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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
WRK
1426
PUT
DELISTED
WestRock Company
WRK
$867K ﹤0.01%
15,200
-9,700
-39% -$595K
LBTYA icon
1427
CALL
Liberty Global Class A
LBTYA
$3.62B
$865K ﹤0.01%
31,400
+22,500
+253% +$679K
NBR icon
1428
CALL
Nabors Industries
NBR
$1.27B
$864K ﹤0.01%
2,696
+1,976
+274% +$725K
SPXU icon
1429
ProShares UltraPro Short S&P 500
SPXU
$406M
$864K ﹤0.01%
+216
New +$890K
CHL
1430
PUT
DELISTED
China Mobile Limited
CHL
$857K ﹤0.01%
19,300
+12,400
+180% +$571K
R icon
1431
Ryder
R
$9.83B
$856K ﹤0.01%
11,907
+8,374
+237% +$587K
F icon
1432
CALL
Ford
F
$58.5B
$855K ﹤0.01%
77,200
-379,700
-83% -$4.35M
KBE icon
1433
PUT
State Street SPDR S&P Bank ETF
KBE
$1.64B
$854K ﹤0.01%
18,100
-5,000
-22% -$244K
NTRS icon
1434
CALL
Northern Trust
NTRS
$33.3B
$854K ﹤0.01%
8,300
-7,600
-48% -$805K
FIT
1435
DELISTED
Fitbit, Inc. Class A common stock
FIT
$853K ﹤0.01%
130,569
-33,441
-20% -$191K
COTY icon
1436
PUT
Coty
COTY
$2.42B
$852K ﹤0.01%
60,400
+39,800
+193% +$613K
BOX icon
1437
PUT
Box
BOX
$4.37B
$850K ﹤0.01%
34,000
-6,000
-15% -$149K
LDOS icon
1438
CALL
Leidos
LDOS
$14.5B
$850K ﹤0.01%
+14,400
New +$898K
ARRS
1439
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$848K ﹤0.01%
34,700
+25,900
+294% +$682K
DCH
1440
CALL
Dauch Corp
DCH
$1.34B
$846K ﹤0.01%
54,400
+43,300
+390% +$696K
AYI icon
1441
CALL
Acuity Brands
AYI
$9.83B
$846K ﹤0.01%
7,300
+2,000
+38% +$244K
Z icon
1442
Zillow
Z
$7.79B
$845K ﹤0.01%
14,311
+4,858
+51% +$269K
JWN
1443
CALL
DELISTED
Nordstrom
JWN
$844K ﹤0.01%
16,300
-42,200
-72% -$2.09M
IEF icon
1444
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$842K ﹤0.01%
8,213
+5,112
+165% +$521K
COL
1445
DELISTED
Rockwell Collins
COL
$842K ﹤0.01%
6,254
+1,917
+44% +$259K
MGM icon
1446
MGM Resorts International
MGM
$11.4B
$841K ﹤0.01%
28,966
-20,031
-41% -$647K
KDP icon
1447
Keurig Dr Pepper
KDP
$42.3B
$840K ﹤0.01%
6,882
-4,026
-37% -$483K
LE icon
1448
CALL
Lands' End
LE
$370M
$840K ﹤0.01%
30,100
+4,200
+16% +$93.1K
INFY icon
1449
PUT
Infosys
INFY
$48.7B
$839K ﹤0.01%
86,400
+27,200
+46% +$243K
CXW icon
1450
PUT
CoreCivic
CXW
$2.96B
$834K ﹤0.01%
+34,900
New +$737K
56 57
58
59 60

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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
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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.