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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
BYD icon
2601
Boyd Gaming
BYD
$6.27B
– –
-7,770
Closed -$269K
BZH icon
2602
CALL
Beazer Homes USA
BZH
$910M
– –
-18,900
Closed -$279K
CAKE icon
2603
CALL
Cheesecake Factory
CAKE
$5.26B
– –
-8,900
Closed -$490K
CARM
2604
DELISTED
Carisma Therapeutics
CARM
– –
-573
Closed -$22K
CASI
2605
DELISTED
CASI Pharmaceuticals
CASI
– –
-2,280
Closed -$188K
CB icon
2606
Chubb
CB
$134B
– –
-5,339
Closed -$722K
CBRL icon
2607
Cracker Barrel
CBRL
$1.28B
– –
-1,319
Closed -$198K
CCJ icon
2608
PUT
Cameco
CCJ
$40.5B
– –
-13,200
Closed -$149K
CCK icon
2609
CALL
Crown Holdings
CCK
$13.2B
– –
-5,200
Closed -$233K
CDNS icon
2610
PUT
Cadence Design Systems
CDNS
$93.8B
– –
-10,200
Closed -$442K
CE icon
2611
CALL
Celanese
CE
$4.96B
– –
-3,500
Closed -$389K
CENX icon
2612
PUT
Century Aluminum
CENX
$4.66B
– –
-31,300
Closed -$493K
CF icon
2613
CF Industries
CF
$18.1B
– –
-5,216
Closed -$252K
CFO icon
2614
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$425M
– –
-5,014
Closed -$248K
CGNX icon
2615
Cognex
CGNX
$11.9B
– –
-5,948
Closed -$265K
CHD icon
2616
Church & Dwight Co
CHD
$24.4B
– –
-5,227
Closed -$278K
CHE icon
2617
Chemed
CHE
$7.05B
– –
-838
Closed -$270K
CHRW icon
2618
C.H. Robinson
CHRW
$18.1B
– –
-2,457
Closed -$231K
CHTR icon
2619
CALL
Charter Communications
CHTR
$18.3B
– –
-4,500
Closed -$1.32M
CIF
2620
DELISTED
MFS Intermediate High Income Fund
CIF
– –
-29,312
Closed -$74K
CIK
2621
Credit Suisse Asset Management Income Fund
CIK
$133M
– –
-17,653
Closed -$56K
CIM
2622
CALL
Chimera Investment
CIM
$1.06B
– –
-9,033
Closed -$495K
CIM
2623
PUT
Chimera Investment
CIM
$1.06B
– –
-3,933
Closed -$216K
CLB icon
2624
Core Laboratories
CLB
$515M
– –
-7,232
Closed -$816K
CLB icon
2625
PUT
Core Laboratories
CLB
$515M
– –
-9,200
Closed -$1.16M
103 104
105
106 107

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OAM
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WFAL
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NOCM
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QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.