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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
DMK
3126
DELISTED
DMK Pharmaceuticals Corporation Common Stock
DMK
– –
-199
Closed -$45K
ARAV
3127
DELISTED
Aravive, Inc. Common Stock
ARAV
– –
-2,694
Closed -$33K
NETI
3128
DELISTED
Eneti Inc.
NETI
– –
-1,123
Closed -$74K
GHL
3129
DELISTED
Greenhill & Co., Inc.
GHL
– –
-7,812
Closed -$222K
NXGN
3130
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-22,713
Closed -$443K
MMP
3131
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-11,257
Closed -$781K
WWE
3132
PUT
DELISTED
World Wrestling Entertainment
WWE
– –
-8,700
Closed -$634K
NSL
3133
DELISTED
NUVEEN SENIOR INCM FD
NSL
– –
-15,058
Closed -$94K
CS
3134
CALL
DELISTED
Credit Suisse Group
CS
– –
-44,400
Closed -$661K
DBD
3135
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-35,400
Closed -$423K
ABB
3136
CALL
DELISTED
ABB Ltd
ABB
– –
-30,600
Closed -$666K
AGRX
3137
DELISTED
Agile Therapeutics
AGRX
– –
-10
Closed -$10K
ATCO
3138
CALL
DELISTED
Atlas Corp.
ATCO
– –
-14,900
Closed -$152K
TTM
3139
DELISTED
Tata Motors Limited
TTM
– –
-77,449
Closed -$1.42M
ABMD
3140
DELISTED
Abiomed Inc
ABMD
– –
-513
Closed -$210K
CLR
3141
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-7,692
Closed -$486K
TGA
3142
DELISTED
Transglobe Energy Corp
TGA
– –
-12,489
Closed -$35K
WBII
3143
DELISTED
WBI BullBear Global Income ETF
WBII
– –
-10,189
Closed -$243K
LFC
3144
PUT
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-23,700
Closed -$303K
MTOR
3145
CALL
DELISTED
MERITOR, Inc.
MTOR
– –
-13,300
Closed -$274K
SAFM
3146
DELISTED
Sanderson Farms Inc
SAFM
– –
-6,715
Closed -$693K
ZNGA
3147
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-74,844
Closed -$301K
DISCK
3148
CALL
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-14,100
Closed -$360K
ISBC
3149
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-20,220
Closed -$259K
PVG
3150
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-63,157
Closed -$464K
124 125
126
127 128

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QIM
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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.