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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
GHY
2226
PGIM Global High Yield Fund
GHY
$482M
$144K ﹤0.01%
+10,352
New +$142K
IAG icon
2227
CALL
IAMGOLD
IAG
$9.18B
$144K ﹤0.01%
39,100
+13,600
+53% +$64.7K
SNAP icon
2228
CALL
Snap
SNAP
$9.01B
$142K ﹤0.01%
16,800
-152,500
-90% -$1.77M
GLUU
2229
DELISTED
Glu Mobile Inc.
GLUU
$142K ﹤0.01%
+19,060
New +$128K
EVF
2230
Eaton Vance Senior Income Trust
EVF
$90.7M
$141K ﹤0.01%
+21,791
New +$140K
KRNY icon
2231
Kearny Financial
KRNY
$609M
$141K ﹤0.01%
+10,215
New +$140K
CHS
2232
CALL
DELISTED
Chicos FAS, Inc.
CHS
$141K ﹤0.01%
16,300
-54,000
-77% -$480K
USLV
2233
DELISTED
VelocitySharesTM 3x Long Silver ETN linked to the S&P GSCI Silver Index ER
USLV
$141K ﹤0.01%
+2,155
New +$156K
EGO icon
2234
Eldorado Gold
EGO
$9.39B
$140K ﹤0.01%
+31,803
New +$157K
PFX icon
2235
PhenixFIN
PFX
$89.2M
$140K ﹤0.01%
+1,838
New +$136K
BOE icon
2236
BlackRock Enhanced Global Dividend Trust
BOE
$684M
$139K ﹤0.01%
+12,608
New +$140K
AMZA icon
2237
InfraCap MLP ETF
AMZA
$462M
$138K ﹤0.01%
+1,853
New +$143K
MFL
2238
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$138K ﹤0.01%
+10,999
New +$140K
NUM
2239
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$138K ﹤0.01%
+11,213
New +$141K
CX icon
2240
PUT
Cemex
CX
$16.7B
$137K ﹤0.01%
19,400
-15,400
-44% -$108K
AWP
2241
abrdn Global Premier Properties Fund
AWP
$370M
$135K ﹤0.01%
+7,414
New +$140K
PMM
2242
Franklin Managed Municipal Income Trust
PMM
$268M
$134K ﹤0.01%
+19,374
New +$137K
ONIT
2243
PUT
Onity Group
ONIT
$321M
$134K ﹤0.01%
+2,260
New +$140K
RJA
2244
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$134K ﹤0.01%
23,603
+9,193
+64% +$53.9K
DTF
2245
DTF Tax-Free Income 2028 Term Fund
DTF
$81.1M
$132K ﹤0.01%
+10,290
New +$135K
ANH
2246
DELISTED
Anworth Mortgage Asset Corporation
ANH
$132K ﹤0.01%
+28,494
New +$140K
ACCO icon
2247
Acco Brands
ACCO
$402M
$131K ﹤0.01%
+11,609
New +$149K
CLF icon
2248
Cleveland-Cliffs
CLF
$7.22B
$131K ﹤0.01%
10,329
-59,597
-85% -$613K
GRPN icon
2249
CALL
Groupon
GRPN
$1.04B
$131K ﹤0.01%
1,735
-1,570
-48% -$138K
MFA
2250
MFA Financial
MFA
$920M
$131K ﹤0.01%
+4,460
New +$138K
88 89
90
91 92

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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.