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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
KMX icon
426
PUT
CarMax
KMX
$8.16B
$6.08M 0.03%
83,400
+63,000
+309% +$4.21M
ED icon
427
CALL
Consolidated Edison
ED
$40B
$6.07M 0.03%
77,800
-45,700
-37% -$3.49M
SYY icon
428
CALL
Sysco
SYY
$39.6B
$6.06M 0.03%
88,800
+25,100
+39% +$1.6M
FAS icon
429
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.48B
$6.05M 0.03%
+96,000
New +$6.29M
ROP icon
430
CALL
Roper Technologies
ROP
$38.8B
$6.04M 0.03%
21,900
+19,400
+776% +$5.35M
XHB icon
431
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.54B
$6.03M 0.03%
152,500
+13,600
+10% +$543K
TCOM icon
432
PUT
Trip.com Group
TCOM
$29.5B
$6.03M 0.03%
126,500
+55,400
+78% +$2.5M
AFL icon
433
PUT
Aflac
AFL
$63.7B
$5.99M 0.03%
139,200
+75,100
+117% +$3.37M
DVY icon
434
PUT
iShares Select Dividend ETF
DVY
$23.8B
$5.98M 0.03%
61,200
+58,200
+1,940% +$5.65M
ALL icon
435
CALL
Allstate
ALL
$67.6B
$5.97M 0.03%
65,400
+28,100
+75% +$2.67M
RCL icon
436
PUT
Royal Caribbean
RCL
$87.1B
$5.97M 0.03%
57,600
-15,200
-21% -$1.67M
PHM icon
437
PUT
Pultegroup
PHM
$25.1B
$5.95M 0.03%
207,100
+19,600
+10% +$590K
BSX icon
438
CALL
Boston Scientific
BSX
$71.1B
$5.94M 0.03%
181,700
+115,100
+173% +$3.47M
TJX icon
439
CALL
TJX Companies
TJX
$174B
$5.94M 0.03%
124,800
-37,400
-23% -$1.64M
AAL icon
440
PUT
American Airlines Group
AAL
$11B
$5.93M 0.03%
156,200
-28,100
-15% -$1.24M
AA icon
441
CALL
Alcoa
AA
$12.4B
$5.93M 0.03%
126,400
+30,600
+32% +$1.54M
TCOM icon
442
CALL
Trip.com Group
TCOM
$29.5B
$5.92M 0.03%
124,400
+52,700
+74% +$2.38M
DLTR icon
443
PUT
Dollar Tree
DLTR
$25.1B
$5.86M 0.03%
68,900
-32,700
-32% -$3.02M
WYNN icon
444
CALL
Wynn Resorts
WYNN
$10.1B
$5.86M 0.03%
35,000
-37,200
-52% -$6.87M
KR icon
445
PUT
Kroger
KR
$35.4B
$5.81M 0.03%
204,300
+103,400
+102% +$2.6M
MDLZ icon
446
CALL
Mondelez International
MDLZ
$79.2B
$5.8M 0.03%
141,500
+2,200
+2% +$88.4K
CMI icon
447
CALL
Cummins
CMI
$87.8B
$5.8M 0.03%
43,600
-20,800
-32% -$3.11M
ROST icon
448
PUT
Ross Stores
ROST
$80.5B
$5.8M 0.03%
68,400
+17,300
+34% +$1.41M
FDX icon
449
FedEx
FDX
$74.1B
$5.8M 0.03%
25,527
+16,818
+193% +$4.17M
PSX icon
450
CALL
Phillips 66
PSX
$82.5B
$5.76M 0.03%
51,300
+34,400
+204% +$3.87M
16 17
18
19 20

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
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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
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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.