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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
WAT icon
1476
Waters Corp
WAT
$37B
$807K ﹤0.01%
4,171
+1,880
+82% +$370K
WSM icon
1477
Williams-Sonoma
WSM
$26.9B
$806K ﹤0.01%
26,254
-10,542
-29% -$282K
XYZ
1478
Block Inc
XYZ
$48.4B
$806K ﹤0.01%
13,083
-1,353
-9% -$74.4K
DHI icon
1479
D.R. Horton
DHI
$40B
$802K ﹤0.01%
19,563
-3,131
-14% -$135K
ETSY icon
1480
PUT
Etsy
ETSY
$7.75B
$802K ﹤0.01%
19,000
+5,300
+39% +$173K
GRA
1481
DELISTED
W.R. Grace & Co.
GRA
$802K ﹤0.01%
+10,943
New +$768K
MYGN icon
1482
CALL
Myriad Genetics
MYGN
$270M
$800K ﹤0.01%
21,400
+5,100
+31% +$172K
VALE icon
1483
CALL
Vale
VALE
$64.1B
$800K ﹤0.01%
62,400
-42,500
-41% -$580K
ITA icon
1484
iShares US Aerospace & Defense ETF
ITA
$14.2B
$799K ﹤0.01%
+8,306
New +$823K
SWK icon
1485
PUT
Stanley Black & Decker
SWK
$14.3B
$797K ﹤0.01%
6,000
-1,400
-19% -$201K
TNA icon
1486
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
$797K ﹤0.01%
+9,700
New +$755K
VRSN icon
1487
PUT
VeriSign
VRSN
$26.2B
$797K ﹤0.01%
5,800
-30,700
-84% -$3.94M
FNSR
1488
PUT
DELISTED
Finisar Corp
FNSR
$797K ﹤0.01%
44,300
+32,600
+279% +$540K
NBL
1489
DELISTED
Noble Energy, Inc.
NBL
$794K ﹤0.01%
+22,514
New +$766K
MHK icon
1490
PUT
Mohawk Industries
MHK
$7.5B
$793K ﹤0.01%
3,700
-7,700
-68% -$1.69M
SBAC icon
1491
CALL
SBA Communications
SBAC
$19.2B
$793K ﹤0.01%
4,800
-4,200
-47% -$678K
CBRE icon
1492
CALL
CBRE Group
CBRE
$42.5B
$792K ﹤0.01%
16,600
-6,300
-28% -$298K
JACK icon
1493
PUT
Jack in the Box
JACK
$312M
$792K ﹤0.01%
9,300
+3,800
+69% +$328K
LNW
1494
PUT
DELISTED
Light & Wonder
LNW
$791K ﹤0.01%
+16,100
New +$850K
DG icon
1495
Dollar General
DG
$28B
$790K ﹤0.01%
8,013
-3,435
-30% -$330K
AGCO icon
1496
AGCO
AGCO
$7.15B
$789K ﹤0.01%
+13,001
New +$830K
ERIC icon
1497
Ericsson
ERIC
$32.2B
$787K ﹤0.01%
102,560
+79,748
+350% +$583K
FTNT icon
1498
CALL
Fortinet
FTNT
$119B
$787K ﹤0.01%
63,000
– –
ALGN icon
1499
Align Technology
ALGN
$12.1B
$784K ﹤0.01%
2,290
-1,400
-38% -$418K
COTY icon
1500
CALL
Coty
COTY
$2.42B
$784K ﹤0.01%
55,600
+27,700
+99% +$427K
58 59
60
61 62

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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.