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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
CY
3251
CALL
DELISTED
Cypress Semiconductor
CY
– –
-38,200
Closed -$595K
CY
3252
PUT
DELISTED
Cypress Semiconductor
CY
– –
-19,700
Closed -$307K
SHPG
3253
CALL
DELISTED
Shire pic
SHPG
– –
-2,600
Closed -$439K
SHPG
3254
PUT
DELISTED
Shire pic
SHPG
– –
-6,500
Closed -$1.1M
MTGE
3255
DELISTED
MTGE Investment Corp. Common Stock
MTGE
– –
-30,389
Closed -$596K
IBMG
3256
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
– –
-9,639
Closed -$245K
SLY
3257
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
– –
-8,665
Closed -$626K
RHT
3258
DELISTED
Red Hat Inc
RHT
– –
-1,816
Closed -$260K
CIT
3259
CALL
DELISTED
CIT Group Inc.
CIT
– –
-11,200
Closed -$565K
FNSR
3260
CALL
DELISTED
Finisar Corp
FNSR
– –
-27,200
Closed -$490K
CZR
3261
PUT
DELISTED
Caesars Entertainment Corporation
CZR
– –
-21,900
Closed -$234K
GCVRZ
3262
DELISTED
Sanofi Contingent Value Rights
GCVRZ
– –
-15,497
Closed -$8K
DWT
3263
DELISTED
VelocityShares 3x Inverse Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
DWT
– –
-29,710
Closed -$180K
SPN
3264
DELISTED
Superior Energy Services, Inc.
SPN
– –
-1,767
Closed -$172K
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.