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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
RMBS icon
2201
CALL
Rambus
RMBS
$10.6B
$160K ﹤0.01%
14,700
-10,700
-42% -$130K
LFC
2202
DELISTED
China Life Insurance Company Ltd.
LFC
$160K ﹤0.01%
14,057
+538
+4% +$6.4K
CHU
2203
DELISTED
China Unicom (HONG KONG) Limited
CHU
$160K ﹤0.01%
+13,665
New +$164K
CHIQ icon
2204
Global X MSCI China Consumer Discretionary ETF
CHIQ
$129M
$159K ﹤0.01%
+10,327
New +$167K
VCEL icon
2205
Vericel Corp
VCEL
$2.32B
$159K ﹤0.01%
+11,266
New +$132K
ARCO icon
2206
Arcos Dorados Holdings
ARCO
$1.78B
$158K ﹤0.01%
+25,949
New +$172K
AROC icon
2207
Archrock
AROC
$5.95B
$158K ﹤0.01%
12,946
-2,048
-14% -$25.8K
BSMX
2208
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$158K ﹤0.01%
20,302
-8,229
-29% -$64.5K
IPOA.U
2209
DELISTED
Social Capital Hedosophia Holdings Corp.
IPOA.U
$158K ﹤0.01%
15,520
+3,238
+26% +$33.8K
MYN icon
2210
BlackRock MuniYield New York Quality Fund
MYN
$374M
$157K ﹤0.01%
+13,661
New +$162K
TTM
2211
CALL
DELISTED
Tata Motors Limited
TTM
$157K ﹤0.01%
10,200
-40,300
-80% -$741K
PRTY
2212
CALL
DELISTED
Party City Holdco Inc.
PRTY
$156K ﹤0.01%
+11,500
New +$176K
NXP icon
2213
Nuveen Select Tax-Free Income Portfolio
NXP
$896M
$154K ﹤0.01%
+11,053
New +$156K
NAD icon
2214
Nuveen Quality Municipal Income Fund
NAD
$2.74B
$152K ﹤0.01%
+11,916
New +$157K
NUW icon
2215
Nuveen AMT-Free Municipal Value Fund
NUW
$251M
$151K ﹤0.01%
+10,263
New +$157K
PMO
2216
Franklin Municipal Opportunities Trust
PMO
$281M
$150K ﹤0.01%
+13,111
New +$152K
TIMB icon
2217
TIM SA
TIMB
$8.73B
$150K ﹤0.01%
+10,355
New +$161K
AG icon
2218
PUT
First Majestic Silver
AG
$8.68B
$149K ﹤0.01%
26,200
-37,300
-59% -$231K
BKD icon
2219
Brookdale Senior Living
BKD
$3.45B
$148K ﹤0.01%
15,090
-377
-2% -$3.47K
JHA
2220
DELISTED
Nuveen High Inc Dec 2018 Tgt Trm
JHA
$148K ﹤0.01%
14,991
-1,451
-9% -$14.3K
WNEB icon
2221
Western New England Bancorp
WNEB
$281M
$147K ﹤0.01%
13,657
-1,979
-13% -$21.4K
NBR icon
2222
Nabors Industries
NBR
$1.16B
$146K ﹤0.01%
+474
New +$146K
GRPN icon
2223
Groupon
GRPN
$1.04B
$145K ﹤0.01%
1,925
-2,739
-59% -$241K
DBO icon
2224
Invesco DB Oil Fund
DBO
$356M
$144K ﹤0.01%
10,709
-20,110
-65% -$249K
EAD
2225
Allspring Income Opportunities Fund
EAD
$378M
$144K ﹤0.01%
18,155
+7,256
+67% +$57.9K
87 88
89
90 91

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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
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.