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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
JPS
2251
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$131K ﹤0.01%
14,924
-385
-3% -$3.41K
ABR icon
2252
Arbor Realty Trust
ABR
$965M
$130K ﹤0.01%
+11,339
New +$131K
SFUN
2253
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$129K ﹤0.01%
+997
New +$151K
MMT
2254
Aberdeen Multi-Market Income Fund
MMT
$240M
$128K ﹤0.01%
+23,087
New +$129K
AUY
2255
DELISTED
Yamana Gold, Inc.
AUY
$128K ﹤0.01%
51,219
-184,132
-78% -$511K
EEP
2256
DELISTED
Enbridge Energy Partners
EEP
$128K ﹤0.01%
+11,627
New +$131K
MMLP icon
2257
Martin Midstream Partners
MMLP
$92.1M
$127K ﹤0.01%
+10,967
New +$136K
AEF
2258
abrdn Emerging Markets Equity Income Fund
AEF
$373M
$126K ﹤0.01%
+18,433
New +$127K
ORC
2259
Orchid Island Capital
ORC
$1.28B
$126K ﹤0.01%
+3,478
New +$136K
CX icon
2260
CALL
Cemex
CX
$16.7B
$125K ﹤0.01%
17,700
-27,300
-61% -$191K
FIT
2261
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
$124K ﹤0.01%
23,200
-63,300
-73% -$378K
DNI
2262
DELISTED
Dividend and Income Fund
DNI
$124K ﹤0.01%
+10,379
New +$127K
DF
2263
DELISTED
Dean Foods Company
DF
$121K ﹤0.01%
17,046
+2,936
+21% +$25.7K
BZH icon
2264
PUT
Beazer Homes USA
BZH
$931M
$120K ﹤0.01%
11,400
-3,200
-22% -$42.1K
CVE icon
2265
CALL
Cenovus Energy
CVE
$51.1B
$120K ﹤0.01%
+12,000
New +$117K
FSM icon
2266
Fortuna Silver Mines
FSM
$2.91B
$119K ﹤0.01%
+27,345
New +$134K
HAPN
2267
Happen Inc
HAPN
$2.36B
$119K ﹤0.01%
6,151
-11,381
-65% -$221K
AUY
2268
CALL
DELISTED
Yamana Gold, Inc.
AUY
$119K ﹤0.01%
47,900
-6,700
-12% -$18.6K
GTE icon
2269
Gran Tierra Energy
GTE
$334M
$118K ﹤0.01%
3,087
+894
+41% +$30.3K
HIMX
2270
Himax Technologies
HIMX
$2.33B
$117K ﹤0.01%
+19,955
New +$133K
IQI icon
2271
Invesco Quality Municipal Securities
IQI
$528M
$117K ﹤0.01%
+10,132
New +$121K
DB icon
2272
PUT
Deutsche Bank
DB
$71.5B
$116K ﹤0.01%
10,200
-93,000
-90% -$1.09M
RIGL icon
2273
Rigel Pharmaceuticals
RIGL
$756M
$116K ﹤0.01%
+3,604
New +$108K
TKC icon
2274
Turkcell
TKC
$4.73B
$116K ﹤0.01%
+23,989
New +$127K
CMCM
2275
Cheetah Mobile
CMCM
$92.5M
$114K ﹤0.01%
2,324
+158
+7% +$7.5K
89 90
91
92 93

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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.