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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
VWO icon
776
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$2.57M 0.01%
60,934
+6,399
+12% +$289K
SLB icon
777
SLB Ltd
SLB
$73.2B
$2.57M 0.01%
38,341
-63,921
-63% -$4.39M
PXD
778
DELISTED
Pioneer Natural Resource Co.
PXD
$2.56M 0.01%
13,529
+3,078
+29% +$590K
ENB icon
779
Enbridge
ENB
$118B
$2.55M 0.01%
71,558
+51,986
+266% +$1.65M
A icon
780
PUT
Agilent Technologies
A
$39.5B
$2.55M 0.01%
41,200
+13,700
+50% +$894K
GRMN
781
PUT
Garmin
GRMN
$58.8B
$2.54M 0.01%
41,700
+20,800
+100% +$1.25M
CNQ icon
782
PUT
Canadian Natural Resources
CNQ
$96.7B
$2.54M 0.01%
143,961
+26,954
+23% +$456K
D icon
783
PUT
Dominion Energy
D
$60.5B
$2.54M 0.01%
37,300
-17,900
-32% -$1.17M
EQIX icon
784
CALL
Equinix
EQIX
$102B
$2.54M 0.01%
5,900
+200
+4% +$80.8K
NCLH icon
785
CALL
Norwegian Cruise Line
NCLH
$9.07B
$2.53M 0.01%
53,500
-13,500
-20% -$711K
ABBV icon
786
AbbVie
ABBV
$433B
$2.53M 0.01%
27,275
-30,689
-53% -$3M
HOG icon
787
PUT
Harley-Davidson
HOG
$2.66B
$2.52M 0.01%
59,900
+30,500
+104% +$1.29M
HAL icon
788
Halliburton
HAL
$26.6B
$2.51M 0.01%
55,762
-18,336
-25% -$913K
IRBT
789
CALL
DELISTED
iRobot
IRBT
$2.5M 0.01%
33,000
-25,800
-44% -$1.71M
URI icon
790
United Rentals
URI
$69.5B
$2.5M 0.01%
16,903
+12,849
+317% +$2.1M
TOL icon
791
CALL
Toll Brothers
TOL
$14.1B
$2.49M 0.01%
67,300
+17,400
+35% +$713K
ALRM icon
792
CALL
Alarm.com
ALRM
$2.75B
$2.48M 0.01%
61,300
+22,600
+58% +$938K
ESV
793
PUT
DELISTED
Ensco Rowan plc
ESV
$2.47M 0.01%
85,175
+60,825
+250% +$1.49M
LEG icon
794
CALL
Leggett & Platt
LEG
$1.37B
$2.46M 0.01%
55,000
+38,000
+224% +$1.63M
IWN icon
795
CALL
iShares Russell 2000 Value ETF
IWN
$14.5B
$2.45M 0.01%
18,600
+16,300
+709% +$2.1M
TSN icon
796
PUT
Tyson Foods
TSN
$21B
$2.45M 0.01%
35,600
-14,800
-29% -$1.03M
EQIX icon
797
PUT
Equinix
EQIX
$102B
$2.45M 0.01%
5,700
-400
-7% -$162K
WSM icon
798
PUT
Williams-Sonoma
WSM
$28.2B
$2.45M 0.01%
79,800
-54,200
-40% -$1.45M
MAR icon
799
PUT
Marriott International
MAR
$91.5B
$2.44M 0.01%
19,300
-8,400
-30% -$1.14M
APTV icon
800
PUT
Aptiv
APTV
$12.1B
$2.44M 0.01%
26,600
+12,000
+82% +$1.12M
30 31
32
33 34

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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
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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.