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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
KMI icon
601
CALL
Kinder Morgan
KMI
$69.9B
$3.79M 0.02%
214,600
-14,800
-6% -$242K
EL icon
602
PUT
Estee Lauder
EL
$30.6B
$3.75M 0.02%
26,300
-700
-3% -$104K
AFL icon
603
Aflac
AFL
$64.5B
$3.75M 0.02%
+87,079
New +$3.91M
CCL icon
604
CALL
Carnival Corporation Ltd
CCL
$39.4B
$3.74M 0.02%
65,200
+4,300
+7% +$273K
INTU icon
605
Intuit
INTU
$87.1B
$3.73M 0.02%
18,283
+3,354
+22% +$643K
UAL icon
606
PUT
United Airlines
UAL
$41.7B
$3.73M 0.02%
53,500
-56,800
-51% -$3.95M
RCL icon
607
CALL
Royal Caribbean
RCL
$86.7B
$3.72M 0.02%
35,900
-36,800
-51% -$4.04M
WY icon
608
PUT
Weyerhaeuser
WY
$18.2B
$3.71M 0.02%
101,900
-1,600
-2% -$58.5K
CAR icon
609
CALL
Avis
CAR
$4.91B
$3.71M 0.02%
114,200
+48,200
+73% +$2.1M
VTRS icon
610
CALL
Viatris
VTRS
$20.5B
$3.71M 0.02%
102,600
+12,200
+13% +$479K
ITW icon
611
Illinois Tool Works
ITW
$83B
$3.7M 0.02%
26,677
+23,621
+773% +$3.5M
HSY icon
612
PUT
Hershey
HSY
$35.7B
$3.69M 0.02%
39,700
-2,800
-7% -$261K
CIEN icon
613
CALL
Ciena
CIEN
$55.3B
$3.68M 0.02%
138,900
+14,100
+11% +$358K
EW icon
614
CALL
Edwards Lifesciences
EW
$51.1B
$3.67M 0.02%
75,600
+41,400
+121% +$1.93M
WB icon
615
CALL
Weibo
WB
$2.01B
$3.67M 0.02%
41,300
-4,500
-10% -$489K
BBY icon
616
CALL
Best Buy
BBY
$18B
$3.66M 0.02%
49,100
-7,800
-14% -$577K
OMC icon
617
CALL
Omnicom Group
OMC
$21.7B
$3.65M 0.02%
47,800
+18,900
+65% +$1.4M
CAG icon
618
CALL
Conagra Brands
CAG
$7.14B
$3.64M 0.02%
102,000
+40,500
+66% +$1.51M
SPLK
619
PUT
DELISTED
Splunk Inc
SPLK
$3.64M 0.02%
36,700
+4,600
+14% +$500K
STX icon
620
CALL
Seagate
STX
$189B
$3.63M 0.02%
64,200
+47,600
+287% +$2.75M
WDAY icon
621
PUT
Workday
WDAY
$40.8B
$3.62M 0.02%
29,900
-24,500
-45% -$3.14M
DINO icon
622
CALL
HF Sinclair
DINO
$15.8B
$3.62M 0.02%
52,900
-16,200
-23% -$1.08M
NEM icon
623
CALL
Newmont
NEM
$100B
$3.62M 0.02%
95,900
-58,900
-38% -$2.32M
BXP icon
624
PUT
Boston Properties
BXP
$11.2B
$3.61M 0.02%
28,800
+24,900
+638% +$3.02M
SU icon
625
PUT
Suncor Energy
SU
$77.9B
$3.6M 0.02%
88,500
-84,000
-49% -$3.27M
23 24
25
26 27

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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
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.