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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
IONS icon
2776
Ionis Pharmaceuticals
IONS
$9.15B
– –
-5,113
Closed -$240K
IP icon
2777
PUT
International Paper
IP
$22.4B
– –
-9,821
Closed -$484K
IPGP icon
2778
IPG Photonics
IPGP
$3.99B
– –
-1,578
Closed -$293K
IPGP icon
2779
PUT
IPG Photonics
IPGP
$3.99B
– –
-2,900
Closed -$640K
IRBT
2780
PUT
DELISTED
iRobot
IRBT
– –
-16,500
Closed -$1.25M
ISD
2781
PGIM High Yield Bond Fund
ISD
$419M
– –
-13,086
Closed -$183K
ITA icon
2782
iShares US Aerospace & Defense ETF
ITA
$14.7B
– –
-8,306
Closed -$799K
ITB icon
2783
CALL
iShares US Home Construction ETF
ITB
$2.31B
– –
-10,000
Closed -$382K
ITP icon
2784
IT Tech Packaging
ITP
$3.08M
– –
-2,195
Closed -$22K
ITUB icon
2785
Itaú Unibanco
ITUB
$90.3B
– –
-76,576
Closed -$386K
ITW icon
2786
Illinois Tool Works
ITW
$84.9B
– –
-26,677
Closed -$3.76M
IVZ icon
2787
Invesco
IVZ
$14.1B
– –
-15,453
Closed -$386K
IVZ icon
2788
PUT
Invesco
IVZ
$14.1B
– –
-25,900
Closed -$688K
IWB icon
2789
CALL
iShares Russell 1000 ETF
IWB
$49.9B
– –
-8,200
Closed -$1.25M
IWB icon
2790
PUT
iShares Russell 1000 ETF
IWB
$49.9B
– –
-1,700
Closed -$258K
IWN icon
2791
PUT
iShares Russell 2000 Value ETF
IWN
$14.7B
– –
-2,900
Closed -$383K
IWR icon
2792
iShares Russell Mid-Cap ETF
IWR
$57.3B
– –
-4,156
Closed -$228K
IWR icon
2793
PUT
iShares Russell Mid-Cap ETF
IWR
$57.3B
– –
-10,400
Closed -$552K
IWS icon
2794
PUT
iShares Russell Mid-Cap Value ETF
IWS
$16B
– –
-4,800
Closed -$425K
IYE icon
2795
CALL
iShares US Energy ETF
IYE
$1.73B
– –
-5,800
Closed -$243K
IYE icon
2796
iShares US Energy ETF
IYE
$1.73B
– –
-13,425
Closed -$563K
IYF icon
2797
CALL
iShares US Financials ETF
IYF
$4.62B
– –
-8,000
Closed -$469K
IYF icon
2798
iShares US Financials ETF
IYF
$4.62B
– –
-19,066
Closed -$1.17M
J icon
2799
Jacobs Solutions
J
$16.8B
– –
-4,300
Closed -$252K
JAZZ icon
2800
Jazz Pharmaceuticals
JAZZ
$16.4B
– –
-1,354
Closed -$233K
110 111
112
113 114

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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
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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.