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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
WELL icon
626
PUT
Welltower
WELL
$168B
$3.59M 0.02%
57,300
+37,200
+185% +$2.07M
LEN icon
627
CALL
Lennar Class A
LEN
$20.5B
$3.59M 0.02%
70,657
+62,703
+788% +$3.28M
TIF
628
CALL
DELISTED
Tiffany & Co.
TIF
$3.58M 0.02%
27,200
-44,000
-62% -$5.02M
GM icon
629
CALL
General Motors
GM
$76.9B
$3.57M 0.02%
90,500
-86,200
-49% -$3.39M
KMI icon
630
Kinder Morgan
KMI
$69.9B
$3.56M 0.02%
201,776
+82,143
+69% +$1.34M
NKE icon
631
Nike
NKE
$63.3B
$3.56M 0.02%
44,738
+10,915
+32% +$769K
CBRE icon
632
PUT
CBRE Group
CBRE
$43B
$3.56M 0.02%
74,600
+22,100
+42% +$1.05M
SYF icon
633
PUT
Synchrony
SYF
$25.3B
$3.56M 0.02%
106,500
+6,900
+7% +$237K
UN
634
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$3.55M 0.02%
63,700
+46,300
+266% +$2.59M
RIG icon
635
CALL
Transocean
RIG
$5.7B
$3.55M 0.02%
263,900
+70,600
+37% +$869K
TSM icon
636
PUT
TSMC
TSM
$2.11T
$3.55M 0.02%
97,000
+54,200
+127% +$2.14M
CNQ icon
637
CALL
Canadian Natural Resources
CNQ
$96.7B
$3.54M 0.02%
200,524
+16,336
+9% +$277K
KLAC icon
638
PUT
KLA
KLAC
$239B
$3.54M 0.02%
345,000
+247,000
+252% +$2.69M
PEG icon
639
CALL
Public Service Enterprise Group
PEG
$38.2B
$3.52M 0.02%
65,000
+33,400
+106% +$1.72M
BHC icon
640
PUT
Bausch Health
BHC
$2.62B
$3.5M 0.02%
150,800
+16,900
+13% +$349K
STI
641
PUT
DELISTED
SunTrust Banks, Inc.
STI
$3.5M 0.02%
53,000
+32,200
+155% +$2.19M
WELL icon
642
CALL
Welltower
WELL
$168B
$3.5M 0.02%
55,800
+19,100
+52% +$1.06M
TWLO icon
643
CALL
Twilio
TWLO
$29.8B
$3.5M 0.02%
62,400
+34,400
+123% +$1.7M
HLF icon
644
CALL
Herbalife
HLF
$1.32B
$3.48M 0.02%
64,700
-1,900
-3% -$99.9K
MCK icon
645
PUT
McKesson
MCK
$96.8B
$3.47M 0.02%
26,000
-29,900
-53% -$4.37M
IWB icon
646
iShares Russell 1000 ETF
IWB
$49B
$3.46M 0.02%
22,796
-28,921
-56% -$4.36M
BEN icon
647
PUT
Franklin Resources
BEN
$17.9B
$3.46M 0.02%
107,800
+44,500
+70% +$1.49M
CL icon
648
Colgate-Palmolive
CL
$71.6B
$3.44M 0.02%
53,113
+18,143
+52% +$1.19M
GRMN
649
CALL
Garmin
GRMN
$58.8B
$3.44M 0.02%
56,400
+11,900
+27% +$714K
PM icon
650
Philip Morris
PM
$292B
$3.43M 0.02%
42,468
+2,536
+6% +$215K
24 25
26
27 28

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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
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MCM
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NEPWA
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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.