.9%
Holding
3,267
New
655
Increased
578
Reduced
1,270
Closed
741
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% |
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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.