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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
INTU icon
376
CALL
Intuit
INTU
$88.5B
$7.01M 0.03%
34,300
-4,900
-13% -$940K
CMI icon
377
PUT
Cummins
CMI
$87.8B
$7M 0.03%
52,600
-20,200
-28% -$3.02M
DE icon
378
PUT
Deere & Co
DE
$167B
$6.92M 0.03%
49,500
-100,100
-67% -$14.8M
CHRW icon
379
CALL
C.H. Robinson
CHRW
$18.1B
$6.92M 0.03%
82,700
+33,800
+69% +$3.02M
ECL icon
380
PUT
Ecolab
ECL
$79.7B
$6.92M 0.03%
49,300
-22,000
-31% -$3.17M
IVV icon
381
CALL
iShares Core S&P 500 ETF
IVV
$900B
$6.91M 0.03%
+25,300
New +$6.88M
ORCL icon
382
Oracle
ORCL
$420B
$6.89M 0.03%
156,453
+77,921
+99% +$3.59M
CPB icon
383
CALL
Campbell Soup
CPB
$6.79B
$6.88M 0.03%
169,700
+131,300
+342% +$5.11M
ALGN icon
384
PUT
Align Technology
ALGN
$12.4B
$6.88M 0.03%
20,100
-3,700
-16% -$1.1M
VLO icon
385
PUT
Valero Energy
VLO
$88.9B
$6.86M 0.03%
61,900
+11,900
+24% +$1.33M
ZION icon
386
CALL
Zions Bancorporation
ZION
$10.5B
$6.86M 0.03%
130,100
-52,300
-29% -$2.89M
ZTS icon
387
CALL
Zoetis
ZTS
$31.9B
$6.82M 0.03%
80,100
+26,200
+49% +$2.21M
NVS icon
388
CALL
Novartis
NVS
$291B
$6.82M 0.03%
100,775
+58,255
+137% +$4.02M
AEP icon
389
CALL
American Electric Power
AEP
$69.9B
$6.8M 0.03%
98,200
+15,800
+19% +$1.06M
XYZ
390
PUT
Block Inc
XYZ
$50.4B
$6.77M 0.03%
109,900
-71,900
-40% -$3.95M
NSC icon
391
CALL
Norfolk Southern
NSC
$76.7B
$6.73M 0.03%
44,600
+8,200
+23% +$1.2M
WDC icon
392
PUT
Western Digital
WDC
$189B
$6.57M 0.03%
112,323
-110,735
-50% -$7.05M
COF icon
393
CALL
Capital One
COF
$136B
$6.56M 0.03%
71,400
-66,800
-48% -$6.32M
KRE icon
394
State Street SPDR S&P Regional Banking ETF
KRE
$4.74B
$6.55M 0.03%
107,348
+57,330
+115% +$3.59M
SPLK
395
CALL
DELISTED
Splunk Inc
SPLK
$6.53M 0.03%
65,900
+23,500
+55% +$2.55M
V icon
396
Visa
V
$690B
$6.5M 0.03%
49,103
-37,362
-43% -$4.81M
TD icon
397
CALL
Toronto Dominion Bank
TD
$197B
$6.49M 0.03%
112,100
+26,600
+31% +$1.52M
SCHW
398
CALL
Charles Schwab
SCHW
$185B
$6.47M 0.03%
126,700
+92,900
+275% +$5.15M
BMY icon
399
Bristol-Myers Squibb
BMY
$135B
$6.45M 0.03%
116,613
+75,795
+186% +$4.09M
LLY icon
400
PUT
Eli Lilly
LLY
$995B
$6.44M 0.03%
75,500
-8,000
-10% -$657K
14 15
16
17 18

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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
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.