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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
KLDX
3226
DELISTED
KLONDEX MINES LTD
KLDX
– –
-34,830
Closed -$80K
NSH
3227
DELISTED
NuStar GP Holdings LLC
NSH
– –
-17,020
Closed -$211K
BWP
3228
CALL
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-96,800
Closed -$1.13M
BWP
3229
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-125,159
Closed -$1.45M
BWP
3230
PUT
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-38,400
Closed -$446K
TNTR
3231
DELISTED
Tintri, Inc. Common Stock
TNTR
– –
-27,907
Closed -$7K
LVL
3232
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
– –
-13,199
Closed -$143K
CEI
3233
DELISTED
Camber Energy, Inc
CEI
– –
0
– -$13K
CBPO
3234
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-3,641
Closed -$362K
WPZ
3235
CALL
DELISTED
Williams Partners L.P.
WPZ
– –
-42,700
Closed -$1.73M
WPZ
3236
DELISTED
Williams Partners L.P.
WPZ
– –
-5,033
Closed -$204K
WPZ
3237
PUT
DELISTED
Williams Partners L.P.
WPZ
– –
-8,600
Closed -$349K
ARC
3238
DELISTED
ARC Document Solutions, Inc.
ARC
– –
-10,523
Closed -$19K
CAVM
3239
DELISTED
Cavium, Inc.
CAVM
– –
-2,763
Closed -$239K
DISH
3240
CALL
DELISTED
DISH Network Corp.
DISH
– –
-39,900
Closed -$1.34M
DISH
3241
DELISTED
DISH Network Corp.
DISH
– –
-10,079
Closed -$339K
DISH
3242
PUT
DELISTED
DISH Network Corp.
DISH
– –
-83,800
Closed -$2.82M
PDLI
3243
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-12,985
Closed -$30K
MINC
3244
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
– –
-4,713
Closed -$225K
JRO
3245
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
– –
-11,434
Closed -$119K
UFS
3246
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-7,146
Closed -$360K
AGGP
3247
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
– –
-14,173
Closed -$270K
CHL
3248
CALL
DELISTED
China Mobile Limited
CHL
– –
-5,500
Closed -$244K
CHL
3249
DELISTED
China Mobile Limited
CHL
– –
-37,002
Closed -$1.71M
FTR
3250
CALL
DELISTED
Frontier Communications Corp.
FTR
– –
-43,500
Closed -$233K
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.