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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 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
MA icon
351
Mastercard
MA
$497B
$7.74M 0.04%
39,359
+5,135
+15% +$965K
PANW icon
352
CALL
Palo Alto Networks
PANW
$260B
$7.73M 0.04%
225,600
-12,600
-5% -$420K
SYK icon
353
CALL
Stryker
SYK
$133B
$7.68M 0.04%
45,500
-37,600
-45% -$6.32M
LMT icon
354
Lockheed Martin
LMT
$134B
$7.63M 0.04%
25,834
+2,695
+12% +$869K
JD icon
355
CALL
JD.com
JD
$42.9B
$7.61M 0.04%
195,400
-34,100
-15% -$1.32M
BUD icon
356
AB InBev
BUD
$161B
$7.61M 0.04%
75,478
+13,445
+22% +$1.33M
BNY
357
PUT
Bank of New York Mellon
BNY
$106B
$7.6M 0.04%
141,000
+132,900
+1,641% +$7.33M
EBAY icon
358
PUT
eBay
EBAY
$52.1B
$7.57M 0.04%
208,800
+1,000
+0.5% +$38.9K
TFC icon
359
CALL
Truist Financial
TFC
$64.7B
$7.56M 0.04%
149,800
+65,600
+78% +$3.49M
NTES icon
360
CALL
NetEase
NTES
$81.5B
$7.55M 0.04%
149,500
-56,000
-27% -$2.86M
T icon
361
AT&T
T
$169B
$7.54M 0.04%
310,939
+227,144
+271% +$5.7M
ADSK icon
362
CALL
Autodesk
ADSK
$50.1B
$7.51M 0.04%
57,300
-8,000
-12% -$1.06M
AXP icon
363
American Express
AXP
$227B
$7.5M 0.04%
76,567
+23,630
+45% +$2.32M
GWW icon
364
CALL
W.W. Grainger
GWW
$66B
$7.49M 0.04%
24,300
+9,500
+64% +$2.84M
CTSH icon
365
PUT
Cognizant
CTSH
$23.8B
$7.49M 0.04%
94,800
+21,900
+30% +$1.72M
NOC icon
366
PUT
Northrop Grumman
NOC
$78B
$7.48M 0.04%
24,300
-17,800
-42% -$5.89M
TT icon
367
PUT
Trane Technologies
TT
$104B
$7.44M 0.04%
82,900
+75,900
+1,084% +$6.66M
MLM icon
368
PUT
Martin Marietta Materials
MLM
$35B
$7.44M 0.04%
33,300
+28,600
+609% +$6.1M
D icon
369
CALL
Dominion Energy
D
$62.1B
$7.43M 0.04%
109,000
-26,900
-20% -$1.75M
MMP
370
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$7.38M 0.04%
106,800
+67,800
+174% +$4.56M
AGN
371
CALL
DELISTED
Allergan plc
AGN
$7.37M 0.04%
44,200
-69,800
-61% -$11.2M
META icon
372
Meta Platforms (Facebook)
META
$1.51T
$7.28M 0.04%
37,476
-30,104
-45% -$5.44M
LULU icon
373
PUT
lululemon athletica
LULU
$13.7B
$7.23M 0.04%
57,900
+18,400
+47% +$1.96M
IJH icon
374
CALL
iShares Core S&P Mid-Cap ETF
IJH
$123B
$7.03M 0.04%
180,500
-43,500
-19% -$1.68M
SWKS icon
375
PUT
Skyworks Solutions
SWKS
$9.73B
$7.03M 0.04%
72,700
-53,900
-43% -$5.24M
13 14
15
16 17

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AWP
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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
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.