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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
RRD
3151
CALL
DELISTED
RR Donnelley & Sons Co.
RRD
– –
-47,800
Closed -$275K
XLNX
3152
CALL
DELISTED
Xilinx Inc
XLNX
– –
-11,600
Closed -$757K
XLNX
3153
PUT
DELISTED
Xilinx Inc
XLNX
– –
-22,700
Closed -$1.48M
RDS.A
3154
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-3,000
Closed -$208K
TGP
3155
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-19,600
Closed -$330K
KSU
3156
DELISTED
Kansas City Southern
KSU
– –
-2,009
Closed -$229K
KSU
3157
PUT
DELISTED
Kansas City Southern
KSU
– –
-15,500
Closed -$1.64M
EBSB
3158
DELISTED
Meridian Bancorp, Inc.
EBSB
– –
-11,328
Closed -$217K
ALXN
3159
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-15,691
Closed -$1.97M
PRAH
3160
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-2,188
Closed -$204K
NAV
3161
PUT
DELISTED
Navistar International
NAV
– –
-7,100
Closed -$289K
VAR
3162
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-3,100
Closed -$353K
MIK
3163
DELISTED
Michaels Stores, Inc
MIK
– –
-15,914
Closed -$305K
HDS
3164
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-7,600
Closed -$326K
HDS
3165
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-12,700
Closed -$545K
DNKN
3166
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-16,500
Closed -$1.14M
DNKN
3167
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-31,600
Closed -$2.18M
MNK
3168
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-12,439
Closed -$232K
NBL
3169
PUT
DELISTED
Noble Energy, Inc.
NBL
– –
-59,600
Closed -$2.1M
ZOM
3170
DELISTED
Zomedica Corp.
ZOM
– –
-13,298
Closed -$30K
ETFC
3171
DELISTED
E*Trade Financial Corporation
ETFC
– –
-27,917
Closed -$1.64M
GMO
3172
DELISTED
General Moly, Inc.
GMO
– –
-15,552
Closed -$6K
JE
3173
DELISTED
Just Energy Group Inc
JE
– –
-404
Closed -$48K
SCON
3174
DELISTED
Superconductor Technologies Inc.
SCON
– –
-114
Closed -$11K
LOGM
3175
DELISTED
LogMein, Inc.
LOGM
– –
-2,047
Closed -$211K
125 126
127
128 129

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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.