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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
+2.61%
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
$20.1B
AUM Growth
+$2.23B
Cap. Flow
+$1.48B
Cap. Flow %
7.34%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,013
Reduced
977
Closed
628

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$52.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$28.8M
3
JPM icon
JPMorgan Chase
JPM
+$15.5M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$13.9M
5
CMCSA icon
Comcast
CMCSA
+$10.3M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.9M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18M
3
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$16.3M
4
MSFT icon
Microsoft
MSFT
+$14.2M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$11.5M

Sector Composition

Rank Sector Weight
1 Financials 0.72%
2 Technology 0.56%
3 Consumer Discretionary 0.49%
4 Healthcare 0.48%
5 Consumer Staples 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WHR icon
401
PUT
Whirlpool
WHR
$2.89B
$6.43M 0.03%
44,000
-800
-2% -$122K
GM icon
402
PUT
General Motors
GM
$77.5B
$6.42M 0.03%
163,000
-12,000
-7% -$472K
AMD icon
403
CALL
Advanced Micro Devices
AMD
$846B
$6.41M 0.03%
427,300
+94,500
+28% +$1.2M
EWZ icon
404
PUT
iShares MSCI Brazil ETF
EWZ
$9.14B
$6.39M 0.03%
+199,400
New +$7.68M
GIS icon
405
CALL
General Mills
GIS
$19.3B
$6.37M 0.03%
144,000
+56,300
+64% +$2.46M
BRK.B icon
406
Berkshire Hathaway Class B
BRK.B
$1.12T
$6.35M 0.03%
34,027
-17,585
-34% -$3.43M
LNC icon
407
PUT
Lincoln National
LNC
$9B
$6.35M 0.03%
102,000
-32,700
-24% -$2.24M
KMB icon
408
CALL
Kimberly-Clark
KMB
$37B
$6.32M 0.03%
60,000
+11,800
+24% +$1.23M
CMCSA icon
409
CALL
Comcast
CMCSA
$88.5B
$6.32M 0.03%
192,600
-93,500
-33% -$3.05M
RIG icon
410
PUT
Transocean
RIG
$5.78B
$6.31M 0.03%
469,200
+178,800
+62% +$2.2M
KMX icon
411
CALL
CarMax
KMX
$8.16B
$6.3M 0.03%
86,500
+37,900
+78% +$2.53M
PSX icon
412
PUT
Phillips 66
PSX
$82.5B
$6.3M 0.03%
56,100
-14,200
-20% -$1.6M
EXC icon
413
CALL
Exelon
EXC
$47.2B
$6.27M 0.03%
206,374
+94,214
+84% +$2.7M
COR icon
414
PUT
Cencora
COR
$59.6B
$6.22M 0.03%
72,900
+18,200
+33% +$1.6M
EWW icon
415
iShares MSCI Mexico ETF
EWW
$1.98B
$6.21M 0.03%
131,645
+100,854
+328% +$4.86M
NUE icon
416
CALL
Nucor
NUE
$62.4B
$6.2M 0.03%
99,200
+28,600
+41% +$1.83M
AZO icon
417
PUT
AutoZone
AZO
$49.4B
$6.17M 0.03%
9,200
-22,500
-71% -$14.5M
PVH icon
418
CALL
PVH
PVH
$4.09B
$6.17M 0.03%
41,200
+28,600
+227% +$4.5M
CSCO icon
419
Cisco
CSCO
$480B
$6.16M 0.03%
143,114
+75,308
+111% +$3.29M
MCD icon
420
CALL
McDonald's
MCD
$191B
$6.14M 0.03%
39,200
-17,600
-31% -$2.85M
BAX icon
421
CALL
Baxter International
BAX
$14.7B
$6.14M 0.03%
83,100
-43,600
-34% -$3.07M
GPC icon
422
CALL
Genuine Parts
GPC
$18.3B
$6.13M 0.03%
66,800
+14,300
+27% +$1.3M
PG icon
423
Procter & Gamble
PG
$345B
$6.12M 0.03%
78,369
+48,384
+161% +$3.64M
PNC icon
424
CALL
PNC Financial Services
PNC
$101B
$6.09M 0.03%
45,100
-32,200
-42% -$4.7M
PLD icon
425
CALL
Prologis
PLD
$130B
$6.09M 0.03%
92,700
+78,300
+544% +$5.04M
15 16
17
18 19

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

Two Sigma Securities's Q2 2018 Portfolio in Review

As of Q2 2018, Two Sigma Securities held 3,238 positions worth $20.1B, up 13% from $17.9B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Two Sigma Securities deployed $1.48B of net new capital in Q2 2018, opening 604 new positions and adding to 1,013 existing holdings. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M.

By sector, the portfolio is most concentrated in Financials at 0.72% of assets, down from 0.77% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was Microsoft, an estimated $14.2M trimmed.

  • Two Sigma Securities's largest Q2 2018 buy was JPMorgan Chase: 141,481 shares worth $14.7M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q2 2018, an estimated $52.4M increase.
  • Two Sigma Securities's biggest Q2 2018 reduction was Microsoft, cutting an estimated $14.2M.
  • Two Sigma Securities fully exited iShares Core S&P 500 ETF in Q2 2018, selling an estimated $18.9M.
  • Two Sigma Securities's ten largest holdings make up 40% of its $20.1B portfolio in Q2 2018.
  • Two Sigma Securities opened 604 new positions and closed 628 in Q2 2018.
  • Two Sigma Securities's portfolio value rose 13% quarter-over-quarter to $20.1B.

Based on Two Sigma Securities's 13F filing for Q2 2018, filed 14 Aug 2018.