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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
CYH icon
2651
CALL
Community Health Systems
CYH
$412M
– –
-13,100
Closed -$43K
DAN icon
2652
PUT
Dana Inc
DAN
$2.97B
– –
-11,900
Closed -$240K
DBI icon
2653
PUT
Designer Brands
DBI
$331M
– –
-13,800
Closed -$356K
DBX icon
2654
PUT
Dropbox
DBX
$7.71B
– –
-17,500
Closed -$567K
DELL icon
2655
CALL
Dell
DELL
$302B
– –
-42,403
Closed -$1.01M
DELL icon
2656
PUT
Dell
DELL
$302B
– –
-13,540
Closed -$321K
DFS
2657
DELISTED
Discover Financial Services
DFS
– –
-3,282
Closed -$247K
DGS icon
2658
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.75B
– –
-5,122
Closed -$244K
DHC
2659
Diversified Healthcare Trust
DHC
$2.13B
– –
-14,516
Closed -$263K
DHI icon
2660
D.R. Horton
DHI
$41B
– –
-19,563
Closed -$847K
DHR icon
2661
Danaher
DHR
$139B
– –
-4,280
Closed -$390K
DINO icon
2662
HF Sinclair
DINO
$15.8B
– –
-4,406
Closed -$311K
DKS icon
2663
PUT
Dick's Sporting Goods
DKS
$18B
– –
-77,800
Closed -$2.74M
DOC icon
2664
Healthpeak Properties
DOC
$14.9B
– –
-24,197
Closed -$636K
DRH icon
2665
Diamondrock Hospitality Co
DRH
$2.74B
– –
-10,232
Closed -$126K
DRIP icon
2666
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$107M
– –
-32
Closed -$78K
DSX icon
2667
CALL
Diana Shipping
DSX
$311M
– –
-32,754
Closed -$110K
DUK icon
2668
Duke Energy
DUK
$96.9B
– –
-9,205
Closed -$744K
DVA icon
2669
PUT
DaVita
DVA
$15B
– –
-57,300
Closed -$3.98M
DVY icon
2670
iShares Select Dividend ETF
DVY
$23.8B
– –
-24,218
Closed -$2.43M
ECON icon
2671
Columbia Emerging Markets Consumer ETF
ECON
$338M
– –
-13,199
Closed -$322K
ED icon
2672
Consolidated Edison
ED
$39.8B
– –
-22,096
Closed -$1.74M
EDD
2673
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$377M
– –
-17,432
Closed -$117K
EDU icon
2674
New Oriental
EDU
$9.4B
– –
-6,114
Closed -$507K
EEMS icon
2675
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$368M
– –
-6,650
Closed -$317K
105 106
107
108 109

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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
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.