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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
CLRB icon
2626
Cellectar Biosciences
CLRB
$20.5M
– –
-11
Closed -$20K
CMU
2627
DELISTED
MFS High Yield Municipal Trust
CMU
– –
-16,080
Closed -$73K
CNC icon
2628
Centene
CNC
$31.7B
– –
-10,958
Closed -$761K
CNI icon
2629
CALL
Canadian National Railway
CNI
$77B
– –
-3,700
Closed -$302K
CNP icon
2630
CALL
CenterPoint Energy
CNP
$27.4B
– –
-49,500
Closed -$1.37M
CNP icon
2631
PUT
CenterPoint Energy
CNP
$27.4B
– –
-25,400
Closed -$704K
CNQ icon
2632
Canadian Natural Resources
CNQ
$96.3B
– –
-46,529
Closed -$788K
CNX icon
2633
CNX Resources
CNX
$5.27B
– –
-15,330
Closed -$243K
COLM icon
2634
Columbia Sportswear
COLM
$2.95B
– –
-3,101
Closed -$282K
COR icon
2635
Cencora
COR
$59.6B
– –
-25,734
Closed -$2.23M
CP icon
2636
Canadian Pacific Kansas City
CP
$79.7B
– –
-50,965
Closed -$2.04M
CPRT icon
2637
CALL
Copart
CPRT
$27.2B
– –
-28,800
Closed -$407K
CPRI icon
2638
Capri Holdings
CPRI
$1.9B
– –
-14,327
Closed -$1M
CRI icon
2639
CALL
Carter's
CRI
$1.46B
– –
-2,400
Closed -$260K
CROX icon
2640
Crocs
CROX
$6.77B
– –
-11,117
Closed -$196K
CRUS icon
2641
PUT
Cirrus Logic
CRUS
$6.74B
– –
-7,400
Closed -$284K
CTRA
2642
CALL
DELISTED
Coterra Energy
CTRA
– –
-44,800
Closed -$1.07M
CTSH icon
2643
Cognizant
CTSH
$25.3B
– –
-12,394
Closed -$970K
CVCO icon
2644
Cavco Industries
CVCO
$4.36B
– –
-1,161
Closed -$241K
CVE icon
2645
Cenovus Energy
CVE
$53B
– –
-14,205
Closed -$139K
CVEO icon
2646
Civeo
CVEO
$338M
– –
-1,341
Closed -$70K
CVI icon
2647
CALL
CVR Energy
CVI
$3.35B
– –
-49,600
Closed -$1.83M
CVX icon
2648
Chevron
CVX
$379B
– –
-5,574
Closed -$676K
CXW icon
2649
CALL
CoreCivic
CXW
$2.98B
– –
-25,000
Closed -$597K
CXW icon
2650
PUT
CoreCivic
CXW
$2.98B
– –
-34,900
Closed -$834K
104 105
106
107 108

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OAM
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WFAL
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
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.