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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
LEN icon
1176
Lennar Class A
LEN
$19.8B
$1.3M 0.01%
+25,544
New +$1.34M
ROST icon
1177
CALL
Ross Stores
ROST
$80.5B
$1.3M 0.01%
15,300
-18,500
-55% -$1.51M
RACE icon
1178
CALL
Ferrari
RACE
$69.2B
$1.3M 0.01%
9,600
-800
-8% -$105K
RCL icon
1179
Royal Caribbean
RCL
$85.1B
$1.3M 0.01%
12,508
-3,971
-24% -$436K
HRL icon
1180
CALL
Hormel Foods
HRL
$13.8B
$1.29M 0.01%
34,800
-10,500
-23% -$377K
GOVT icon
1181
iShares US Treasury Bond ETF
GOVT
$43.6B
$1.29M 0.01%
52,529
+35,095
+201% +$860K
PPG icon
1182
PPG Industries
PPG
$24.6B
$1.29M 0.01%
12,454
+10,028
+413% +$1.06M
SBAC icon
1183
SBA Communications
SBAC
$19.2B
$1.29M 0.01%
7,825
+3,724
+91% +$601K
FISV
1184
CALL
Fiserv Inc
FISV
$28.8B
$1.29M 0.01%
17,400
-11,000
-39% -$799K
WM icon
1185
Waste Management
WM
$90.6B
$1.29M 0.01%
15,824
-12,398
-44% -$1.03M
MPC icon
1186
Marathon Petroleum
MPC
$92.4B
$1.28M 0.01%
+18,213
New +$1.39M
TRI icon
1187
PUT
Thomson Reuters
TRI
$42.8B
$1.27M 0.01%
+27,230
New +$1.25M
CHTR icon
1188
Charter Communications
CHTR
$17.3B
$1.27M 0.01%
+4,337
New +$1.25M
KLAC icon
1189
KLA
KLAC
$239B
$1.27M 0.01%
+124,100
New +$1.35M
ING icon
1190
PUT
ING
ING
$99.8B
$1.27M 0.01%
88,600
+25,900
+41% +$412K
CMA
1191
CALL
DELISTED
Comerica
CMA
$1.26M 0.01%
13,900
-36,000
-72% -$3.45M
EPC icon
1192
Edgewell Personal Care
EPC
$1.25B
$1.26M 0.01%
25,031
+19,594
+360% +$900K
W icon
1193
PUT
Wayfair
W
$11.2B
$1.26M 0.01%
10,600
-15,600
-60% -$1.35M
AEM icon
1194
Agnico Eagle Mines
AEM
$73.6B
$1.26M 0.01%
27,451
-28,942
-51% -$1.27M
EW icon
1195
Edwards Lifesciences
EW
$49.6B
$1.26M 0.01%
25,920
+342
+1% +$16K
SYNA icon
1196
CALL
Synaptics
SYNA
$4.19B
$1.25M 0.01%
24,900
-14,900
-37% -$676K
WRK
1197
CALL
DELISTED
WestRock Company
WRK
$1.25M 0.01%
22,000
+2,700
+14% +$166K
HCA icon
1198
PUT
HCA Healthcare
HCA
$87.2B
$1.25M 0.01%
12,200
+4,300
+54% +$435K
AGCO icon
1199
PUT
AGCO
AGCO
$7.15B
$1.25M 0.01%
20,600
+14,100
+217% +$900K
IRBT
1200
PUT
DELISTED
iRobot
IRBT
$1.25M 0.01%
16,500
-200
-1% -$13.3K
46 47
48
49 50

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.