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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
PAA icon
1601
Plains All American Pipeline
PAA
$17.3B
$667K ﹤0.01%
28,195
+2,730
+11% +$65.8K
ABB
1602
CALL
DELISTED
ABB Ltd
ABB
$666K ﹤0.01%
30,600
+16,800
+122% +$390K
WEN icon
1603
CALL
Wendy's
WEN
$1.4B
$665K ﹤0.01%
38,700
+18,600
+93% +$317K
TWLO icon
1604
Twilio
TWLO
$30B
$663K ﹤0.01%
11,839
-4,000
-25% -$198K
SO icon
1605
PUT
Southern Company
SO
$109B
$662K ﹤0.01%
14,300
-72,400
-84% -$3.24M
CS
1606
CALL
DELISTED
Credit Suisse Group
CS
$661K ﹤0.01%
44,400
-82,600
-65% -$1.33M
VTI icon
1607
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
$660K ﹤0.01%
+4,700
New +$656K
PNC icon
1608
PNC Financial Services
PNC
$99.7B
$656K ﹤0.01%
4,859
-4
-0.1% -$584
HBI
1609
DELISTED
Hanesbrands
HBI
$654K ﹤0.01%
29,722
-54,733
-65% -$1.03M
SKX
1610
CALL
DELISTED
Skechers
SKX
$651K ﹤0.01%
21,700
-4,200
-16% -$134K
SRC
1611
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$646K ﹤0.01%
16,086
-6,966
-30% -$265K
SYNA icon
1612
PUT
Synaptics
SYNA
$4.19B
$645K ﹤0.01%
12,800
+7,900
+161% +$358K
CHRD icon
1613
Chord Energy
CHRD
$7.9B
$643K ﹤0.01%
49,598
+23,014
+87% +$262K
HWM icon
1614
PUT
Howmet Aerospace
HWM
$113B
$641K ﹤0.01%
49,161
-3,781
-7% -$56.1K
IPGP icon
1615
PUT
IPG Photonics
IPGP
$3.61B
$640K ﹤0.01%
+2,900
New +$684K
PLCE icon
1616
CALL
Children's Place
PLCE
$54.3M
$640K ﹤0.01%
5,300
-600
-10% -$77.7K
LOW icon
1617
Lowe's Companies
LOW
$117B
$638K ﹤0.01%
6,672
-33,344
-83% -$3.02M
MTH icon
1618
CALL
Meritage Homes
MTH
$4.58B
$637K ﹤0.01%
29,000
+16,600
+134% +$373K
PLNT icon
1619
CALL
Planet Fitness
PLNT
$4.42B
$637K ﹤0.01%
+14,500
New +$595K
RDC
1620
CALL
DELISTED
Rowan Companies Plc
RDC
$637K ﹤0.01%
39,300
-74,400
-65% -$1.12M
MTW icon
1621
CALL
Manitowoc
MTW
$497M
$634K ﹤0.01%
+24,500
New +$648K
WWE
1622
PUT
DELISTED
World Wrestling Entertainment
WWE
$634K ﹤0.01%
+8,700
New +$440K
PKG icon
1623
Packaging Corp of America
PKG
$21.9B
$633K ﹤0.01%
5,662
+3,798
+204% +$443K
LM
1624
DELISTED
Legg Mason, Inc.
LM
$633K ﹤0.01%
+18,239
New +$692K
AGNC icon
1625
AGNC Investment
AGNC
$12.4B
$632K ﹤0.01%
+34,006
New +$642K
63 64
65
66 67

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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.