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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
PSX icon
1201
Phillips 66
PSX
$84.9B
$1.25M 0.01%
11,132
+8,988
+419% +$1.01M
VTI icon
1202
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
$1.25M 0.01%
8,900
-67,400
-88% -$9.4M
DRI icon
1203
Darden Restaurants
DRI
$23.3B
$1.25M 0.01%
+11,663
New +$1.07M
OHI icon
1204
PUT
Omega Healthcare
OHI
$15.1B
$1.25M 0.01%
40,300
+32,200
+398% +$920K
LNW
1205
CALL
DELISTED
Light & Wonder
LNW
$1.25M 0.01%
25,400
+18,600
+274% +$982K
TRP icon
1206
CALL
TC Energy
TRP
$70.2B
$1.25M 0.01%
28,900
+23,900
+478% +$1.02M
IWB icon
1207
CALL
iShares Russell 1000 ETF
IWB
$48.2B
$1.25M 0.01%
+8,200
New +$1.24M
EXPE icon
1208
Expedia Group
EXPE
$35.4B
$1.24M 0.01%
10,332
-1,104
-10% -$127K
NE
1209
CALL
DELISTED
Noble Corporation
NE
$1.23M 0.01%
194,700
+51,600
+36% +$264K
AMAT icon
1210
Applied Materials
AMAT
$403B
$1.23M 0.01%
26,523
-4,437
-14% -$229K
GDXJ icon
1211
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
$1.22M 0.01%
37,300
-20,400
-35% -$672K
WPM icon
1212
CALL
Wheaton Precious Metals
WPM
$49.5B
$1.22M 0.01%
55,300
+22,800
+70% +$491K
OVV icon
1213
CALL
Ovintiv
OVV
$17.3B
$1.22M 0.01%
18,680
+13,440
+256% +$843K
SIRI icon
1214
SiriusXM
SIRI
$9.98B
$1.21M 0.01%
17,910
+10,532
+143% +$711K
NAV
1215
CALL
DELISTED
Navistar International
NAV
$1.21M 0.01%
29,800
-14,700
-33% -$561K
CMI icon
1216
Cummins
CMI
$87.5B
$1.21M 0.01%
9,110
+6,727
+282% +$1.01M
TGT icon
1217
Target
TGT
$65.6B
$1.21M 0.01%
15,865
+7,326
+86% +$539K
TTWO icon
1218
PUT
Take-Two Interactive
TTWO
$45.4B
$1.21M 0.01%
10,200
-13,800
-58% -$1.5M
AG icon
1219
First Majestic Silver
AG
$7.41B
$1.21M 0.01%
157,982
+93,284
+144% +$653K
PRGO icon
1220
PUT
Perrigo
PRGO
$1.4B
$1.2M 0.01%
16,500
+500
+3% +$38.5K
WHR icon
1221
Whirlpool
WHR
$2.43B
$1.2M 0.01%
8,225
+2,020
+33% +$307K
DLTR icon
1222
Dollar Tree
DLTR
$24.4B
$1.2M 0.01%
14,146
+11,904
+531% +$1.1M
CLB icon
1223
CALL
Core Laboratories
CLB
$488M
$1.2M 0.01%
9,500
-5,400
-36% -$657K
ABEV icon
1224
Ambev
ABEV
$48.1B
$1.2M 0.01%
258,066
+114,993
+80% +$676K
ALRM icon
1225
PUT
Alarm.com
ALRM
$2.71B
$1.19M 0.01%
29,500
+17,800
+152% +$739K
47 48
49
50 51

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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.