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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
ZBH icon
1501
Zimmer Biomet
ZBH
$18.2B
$780K ﹤0.01%
+7,206
New +$784K
MMP
1502
DELISTED
Magellan Midstream Partners, L.P.
MMP
$778K ﹤0.01%
11,257
-14,871
-57% -$999K
RMD icon
1503
PUT
ResMed
RMD
$30.6B
$777K ﹤0.01%
7,500
+4,400
+142% +$445K
UFS
1504
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
$773K ﹤0.01%
16,200
+9,000
+125% +$417K
TTWO icon
1505
Take-Two Interactive
TTWO
$45.4B
$768K ﹤0.01%
6,491
-174
-3% -$18.9K
A icon
1506
Agilent Technologies
A
$39.1B
$767K ﹤0.01%
+12,399
New +$809K
ALK icon
1507
PUT
Alaska Air
ALK
$5.29B
$767K ﹤0.01%
12,700
-2,900
-19% -$180K
CNX icon
1508
CALL
CNX Resources
CNX
$5.3B
$766K ﹤0.01%
43,100
+4,900
+13% +$78.6K
OVV icon
1509
PUT
Ovintiv
OVV
$17.3B
$766K ﹤0.01%
11,740
+3,480
+42% +$218K
O icon
1510
Realty Income
O
$59.6B
$765K ﹤0.01%
14,686
+9,801
+201% +$497K
UAL icon
1511
United Airlines
UAL
$39.4B
$764K ﹤0.01%
10,952
-19,827
-64% -$1.38M
LEA icon
1512
Lear
LEA
$6.54B
$763K ﹤0.01%
4,105
-2,684
-40% -$525K
RIG icon
1513
Transocean
RIG
$5.89B
$763K ﹤0.01%
56,771
-66,872
-54% -$823K
XRAY icon
1514
CALL
Dentsply Sirona
XRAY
$2.68B
$762K ﹤0.01%
+17,400
New +$817K
NEM icon
1515
Newmont
NEM
$98.7B
$761K ﹤0.01%
20,178
-33,537
-62% -$1.32M
OMC icon
1516
Omnicom Group
OMC
$21.6B
$757K ﹤0.01%
+9,931
New +$733K
XLNX
1517
CALL
DELISTED
Xilinx Inc
XLNX
$757K ﹤0.01%
11,600
-1,300
-10% -$88.6K
MEOH icon
1518
CALL
Methanex
MEOH
$4.3B
$756K ﹤0.01%
10,700
+7,200
+206% +$483K
LRCX icon
1519
Lam Research
LRCX
$367B
$755K ﹤0.01%
43,690
-52,660
-55% -$1.01M
SRE icon
1520
CALL
Sempra
SRE
$57.9B
$755K ﹤0.01%
+13,000
New +$711K
XLE icon
1521
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$755K ﹤0.01%
19,896
-48,396
-71% -$1.8M
FFIV icon
1522
F5
FFIV
$22.9B
$752K ﹤0.01%
+4,358
New +$727K
SOHU
1523
CALL
Sohu.com
SOHU
$362M
$752K ﹤0.01%
20,800
+10,600
+104% +$382K
VMC icon
1524
Vulcan Materials
VMC
$34.8B
$752K ﹤0.01%
5,829
-745
-11% -$91.9K
SPLK
1525
DELISTED
Splunk Inc
SPLK
$752K ﹤0.01%
7,584
+3,066
+68% +$333K
59 60
61
62 63

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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.