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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
TLRD
3176
PUT
DELISTED
Tailored Brands, Inc.
TLRD
– –
-13,000
Closed -$332K
ENT
3177
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-1,124
Closed -$71K
SDRL
3178
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-49
Closed -$3K
MLNX
3179
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-2,374
Closed -$200K
AKS
3180
CALL
DELISTED
AK Steel Holding Corp
AKS
– –
-164,700
Closed -$715K
AKS
3181
DELISTED
AK Steel Holding Corp
AKS
– –
-115,319
Closed -$500K
AKS
3182
PUT
DELISTED
AK Steel Holding Corp
AKS
– –
-132,700
Closed -$576K
PKD
3183
DELISTED
Parker Drilling Company
PKD
– –
-1,367
Closed -$8K
WCG
3184
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-1,248
Closed -$307K
WCG
3185
PUT
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-900
Closed -$222K
MDCO
3186
DELISTED
Medicines Co
MDCO
– –
-25,542
Closed -$937K
GWR
3187
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-3,074
Closed -$250K
ATIS
3188
DELISTED
Attis Industries Inc. Common Stock
ATIS
– –
-2,678
Closed -$8K
DF
3189
CALL
DELISTED
Dean Foods Company
DF
– –
-24,800
Closed -$261K
DF
3190
PUT
DELISTED
Dean Foods Company
DF
– –
-31,900
Closed -$335K
AREX
3191
DELISTED
Approach Resources Inc.
AREX
– –
-10,160
Closed -$25K
NRCG
3192
DELISTED
NRC Group Holdings Corp.
NRCG
– –
-11,663
Closed -$118K
SFLY
3193
CALL
DELISTED
Shutterfly, Inc.
SFLY
– –
-4,800
Closed -$432K
APC
3194
DELISTED
Anadarko Petroleum
APC
– –
-9,541
Closed -$644K
USG
3195
CALL
DELISTED
Usg
USG
– –
-13,700
Closed -$591K
USG
3196
PUT
DELISTED
Usg
USG
– –
-10,500
Closed -$453K
CBK
3197
DELISTED
Christopher & Banks Corporation
CBK
– –
-20,508
Closed -$19K
EHIC
3198
DELISTED
eHi Car Services Limited
EHIC
– –
-10,260
Closed -$133K
ARRS
3199
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-9,106
Closed -$232K
IPCI
3200
DELISTED
Intellipharmaceuticals International Inc.
IPCI
– –
-2,591
Closed -$12K
126 127
128
129 130

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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.