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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
AOD
2551
abrdn Total Dynamic Dividend Fund
AOD
$1.13B
– –
-17,640
Closed -$154K
AOK icon
2552
iShares Core Conservative Allocation ETF
AOK
$798M
– –
-6,276
Closed -$213K
AON icon
2553
Aon
AON
$76.3B
– –
-6,771
Closed -$990K
APA icon
2554
APA Corp
APA
$12.5B
– –
-10,181
Closed -$458K
APLE icon
2555
Apple Hospitality REIT
APLE
$3.94B
– –
-21,865
Closed -$391K
APO icon
2556
CALL
Apollo Global Management
APO
$76B
– –
-60,600
Closed -$1.93M
APO icon
2557
Apollo Global Management
APO
$76B
– –
-7,195
Closed -$229K
APO icon
2558
PUT
Apollo Global Management
APO
$76B
– –
-65,100
Closed -$2.08M
APTV icon
2559
Aptiv
APTV
$9.94B
– –
-3,341
Closed -$305K
ARAY icon
2560
Accuray
ARAY
$35.9M
– –
-11,822
Closed -$48K
ARCC icon
2561
CALL
Ares Capital
ARCC
$13.9B
– –
-14,800
Closed -$243K
ARW icon
2562
Arrow Electronics
ARW
$11.5B
– –
-3,951
Closed -$297K
ASC icon
2563
Ardmore Shipping
ASC
$685M
– –
-16,438
Closed -$135K
ASH icon
2564
PUT
Ashland
ASH
$3.31B
– –
-5,500
Closed -$430K
CVSA
2565
PUT
Covista Inc
CVSA
$4.47B
– –
-11,700
Closed -$563K
ATHE
2566
Alterity Therapeutics
ATHE
$79.2M
– –
-1,172
Closed -$22K
ATO icon
2567
Atmos Energy
ATO
$28.8B
– –
-2,440
Closed -$220K
AU icon
2568
AngloGold Ashanti
AU
$45.1B
– –
-17,239
Closed -$142K
AVB icon
2569
AvalonBay Communities
AVB
$27.2B
– –
-10,250
Closed -$1.83M
AVT icon
2570
CALL
Avnet
AVT
$7.44B
– –
-13,500
Closed -$579K
AVXL icon
2571
Anavex Life Sciences
AVXL
$297M
– –
-10,382
Closed -$27K
AWF
2572
AllianceBernstein Global High Income Fund
AWF
$876M
– –
-12,588
Closed -$145K
DCH
2573
PUT
Dauch Corp
DCH
$1.44B
– –
-22,600
Closed -$352K
AXON
2574
Axon Enterprise
AXON
$48.8B
– –
-3,963
Closed -$267K
AXON
2575
PUT
Axon Enterprise
AXON
$48.8B
– –
-4,500
Closed -$284K
101 102
103
104 105

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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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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

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.