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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
RDC
2151
PUT
DELISTED
Rowan Companies Plc
RDC
$194K ﹤0.01%
10,300
-46,400
-82% -$695K
AU icon
2152
CALL
AngloGold Ashanti
AU
$44.3B
$193K ﹤0.01%
22,500
-22,700
-50% -$187K
KMM
2153
DELISTED
Deutsche Multi-Market Incm Trust
KMM
$193K ﹤0.01%
+21,489
New +$192K
NOK icon
2154
CALL
Nokia
NOK
$52.6B
$192K ﹤0.01%
34,400
-50,500
-59% -$280K
DCOM
2155
DELISTED
Dime Community Bancshares
DCOM
$191K ﹤0.01%
+10,677
New +$198K
EIM
2156
Eaton Vance Municipal Bond Fund
EIM
$493M
$189K ﹤0.01%
+16,377
New +$192K
HDGE icon
2157
AdvisorShares Ranger Equity Bear ETF
HDGE
$54.4M
$189K ﹤0.01%
+2,562
New +$191K
SCS
2158
DELISTED
Steelcase
SCS
$188K ﹤0.01%
+10,141
New +$149K
ETW
2159
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.05B
$187K ﹤0.01%
+15,517
New +$186K
GAB icon
2160
Gabelli Equity Trust
GAB
$1.76B
$187K ﹤0.01%
+29,448
New +$186K
CMO
2161
DELISTED
Capstead Mortgage Corp.
CMO
$187K ﹤0.01%
+23,628
New +$199K
CEF icon
2162
Sprott Physical Gold and Silver Trust
CEF
$7.83B
$186K ﹤0.01%
+15,890
New +$190K
UMC icon
2163
United Microelectronic
UMC
$48.2B
$186K ﹤0.01%
+72,017
New +$197K
EXPR
2164
CALL
DELISTED
Express, Inc.
EXPR
$186K ﹤0.01%
840
-1,200
-59% -$245K
ING icon
2165
PUT
ING
ING
$102B
$185K ﹤0.01%
14,300
-74,300
-84% -$1.04M
ADX icon
2166
Adams Diversified Equity Fund
ADX
$3.17B
$183K ﹤0.01%
+10,965
New +$177K
CZR
2167
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$182K ﹤0.01%
17,800
-14,100
-44% -$148K
MUI
2168
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$181K ﹤0.01%
+13,836
New +$182K
DDF
2169
DELISTED
Delaware Investments Dividend & Income Fund, Inc.
DDF
$181K ﹤0.01%
+13,673
New +$172K
MCA
2170
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$181K ﹤0.01%
+14,152
New +$188K
ESV
2171
CALL
DELISTED
Ensco Rowan plc
ESV
$181K ﹤0.01%
5,375
-39,700
-88% -$1.14M
VIAV icon
2172
CALL
Viavi Solutions
VIAV
$10B
$180K ﹤0.01%
15,900
-33,600
-68% -$363K
UBNK
2173
DELISTED
United Financial Bancorp, Inc.
UBNK
$180K ﹤0.01%
+10,705
New +$188K
BT
2174
DELISTED
BT Group plc (ADR)
BT
$176K ﹤0.01%
+11,921
New +$177K
BSBR icon
2175
Santander
BSBR
$43.4B
$175K ﹤0.01%
+20,767
New +$172K
85 86
87
88 89

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BCM
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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
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.