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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
KDP icon
1451
CALL
Keurig Dr Pepper
KDP
$42.3B
$830K ﹤0.01%
6,800
– –
RL icon
1452
PUT
Ralph Lauren
RL
$22.6B
$830K ﹤0.01%
6,600
-12,400
-65% -$1.51M
TRV icon
1453
Travelers Companies
TRV
$78.1B
$828K ﹤0.01%
6,771
+1,589
+31% +$208K
MNST icon
1454
Monster Beverage
MNST
$94.3B
$827K ﹤0.01%
28,878
+17,796
+161% +$480K
AMBA icon
1455
CALL
Ambarella
AMBA
$3.77B
$826K ﹤0.01%
21,400
-6,500
-23% -$308K
GRUB
1456
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$825K ﹤0.01%
+3,932
New +$814K
ACWX icon
1457
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$824K ﹤0.01%
17,435
+1,959
+13% +$97K
CNQ icon
1458
Canadian Natural Resources
CNQ
$99.4B
$822K ﹤0.01%
46,529
+17,865
+62% +$302K
OLN icon
1459
PUT
Olin
OLN
$2.11B
$821K ﹤0.01%
28,600
+12,700
+80% +$395K
MXIM
1460
PUT
DELISTED
Maxim Integrated Products
MXIM
$821K ﹤0.01%
14,000
+1,200
+9% +$69.8K
IMAX icon
1461
CALL
IMAX
IMAX
$2.62B
$820K ﹤0.01%
37,000
-2,000
-5% -$44.6K
LE icon
1462
PUT
Lands' End
LE
$370M
$820K ﹤0.01%
29,400
+3,700
+14% +$82K
BIG
1463
PUT
DELISTED
Big Lots, Inc.
BIG
$819K ﹤0.01%
19,600
+5,400
+38% +$227K
CNI icon
1464
Canadian National Railway
CNI
$76.9B
$818K ﹤0.01%
10,011
+3,700
+59% +$294K
FLG
1465
PUT
Flagstar Bank National Association
FLG
$5.93B
$818K ﹤0.01%
24,700
+10,300
+72% +$370K
MRO
1466
DELISTED
Marathon Oil Corporation
MRO
$817K ﹤0.01%
+39,158
New +$772K
ZBH icon
1467
PUT
Zimmer Biomet
ZBH
$18.2B
$814K ﹤0.01%
7,519
+5,150
+217% +$561K
CNC icon
1468
CALL
Centene
CNC
$30.7B
$813K ﹤0.01%
13,200
-9,600
-42% -$554K
CRUS icon
1469
CALL
Cirrus Logic
CRUS
$6.53B
$813K ﹤0.01%
21,200
-10,500
-33% -$402K
MTZ icon
1470
CALL
MasTec
MTZ
$21.1B
$812K ﹤0.01%
16,000
+6,400
+67% +$309K
AMP icon
1471
Ameriprise Financial
AMP
$48.3B
$811K ﹤0.01%
5,799
+819
+16% +$116K
LPX icon
1472
CALL
Louisiana-Pacific
LPX
$5.06B
$811K ﹤0.01%
29,800
-12,500
-30% -$360K
MU icon
1473
Micron Technology
MU
$930B
$811K ﹤0.01%
15,471
-14,753
-49% -$798K
PAY
1474
CALL
DELISTED
Verifone Systems Inc
PAY
$810K ﹤0.01%
35,500
+4,000
+13% +$88.5K
EPC icon
1475
PUT
Edgewell Personal Care
EPC
$1.25B
$807K ﹤0.01%
+16,000
New +$735K
57 58
59
60 61

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
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.