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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
GS icon
51
CALL
Goldman Sachs
GS
$300B
$33.8M 0.22%
150,600
-108,800
-42% -$25.3M
CSCO icon
52
CALL
Cisco
CSCO
$457B
$32.9M 0.21%
675,300
-83,400
-11% -$3.75M
CSCO icon
53
PUT
Cisco
CSCO
$457B
$32.7M 0.21%
671,700
-229,800
-25% -$10.3M
ABBV icon
54
CALL
AbbVie
ABBV
$434B
$32.6M 0.21%
344,400
-69,200
-17% -$6.56M
DIS icon
55
PUT
Walt Disney
DIS
$170B
$32.5M 0.21%
278,100
-87,000
-24% -$9.68M
BABA icon
56
CALL
Alibaba
BABA
$306B
$32.2M 0.21%
195,200
-43,100
-18% -$7.63M
C icon
57
CALL
Citigroup
C
$222B
$31.9M 0.21%
444,400
-111,900
-20% -$7.91M
IBM icon
58
CALL
IBM
IBM
$215B
$31.7M 0.21%
219,555
-88,701
-29% -$12.4M
BA icon
59
CALL
Boeing
BA
$184B
$31.7M 0.21%
85,300
-99,000
-54% -$34.8M
CVX icon
60
PUT
Chevron
CVX
$384B
$31.7M 0.21%
259,300
-328,900
-56% -$39.9M
MA icon
61
PUT
Mastercard
MA
$503B
$31.1M 0.2%
139,900
-86,300
-38% -$18M
SLB icon
62
PUT
SLB Ltd
SLB
$72.9B
$29.8M 0.19%
489,300
-102,500
-17% -$6.6M
MRK icon
63
CALL
Merck
MRK
$315B
$28.9M 0.19%
426,746
+102,914
+32% +$6.56M
WMT icon
64
PUT
Walmart Inc
WMT
$880B
$28.1M 0.18%
899,100
-25,200
-3% -$771K
CRM icon
65
PUT
Salesforce
CRM
$153B
$28M 0.18%
175,800
+33,700
+24% +$5M
TGT icon
66
CALL
Target
TGT
$68B
$27.9M 0.18%
316,500
-92,200
-23% -$7.67M
HD icon
67
CALL
Home Depot
HD
$337B
$27.7M 0.18%
133,700
-105,300
-44% -$21.2M
VZ icon
68
CALL
Verizon
VZ
$198B
$27.6M 0.18%
517,300
-80,500
-13% -$4.26M
PFE icon
69
CALL
Pfizer
PFE
$142B
$26.7M 0.17%
637,986
-656,537
-51% -$25.3M
WMT icon
70
CALL
Walmart Inc
WMT
$880B
$26.5M 0.17%
846,000
-201,000
-19% -$6.15M
MMM icon
71
CALL
3M
MMM
$91.2B
$26M 0.17%
147,347
+4,903
+3% +$845K
UNP icon
72
CALL
Union Pacific
UNP
$172B
$25.5M 0.17%
156,400
-170,500
-52% -$25.7M
INTC icon
73
PUT
Intel
INTC
$457B
$24.6M 0.16%
519,800
-49,200
-9% -$2.39M
PG icon
74
CALL
Procter & Gamble
PG
$337B
$24.5M 0.16%
294,400
-54,000
-15% -$4.42M
IYR icon
75
CALL
iShares US Real Estate ETF
IYR
$4.67B
$24.5M 0.16%
305,800
-4,600
-1% -$375K
1 2
3
4 5

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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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.