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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
+97.02%
10 Year Est. Return
+293.06%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
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
TA
2326
DELISTED
TravelCenters of America LLC
TA
$86K ﹤0.01%
+3,035
New +$69.3K
GLDI icon
2327
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$32.1M
$85K ﹤0.01%
525
-128
-20% -$21.1K
MGF
2328
Aberdeen Government Markets Income Fund
MGF
$92.2M
$83K ﹤0.01%
+18,823
New +$84K
LTS
2329
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$82K ﹤0.01%
+30,466
New +$98.3K
CLMT icon
2330
Calumet Specialty Products
CLMT
$3.51B
$81K ﹤0.01%
+12,727
New +$90.3K
HMY icon
2331
Harmony Gold Mining
HMY
$11.3B
$80K ﹤0.01%
48,102
-146,920
-75% -$247K
GEVO icon
2332
Gevo
GEVO
$372M
$79K ﹤0.01%
19,954
+8,947
+81% +$35.5K
HL icon
2333
CALL
Hecla Mining
HL
$11.1B
$79K ﹤0.01%
28,300
-21,100
-43% -$64.5K
PPT
2334
Franklin Premier Income Trust
PPT
$327M
$79K ﹤0.01%
+14,929
New +$78.3K
NRT
2335
North European Oil Royalty Trust
NRT
$79.8M
$78K ﹤0.01%
+10,420
New +$82.9K
INFN
2336
PUT
DELISTED
Infinera Corporation Common Stock
INFN
$77K ﹤0.01%
+10,600
New +$90.1K
TTI icon
2337
TETRA Technologies
TTI
$1.25B
$76K ﹤0.01%
+16,919
New +$76.6K
ARTX
2338
DELISTED
Arotech Corporation
ARTX
$75K ﹤0.01%
+22,159
New +$79.4K
EOD
2339
Allspring Global Dividend Opportunity Fund
EOD
$283M
$73K ﹤0.01%
+13,857
New +$76.5K
MFM
2340
Aberdeen Municipal Income Fund
MFM
$221M
$73K ﹤0.01%
11,269
-2,521
-18% -$16.9K
WFT
2341
PUT
DELISTED
Weatherford International plc
WFT
$73K ﹤0.01%
27,000
-119,800
-82% -$352K
HL icon
2342
Hecla Mining
HL
$11.1B
$72K ﹤0.01%
25,671
-9,662
-27% -$29.5K
MOBL
2343
DELISTED
MobileIron, Inc.
MOBL
$72K ﹤0.01%
+13,675
New +$68.4K
BGFV
2344
DELISTED
Big 5 Sporting Goods
BGFV
$70K ﹤0.01%
+13,751
New +$81.7K
ZNGA
2345
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$69K ﹤0.01%
17,200
-63,300
-79% -$255K
LCI
2346
DELISTED
Lannett Company, Inc.
LCI
$67K ﹤0.01%
+3,535
New +$135K
CSLT
2347
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$65K ﹤0.01%
24,241
+9,033
+59% +$31.9K
HIX
2348
Western Asset High Income Fund II
HIX
$354M
$64K ﹤0.01%
10,163
-27,437
-73% -$175K
HOV icon
2349
Hovnanian Enterprises
HOV
$808M
$63K ﹤0.01%
1,570
+635
+68% +$25.7K
ENIC icon
2350
Enel Chile
ENIC
$6.21B
$61K ﹤0.01%
+12,265
New +$61K
92 93
94
95 96

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OAM
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WFAL
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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 656 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.