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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
ICON
3201
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-1,051
Closed -$6K
SGYP
3202
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-13,760
Closed -$24K
P
3203
PUT
DELISTED
Pandora Media Inc
P
– –
-42,000
Closed -$331K
CVRR
3204
DELISTED
CVR Refining, LP
CVRR
– –
-14,589
Closed -$326K
SCG
3205
DELISTED
Scana
SCG
– –
-5,861
Closed -$226K
ESRX
3206
CALL
DELISTED
Express Scripts Holding Company
ESRX
– –
-12,700
Closed -$981K
RSYS
3207
DELISTED
Radisys Corp
RSYS
– –
-23,510
Closed -$16K
OCLR
3208
DELISTED
Oclaro Inc.
OCLR
– –
-11,330
Closed -$101K
SONC
3209
CALL
DELISTED
Sonic Corp
SONC
– –
-21,700
Closed -$747K
SONC
3210
PUT
DELISTED
Sonic Corp
SONC
– –
-39,800
Closed -$1.37M
MITL
3211
DELISTED
Mitel Networks Corporation
MITL
– –
-50,358
Closed -$552K
EGN
3212
PUT
DELISTED
Energen
EGN
– –
-20,300
Closed -$1.48M
DFBG
3213
DELISTED
Differential Brands Group Inc
DFBG
– –
-13,082
Closed -$50K
PX
3214
CALL
DELISTED
Praxair Inc
PX
– –
-3,100
Closed -$490K
PX
3215
PUT
DELISTED
Praxair Inc
PX
– –
-3,200
Closed -$506K
BAC.WS.B
3216
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
– –
-20,535
Closed -$13K
SVU
3217
CALL
DELISTED
SUPERVALU Inc.
SVU
– –
-24,300
Closed -$499K
SVU
3218
PUT
DELISTED
SUPERVALU Inc.
SVU
– –
-12,400
Closed -$254K
ANDV
3219
DELISTED
Andeavor
ANDV
– –
-2,888
Closed -$426K
ILG
3220
CALL
DELISTED
ILG, Inc Common Stock
ILG
– –
-7,600
Closed -$251K
PAY
3221
CALL
DELISTED
Verifone Systems Inc
PAY
– –
-35,500
Closed -$810K
PAY
3222
PUT
DELISTED
Verifone Systems Inc
PAY
– –
-42,200
Closed -$963K
MATR
3223
DELISTED
Mattersight Corp.
MATR
– –
-42,039
Closed -$112K
NSM
3224
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-19,100
Closed -$335K
MACQW
3225
DELISTED
M I Acquisitions, Inc. Warrant
MACQW
– –
-24,600
Closed -$37K
127 128
129
130 131

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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.