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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
HRL icon
2751
CALL
Hormel Foods
HRL
$13.9B
– –
-34,800
Closed -$1.29M
HRL icon
2752
Hormel Foods
HRL
$13.9B
– –
-16,242
Closed -$604K
HRL icon
2753
PUT
Hormel Foods
HRL
$13.9B
– –
-41,800
Closed -$1.55M
HST icon
2754
Host Hotels & Resorts
HST
$17.1B
– –
-32,680
Closed -$689K
HSY icon
2755
Hershey
HSY
$36B
– –
-23,771
Closed -$2.35M
HUBS icon
2756
HubSpot
HUBS
$12.7B
– –
-1,991
Closed -$250K
HUN icon
2757
CALL
Huntsman Corp
HUN
$1.83B
– –
-8,200
Closed -$239K
HYG icon
2758
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
– –
-5,709
Closed -$486K
HYT icon
2759
BlackRock Corporate High Yield Fund
HYT
$1.37B
– –
-14,724
Closed -$154K
PPLI
2760
People Inc
PPLI
$3.45B
– –
-11,571
Closed -$376K
IAK icon
2761
iShares US Insurance ETF
IAK
$538M
– –
-3,317
Closed -$204K
IAT icon
2762
CALL
iShares US Regional Banks ETF
IAT
$689M
– –
-6,600
Closed -$324K
IBM icon
2763
IBM
IBM
$222B
– –
-21,244
Closed -$2.97M
ICLR icon
2764
Icon
ICLR
$12.1B
– –
-2,162
Closed -$287K
IDV icon
2765
iShares International Select Dividend ETF
IDV
$8.48B
– –
-21,059
Closed -$675K
IEF icon
2766
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
– –
-8,213
Closed -$842K
IEI icon
2767
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
– –
-3,646
Closed -$438K
IEO icon
2768
CALL
iShares US Oil & Gas Exploration & Production ETF
IEO
$560M
– –
-3,800
Closed -$282K
IGE icon
2769
iShares North American Natural Resources ETF
IGE
$750M
– –
-11,992
Closed -$442K
IGOV icon
2770
iShares International Treasury Bond ETF
IGOV
$1.54B
– –
-7,358
Closed -$362K
IGSB icon
2771
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
– –
-13,450
Closed -$697K
IHF icon
2772
iShares US Healthcare Providers ETF
IHF
$1.26B
– –
-8,540
Closed -$300K
IMXI icon
2773
International Money Express
IMXI
$370M
– –
-10,500
Closed -$106K
INFY icon
2774
PUT
Infosys
INFY
$51B
– –
-86,400
Closed -$839K
ING icon
2775
ING
ING
$101B
– –
-61,947
Closed -$869K
109 110
111
112 113

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
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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.