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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
TGNA
1826
DELISTED
TEGNA Inc
TGNA
$277K ﹤0.01%
+23,121
New +$263K
UIS icon
1827
CALL
Unisys
UIS
$210M
$277K ﹤0.01%
13,600
-17,200
-56% -$283K
HDS
1828
DELISTED
HD Supply Holdings, Inc.
HDS
$277K ﹤0.01%
6,482
+315
+5% +$13.8K
ALKS icon
1829
PUT
Alkermes
ALKS
$8.11B
$276K ﹤0.01%
6,500
-3,400
-34% -$148K
XEL icon
1830
Xcel Energy
XEL
$48.1B
$275K ﹤0.01%
+5,815
New +$275K
FNB icon
1831
FNB Corp
FNB
$6.75B
$274K ﹤0.01%
+21,553
New +$286K
NJR icon
1832
New Jersey Resources
NJR
$5.53B
$274K ﹤0.01%
+5,937
New +$274K
TLRD
1833
DELISTED
Tailored Brands, Inc.
TLRD
$273K ﹤0.01%
+10,826
New +$249K
DVN icon
1834
Devon Energy
DVN
$47.4B
$272K ﹤0.01%
+6,799
New +$289K
GGB icon
1835
Gerdau
GGB
$9.89B
$272K ﹤0.01%
+81,508
New +$262K
INFY icon
1836
CALL
Infosys
INFY
$50.1B
$272K ﹤0.01%
26,700
-81,900
-75% -$833K
DNR
1837
DELISTED
Denbury Resources, Inc.
DNR
$272K ﹤0.01%
43,831
+9,780
+29% +$48.8K
SODA
1838
CALL
DELISTED
SodaStream International Ltd
SODA
$272K ﹤0.01%
1,900
-4,600
-71% -$554K
AU icon
1839
PUT
AngloGold Ashanti
AU
$44.3B
$271K ﹤0.01%
31,600
-6,400
-17% -$52.8K
PRKS icon
1840
United Parks & Resorts
PRKS
$2.09B
$271K ﹤0.01%
+8,623
New +$225K
TGP
1841
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
$271K ﹤0.01%
16,200
-17,200
-51% -$275K
PAYX icon
1842
Paychex
PAYX
$42.7B
$270K ﹤0.01%
3,669
-1,118
-23% -$80.3K
PDP icon
1843
Invesco Dorsey Wright Momentum ETF
PDP
$1.49B
$270K ﹤0.01%
+4,535
New +$263K
IRM icon
1844
PUT
Iron Mountain
IRM
$36.3B
$269K ﹤0.01%
7,800
+1,800
+30% +$64.1K
GTHX
1845
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$269K ﹤0.01%
+5,139
New +$280K
MDC
1846
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
$269K ﹤0.01%
10,614
-43,857
-81% -$1.18M
FNDC icon
1847
Schwab Fundamental International Small Company Index ETF
FNDC
$3.12B
$268K ﹤0.01%
+7,757
New +$268K
CCI icon
1848
Crown Castle
CCI
$31.9B
$267K ﹤0.01%
+2,402
New +$267K
VRNS icon
1849
Varonis Systems
VRNS
$4.87B
$267K ﹤0.01%
+10,938
New +$266K
WT icon
1850
WisdomTree
WT
$3.25B
$267K ﹤0.01%
31,534
+7,700
+32% +$65.4K
72 73
74
75 76

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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
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MCM
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EI
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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.