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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
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 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
DM
2051
DELISTED
Dominion Energy Midstream Ptr LP
DM
$218K ﹤0.01%
+12,190
New +$195K
AGGY icon
2052
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
$926M
$217K ﹤0.01%
+4,488
New +$218K
CHX
2053
DELISTED
ChampionX
CHX
$217K ﹤0.01%
4,972
-12,367
-71% -$518K
LAZ icon
2054
PUT
Lazard
LAZ
$4.31B
$217K ﹤0.01%
+4,500
New +$224K
UDR icon
2055
UDR
UDR
$12.3B
$217K ﹤0.01%
+5,368
New +$209K
WTRG icon
2056
Essential Utilities
WTRG
$11.4B
$217K ﹤0.01%
+5,891
New +$218K
GWX icon
2057
State Street SPDR S&P International Small Cap ETF
GWX
$913M
$216K ﹤0.01%
+6,293
New +$214K
IEUS icon
2058
iShares MSCI Europe Small-Cap ETF
IEUS
$185M
$216K ﹤0.01%
+3,897
New +$219K
MDIV icon
2059
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$428M
$216K ﹤0.01%
11,674
-1,229
-10% -$22.9K
OSIS icon
2060
OSI Systems
OSIS
$3.89B
$216K ﹤0.01%
+2,827
New +$219K
WAFD icon
2061
WaFd
WAFD
$2.75B
$216K ﹤0.01%
6,741
-9,534
-59% -$321K
BSCP
2062
DELISTED
Invesco BulletShares 2025 Corporate Bond ETF
BSCP
$215K ﹤0.01%
+10,877
New +$216K
RIGS icon
2063
ALPS Strategic Income Fund
RIGS
$60.8M
$215K ﹤0.01%
+8,746
New +$214K
OAK
2064
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$215K ﹤0.01%
+5,187
New +$213K
CEMB icon
2065
iShares JPMorgan EM Corporate Bond ETF
CEMB
$405M
$214K ﹤0.01%
+4,413
New +$213K
COTY icon
2066
Coty
COTY
$2.48B
$214K ﹤0.01%
17,036
-11,720
-41% -$152K
IQDF icon
2067
FlexShares International Quality Dividend Index Fund
IQDF
$1.17B
$214K ﹤0.01%
+8,905
New +$216K
NEM icon
2068
Newmont
NEM
$119B
$214K ﹤0.01%
7,080
-13,098
-65% -$443K
FIHD
2069
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
$214K ﹤0.01%
1,238
-114
-8% -$19.2K
TLRD
2070
CALL
DELISTED
Tailored Brands, Inc.
TLRD
$214K ﹤0.01%
8,500
-12,600
-60% -$289K
TUZ
2071
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
$214K ﹤0.01%
+4,297
New +$214K
BNCL
2072
DELISTED
Beneficial Bancorp, Inc.
BNCL
$214K ﹤0.01%
+12,685
New +$217K
DWX icon
2073
State Street SPDR S&P International Dividend ETF
DWX
$533M
$213K ﹤0.01%
5,623
-3,636
-39% -$140K
ERIE icon
2074
Erie Indemnity
ERIE
$13.2B
$213K ﹤0.01%
+1,667
New +$207K
WTM icon
2075
White Mountains Insurance
WTM
$5.32B
$213K ﹤0.01%
+228
New +$211K
81 82
83
84 85

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
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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
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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 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.