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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
MIN
1951
Aberdeen Intermediate Income Fund
MIN
$278M
$240K ﹤0.01%
63,721
+36,915
+138% +$140K
MAA icon
1952
Mid-America Apartment Communities
MAA
$15.7B
$239K ﹤0.01%
+2,383
New +$241K
NUAN
1953
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$239K ﹤0.01%
15,939
-5,891
-27% -$81.6K
ANDX
1954
DELISTED
Andeavor Logistics LP
ANDX
$239K ﹤0.01%
+4,918
New +$231K
GPT
1955
DELISTED
Gramercy Property Trust
GPT
$239K ﹤0.01%
8,712
+1,360
+18% +$37.2K
HOLX
1956
CALL
DELISTED
Hologic
HOLX
$238K ﹤0.01%
5,800
-38,600
-87% -$1.56M
HSIC icon
1957
CALL
Henry Schein
HSIC
$9.82B
$238K ﹤0.01%
3,570
-5,610
-61% -$349K
SDS icon
1958
ProShares UltraShort S&P500
SDS
$390M
$238K ﹤0.01%
+288
New +$251K
VSAT icon
1959
Viasat
VSAT
$11.1B
$238K ﹤0.01%
+3,717
New +$245K
VVR icon
1960
Invesco Senior Income Trust
VVR
$454M
$238K ﹤0.01%
55,296
+8,267
+18% +$35.7K
AMED
1961
PUT
DELISTED
Amedisys
AMED
$237K ﹤0.01%
+1,900
New +$210K
FAF icon
1962
First American
FAF
$7.58B
$237K ﹤0.01%
+4,598
New +$252K
NBR icon
1963
CALL
Nabors Industries
NBR
$1.21B
$237K ﹤0.01%
770
-1,926
-71% -$595K
USA icon
1964
Liberty All-Star Equity Fund
USA
$1.85B
$237K ﹤0.01%
34,857
+14,652
+73% +$97.4K
WM icon
1965
Waste Management
WM
$91B
$237K ﹤0.01%
2,620
-13,204
-83% -$1.17M
TTM
1966
PUT
DELISTED
Tata Motors Limited
TTM
$237K ﹤0.01%
15,400
-71,100
-82% -$1.31M
DELL icon
1967
Dell
DELL
$293B
$236K ﹤0.01%
8,662
-8,744
-50% -$233K
PZT icon
1968
Invesco New York AMT-Free Municipal Bond ETF
PZT
$140M
$236K ﹤0.01%
10,025
+1,080
+12% +$25.8K
EXG icon
1969
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$3.06B
$235K ﹤0.01%
+24,691
New +$236K
EGN
1970
DELISTED
Energen
EGN
$235K ﹤0.01%
+2,732
New +$208K
ALK icon
1971
CALL
Alaska Air
ALK
$5.58B
$234K ﹤0.01%
3,400
-8,800
-72% -$570K
IYH icon
1972
iShares US Healthcare ETF
IYH
$3.54B
$234K ﹤0.01%
+5,760
New +$222K
SRTY icon
1973
ProShares UltraPro Short Russell2000
SRTY
$71.9M
$234K ﹤0.01%
+107
New +$236K
DNB
1974
DELISTED
Dun & Bradstreet
DNB
$234K ﹤0.01%
+1,640
New +$223K
CY
1975
DELISTED
Cypress Semiconductor
CY
$234K ﹤0.01%
+16,165
New +$266K
77 78
79
80 81

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BCM
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OAM
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WFAL
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NOCM
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QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
OMG
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MCM
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EI
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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 $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.