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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
KSU
1051
PUT
DELISTED
Kansas City Southern
KSU
$1.64M 0.01%
15,500
+300
+2% +$32.6K
NBL
1052
CALL
DELISTED
Noble Energy, Inc.
NBL
$1.63M 0.01%
46,300
+16,900
+57% +$575K
NTR icon
1053
PUT
Nutrien
NTR
$33.2B
$1.63M 0.01%
+29,900
New +$1.48M
WWE
1054
CALL
DELISTED
World Wrestling Entertainment
WWE
$1.62M 0.01%
22,300
+8,600
+63% +$435K
UAA icon
1055
PUT
Under Armour
UAA
$2.84B
$1.62M 0.01%
72,200
+29,600
+69% +$585K
VTR icon
1056
PUT
Ventas
VTR
$48B
$1.62M 0.01%
28,400
-3,300
-10% -$173K
LYV icon
1057
CALL
Live Nation Entertainment
LYV
$40.6B
$1.61M 0.01%
33,200
+900
+3% +$38.5K
AMT icon
1058
American Tower
AMT
$80.8B
$1.61M 0.01%
11,157
+1,025
+10% +$142K
MLCO icon
1059
PUT
Melco Resorts & Entertainment
MLCO
$2.22B
$1.61M 0.01%
57,400
-19,500
-25% -$597K
PHM icon
1060
Pultegroup
PHM
$24.1B
$1.6M 0.01%
+55,791
New +$1.68M
TRGP icon
1061
PUT
Targa Resources
TRGP
$58B
$1.6M 0.01%
32,400
-6,000
-16% -$285K
TRV icon
1062
PUT
Travelers Companies
TRV
$78.1B
$1.6M 0.01%
13,100
-31,200
-70% -$4.09M
SCCO icon
1063
CALL
Southern Copper
SCCO
$143B
$1.6M 0.01%
36,784
+16,288
+79% +$782K
SHAK icon
1064
PUT
Shake Shack
SHAK
$2.53B
$1.59M 0.01%
24,100
+14,300
+146% +$793K
WPM icon
1065
PUT
Wheaton Precious Metals
WPM
$49.5B
$1.58M 0.01%
71,700
+33,300
+87% +$716K
APH icon
1066
CALL
Amphenol
APH
$198B
$1.58M 0.01%
72,400
+59,200
+448% +$1.29M
HBI
1067
PUT
DELISTED
Hanesbrands
HBI
$1.57M 0.01%
71,400
+4,200
+6% +$79.2K
MTB icon
1068
PUT
M&T Bank
MTB
$35.7B
$1.56M 0.01%
9,200
+2,400
+35% +$430K
MNST icon
1069
PUT
Monster Beverage
MNST
$94.3B
$1.56M 0.01%
54,600
-27,600
-34% -$745K
ECL icon
1070
CALL
Ecolab
ECL
$78.1B
$1.56M 0.01%
11,100
-82,200
-88% -$11.9M
HRL icon
1071
PUT
Hormel Foods
HRL
$13.8B
$1.55M 0.01%
41,800
+22,100
+112% +$793K
JNPR
1072
CALL
DELISTED
Juniper Networks
JNPR
$1.55M 0.01%
56,700
-15,100
-21% -$393K
VTR icon
1073
CALL
Ventas
VTR
$48B
$1.55M 0.01%
27,300
+4,200
+18% +$220K
CS
1074
PUT
DELISTED
Credit Suisse Group
CS
$1.55M 0.01%
104,500
-113,500
-52% -$1.83M
MCK icon
1075
McKesson
MCK
$100B
$1.55M 0.01%
11,651
+630
+6% +$92.1K
41 42
43
44 45

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.