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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
EQT icon
851
PUT
EQT Corp
EQT
$33.5B
$2.24M 0.01%
74,582
+31,229
+72% +$871K
LLY icon
852
Eli Lilly
LLY
$1,000B
$2.24M 0.01%
+26,250
New +$2.16M
ZBH icon
853
CALL
Zimmer Biomet
ZBH
$18.8B
$2.24M 0.01%
20,703
-1,648
-7% -$179K
EMN icon
854
PUT
Eastman Chemical
EMN
$8.23B
$2.24M 0.01%
22,400
+5,800
+35% +$612K
AVB icon
855
PUT
AvalonBay Communities
AVB
$27B
$2.23M 0.01%
13,000
-5,700
-30% -$942K
WLL
856
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$2.23M 0.01%
565
-444
-44% -$1.53M
CE icon
857
PUT
Celanese
CE
$4.81B
$2.23M 0.01%
20,100
+13,400
+200% +$1.48M
AMP icon
858
PUT
Ameriprise Financial
AMP
$48.8B
$2.22M 0.01%
15,900
+5,100
+47% +$723K
TRIP icon
859
PUT
TripAdvisor
TRIP
$1.69B
$2.22M 0.01%
39,900
+17,900
+81% +$855K
SWK icon
860
CALL
Stanley Black & Decker
SWK
$14.8B
$2.22M 0.01%
16,700
-14,900
-47% -$2.14M
SNAP icon
861
CALL
Snap
SNAP
$8.48B
$2.22M 0.01%
169,300
+78,300
+86% +$1.01M
AZN icon
862
PUT
AstraZeneca
AZN
$245B
$2.21M 0.01%
31,500
-29,700
-49% -$2.14M
HSY icon
863
Hershey
HSY
$35.7B
$2.21M 0.01%
23,771
+13,236
+126% +$1.23M
MELI icon
864
CALL
Mercado Libre
MELI
$96.3B
$2.21M 0.01%
7,400
-7,500
-50% -$2.37M
ROP icon
865
PUT
Roper Technologies
ROP
$38.8B
$2.21M 0.01%
8,000
+6,600
+471% +$1.82M
DUK icon
866
PUT
Duke Energy
DUK
$96.9B
$2.21M 0.01%
27,900
-35,500
-56% -$2.73M
YUM icon
867
CALL
Yum! Brands
YUM
$40.6B
$2.21M 0.01%
28,200
-58,800
-68% -$4.91M
K
868
PUT
DELISTED
Kellanova
K
$2.2M 0.01%
33,548
-10,117
-23% -$602K
EQR icon
869
Equity Residential
EQR
$25.3B
$2.2M 0.01%
+34,549
New +$2.15M
MOS icon
870
CALL
The Mosaic Company
MOS
$6.93B
$2.2M 0.01%
78,400
+64,600
+468% +$1.75M
COR icon
871
Cencora
COR
$60B
$2.19M 0.01%
25,734
+20,534
+395% +$1.8M
VEA icon
872
Vanguard FTSE Developed Markets ETF
VEA
$230B
$2.19M 0.01%
51,145
+30,370
+146% +$1.35M
VMC icon
873
CALL
Vulcan Materials
VMC
$36.7B
$2.19M 0.01%
17,000
-7,700
-31% -$949K
WBA
874
DELISTED
Walgreens Boots Alliance
WBA
$2.19M 0.01%
36,519
+3,398
+10% +$219K
DG icon
875
CALL
Dollar General
DG
$28.2B
$2.19M 0.01%
22,200
-9,900
-31% -$952K
33 34
35
36 37

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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.