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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
LBTYA icon
1626
CALL
Liberty Global Class A
LBTYA
$3.68B
$367K ﹤0.01%
12,700
-18,700
-60% -$522K
VLY icon
1627
Valley National Bancorp
VLY
$8B
$367K ﹤0.01%
+32,595
New +$393K
BKI
1628
DELISTED
Black Knight, Inc. Common Stock
BKI
$367K ﹤0.01%
+7,062
New +$379K
BURL icon
1629
Burlington
BURL
$23.4B
$365K ﹤0.01%
+2,242
New +$358K
MFC icon
1630
Manulife Financial
MFC
$74.1B
$365K ﹤0.01%
20,428
+7,032
+52% +$128K
GWRE icon
1631
PUT
Guidewire Software
GWRE
$13.3B
$364K ﹤0.01%
+3,600
New +$346K
PKG icon
1632
Packaging Corp of America
PKG
$22.5B
$364K ﹤0.01%
3,318
-2,344
-41% -$264K
SSYS icon
1633
CALL
Stratasys
SSYS
$760M
$363K ﹤0.01%
15,700
-64,500
-80% -$1.45M
ETSY icon
1634
Etsy
ETSY
$7.81B
$362K ﹤0.01%
+7,049
New +$325K
MNDT
1635
DELISTED
Mandiant, Inc. Common Stock
MNDT
$362K ﹤0.01%
+21,270
New +$340K
GFI icon
1636
Gold Fields
GFI
$33.4B
$361K ﹤0.01%
149,233
+114,560
+330% +$344K
IXG icon
1637
iShares Global Financials ETF
IXG
$686M
$360K ﹤0.01%
+5,460
New +$361K
TWM icon
1638
ProShares UltraShort Russell2000
TWM
$42.2M
$360K ﹤0.01%
1,320
+624
+90% +$171K
EXPR
1639
DELISTED
Express, Inc.
EXPR
$360K ﹤0.01%
+1,629
New +$333K
CRZO
1640
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
$360K ﹤0.01%
14,300
-24,700
-63% -$638K
IWF icon
1641
PUT
iShares Russell 1000 Growth ETF
IWF
$127B
$359K ﹤0.01%
9,200
-120,400
-93% -$4.56M
MPWR icon
1642
Monolithic Power Systems
MPWR
$66.8B
$359K ﹤0.01%
+2,860
New +$399K
CASY icon
1643
Casey's General Stores
CASY
$30.8B
$358K ﹤0.01%
+2,772
New +$319K
OC icon
1644
CALL
Owens Corning
OC
$12.1B
$358K ﹤0.01%
6,600
-8,000
-55% -$482K
PPL
1645
PPL Corp
PPL
$26B
$358K ﹤0.01%
12,250
+5,011
+69% +$146K
NUGT icon
1646
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.08B
$357K ﹤0.01%
+5,520
New +$480K
PKB icon
1647
Invesco Building & Construction ETF
PKB
$446M
$357K ﹤0.01%
11,989
-3,256
-21% -$100K
FSCT
1648
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$356K ﹤0.01%
+9,439
New +$342K
IWR icon
1649
CALL
iShares Russell Mid-Cap ETF
IWR
$56.7B
$353K ﹤0.01%
+6,400
New +$351K
AYI icon
1650
Acuity Brands
AYI
$10.7B
$352K ﹤0.01%
+2,240
New +$322K
64 65
66
67 68

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OAM
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WFAL
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NOCM
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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
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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.