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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
VRTX icon
476
CALL
Vertex Pharmaceuticals
VRTX
$121B
$5.39M 0.03%
31,700
-11,200
-26% -$1.74M
MSFT icon
477
Microsoft
MSFT
$3.68T
$5.39M 0.03%
54,629
-146,643
-73% -$14.2M
SWKS icon
478
CALL
Skyworks Solutions
SWKS
$9.96B
$5.37M 0.03%
55,600
-12,200
-18% -$1.19M
RGLD icon
479
CALL
Royal Gold
RGLD
$17.6B
$5.36M 0.03%
57,700
+15,700
+37% +$1.41M
SYK icon
480
Stryker
SYK
$129B
$5.36M 0.03%
+31,713
New +$5.33M
TTE icon
481
CALL
TotalEnergies
TTE
$190B
$5.35M 0.03%
88,300
-8,000
-8% -$490K
ULTA icon
482
CALL
Ulta Beauty
ULTA
$23.4B
$5.35M 0.03%
22,900
-25,100
-52% -$6.06M
PRGO icon
483
CALL
Perrigo
PRGO
$1.47B
$5.3M 0.03%
72,700
+23,500
+48% +$1.81M
LVS icon
484
CALL
Las Vegas Sands
LVS
$29.8B
$5.3M 0.03%
69,400
-1,900
-3% -$145K
PPLI
485
CALL
People Inc
PPLI
$3.43B
$5.29M 0.03%
194,161
+130,933
+207% +$3.59M
PHM icon
486
CALL
Pultegroup
PHM
$25.1B
$5.29M 0.03%
184,000
+7,100
+4% +$214K
NVS icon
487
PUT
Novartis
NVS
$292B
$5.24M 0.03%
77,339
-171,417
-69% -$11.8M
CME icon
488
CALL
CME Group
CME
$94.7B
$5.23M 0.03%
31,900
+21,000
+193% +$3.43M
BBY icon
489
PUT
Best Buy
BBY
$18.2B
$5.21M 0.03%
69,900
+13,500
+24% +$998K
PAYX icon
490
PUT
Paychex
PAYX
$41.9B
$5.2M 0.03%
76,100
+69,000
+972% +$4.45M
PSA icon
491
CALL
Public Storage
PSA
$60.6B
$5.2M 0.03%
22,900
-100
-0.4% -$20.8K
GE icon
492
PUT
GE Aerospace
GE
$392B
$5.16M 0.03%
79,146
+54,002
+215% +$3.6M
CI icon
493
PUT
Cigna
CI
$72.9B
$5.13M 0.03%
30,200
-20,300
-40% -$3.51M
EMR icon
494
CALL
Emerson Electric
EMR
$86.4B
$5.12M 0.03%
74,100
+51,000
+221% +$3.58M
B
495
PUT
Barrick Mining
B
$64.3B
$5.12M 0.03%
390,200
-179,600
-32% -$2.35M
FLR icon
496
CALL
Fluor
FLR
$7.23B
$5.12M 0.03%
104,900
-1,600
-2% -$83.8K
CLX icon
497
PUT
Clorox
CLX
$12.5B
$5.11M 0.03%
37,800
+1,600
+4% +$198K
IVE icon
498
iShares S&P 500 Value ETF
IVE
$49.8B
$5.08M 0.03%
46,096
+19,045
+70% +$2.11M
IJR icon
499
CALL
iShares Core S&P Small-Cap ETF
IJR
$113B
$4.99M 0.02%
59,800
+46,400
+346% +$3.78M
WYNN icon
500
PUT
Wynn Resorts
WYNN
$10.1B
$4.97M 0.02%
29,700
-58,600
-66% -$10.8M
18 19
20
21 22

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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
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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.