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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
CXO
1126
DELISTED
CONCHO RESOURCES INC.
CXO
$1.4M 0.01%
10,136
+6,402
+171% +$916K
BBWI icon
1127
Bath & Body Works
BBWI
$4.06B
$1.4M 0.01%
46,950
+36,897
+367% +$1.07M
SNA icon
1128
CALL
Snap-on
SNA
$21.2B
$1.4M 0.01%
8,700
+2,100
+32% +$318K
HLF icon
1129
PUT
Herbalife
HLF
$1.29B
$1.4M 0.01%
26,000
-17,400
-40% -$915K
MLCO icon
1130
Melco Resorts & Entertainment
MLCO
$2.22B
$1.4M 0.01%
49,884
+1,298
+3% +$39.8K
NBIS
1131
PUT
Nebius Group N.V.
NBIS
$48.3B
$1.4M 0.01%
38,900
-30,500
-44% -$1.06M
ANF icon
1132
CALL
Abercrombie & Fitch
ANF
$4.42B
$1.4M 0.01%
57,000
-19,300
-25% -$505K
AN icon
1133
CALL
AutoNation
AN
$7.11B
$1.39M 0.01%
28,700
-13,900
-33% -$659K
LUV icon
1134
PUT
Southwest Airlines
LUV
$22B
$1.39M 0.01%
27,400
-52,600
-66% -$2.77M
SFM icon
1135
CALL
Sprouts Farmers Market
SFM
$8.13B
$1.39M 0.01%
63,000
+19,800
+46% +$448K
DLR icon
1136
CALL
Digital Realty Trust
DLR
$69.7B
$1.38M 0.01%
12,400
+3,000
+32% +$318K
WUBA
1137
CALL
DELISTED
58.com Inc
WUBA
$1.38M 0.01%
19,900
-3,200
-14% -$261K
SSO icon
1138
ProShares Ultra S&P500
SSO
$7.87B
$1.38M 0.01%
99,136
+47,280
+91% +$651K
TM icon
1139
CALL
Toyota
TM
$224B
$1.38M 0.01%
10,700
-31,000
-74% -$4.09M
BEN icon
1140
Franklin Resources
BEN
$17.6B
$1.38M 0.01%
42,960
+25,712
+149% +$861K
CDNS icon
1141
CALL
Cadence Design Systems
CDNS
$93.6B
$1.38M 0.01%
31,800
+14,400
+83% +$592K
CNP icon
1142
CALL
CenterPoint Energy
CNP
$27.7B
$1.37M 0.01%
49,500
+37,100
+299% +$973K
FOSL icon
1143
CALL
Fossil Group
FOSL
$293M
$1.37M 0.01%
51,000
-3,800
-7% -$77.9K
SONC
1144
PUT
DELISTED
Sonic Corp
SONC
$1.37M 0.01%
+39,800
New +$1.11M
COST icon
1145
Costco
COST
$422B
$1.36M 0.01%
6,531
-6,762
-51% -$1.34M
SIX
1146
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
$1.36M 0.01%
19,400
+4,900
+34% +$320K
CCL icon
1147
PUT
Carnival Corporation Ltd
CCL
$38.1B
$1.36M 0.01%
23,700
-24,200
-51% -$1.53M
AEP icon
1148
PUT
American Electric Power
AEP
$69.6B
$1.36M 0.01%
19,600
+11,600
+145% +$781K
KBH icon
1149
PUT
KB Home
KBH
$3.37B
$1.36M 0.01%
49,800
+13,300
+36% +$358K
SPXL icon
1150
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
$1.36M 0.01%
+30,443
New +$1.34M
44 45
46
47 48

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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.