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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
PRKS icon
3101
PUT
United Parks & Resorts
PRKS
$2.15B
– –
-10,600
Closed -$231K
FLG
3102
CALL
Flagstar Bank National Association
FLG
$5.93B
– –
-28,233
Closed -$935K
SGI
3103
Somnigroup International
SGI
$14B
– –
-19,864
Closed -$265K
BERY
3104
DELISTED
Berry Global Group, Inc.
BERY
– –
-4,745
Closed -$200K
PDCO
3105
CALL
DELISTED
Patterson Companies, Inc.
PDCO
– –
-26,000
Closed -$589K
PDCO
3106
PUT
DELISTED
Patterson Companies, Inc.
PDCO
– –
-31,900
Closed -$723K
EGF
3107
DELISTED
Blackrock Enhanced Government Fund, Inc.
EGF
– –
-10,911
Closed -$141K
INFN
3108
CALL
DELISTED
Infinera Corporation Common Stock
INFN
– –
-15,900
Closed -$158K
INFN
3109
DELISTED
Infinera Corporation Common Stock
INFN
– –
-12,759
Closed -$108K
MRO
3110
DELISTED
Marathon Oil Corporation
MRO
– –
-39,158
Closed -$819K
SAVE
3111
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-10,800
Closed -$393K
SWN
3112
DELISTED
Southwestern Energy Company
SWN
– –
-330,394
Closed -$1.75M
LL
3113
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-19,000
Closed -$463K
CONN
3114
PUT
DELISTED
Conn's Inc.
CONN
– –
-14,200
Closed -$469K
SLCA
3115
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-16,800
Closed -$432K
SLCA
3116
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-18,345
Closed -$426K
SIX
3117
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-19,400
Closed -$1.36M
SIX
3118
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-3,068
Closed -$215K
SIX
3119
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-9,900
Closed -$693K
BIOL
3120
DELISTED
Biolase, Inc.
BIOL
– –
-5
Closed -$15K
NS
3121
DELISTED
NuStar Energy L.P.
NS
– –
-14,734
Closed -$334K
NS
3122
PUT
DELISTED
NuStar Energy L.P.
NS
– –
-13,600
Closed -$308K
MDC
3123
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-11,134
Closed -$298K
KAMN
3124
DELISTED
Kaman Corp
KAMN
– –
-3,296
Closed -$230K
CPE
3125
DELISTED
Callon Petroleum Company
CPE
– –
-2,967
Closed -$319K
123 124
125
126 127

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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 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.