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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
A icon
551
CALL
Agilent Technologies
A
$39.3B
$4.19M 0.02%
67,800
+13,700
+25% +$894K
ZION icon
552
PUT
Zions Bancorporation
ZION
$10.3B
$4.18M 0.02%
79,400
+20,400
+35% +$1.13M
BDX icon
553
PUT
Becton Dickinson
BDX
$46.3B
$4.17M 0.02%
17,835
+2,255
+14% +$502K
SNY icon
554
CALL
Sanofi
SNY
$102B
$4.16M 0.02%
103,900
+52,800
+103% +$2.08M
RTX icon
555
RTX Corp
RTX
$290B
$4.15M 0.02%
52,771
+25,993
+97% +$2.04M
ADI icon
556
CALL
Analog Devices
ADI
$181B
$4.14M 0.02%
43,200
-54,100
-56% -$5.11M
APD icon
557
PUT
Air Products & Chemicals
APD
$64.3B
$4.14M 0.02%
26,600
+7,300
+38% +$1.19M
HSBC icon
558
CALL
HSBC
HSBC
$369B
$4.13M 0.02%
93,081
-16,700
-15% -$766K
PLD icon
559
PUT
Prologis
PLD
$130B
$4.11M 0.02%
62,600
+47,600
+317% +$3.06M
IWD icon
560
iShares Russell 1000 Value ETF
IWD
$82.3B
$4.11M 0.02%
33,837
-14,970
-31% -$1.82M
NKE icon
561
PUT
Nike
NKE
$61.5B
$4.1M 0.02%
51,500
-197,900
-79% -$13.9M
BMRN icon
562
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
$4.1M 0.02%
43,500
+12,900
+42% +$1.13M
ALXN
563
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$4.1M 0.02%
33,000
+2,500
+8% +$292K
PANW icon
564
PUT
Palo Alto Networks
PANW
$293B
$4.09M 0.02%
119,400
-148,800
-55% -$4.96M
SU icon
565
CALL
Suncor Energy
SU
$75.6B
$4.08M 0.02%
100,400
-16,500
-14% -$643K
TSN icon
566
CALL
Tyson Foods
TSN
$20.7B
$4.08M 0.02%
59,200
-22,000
-27% -$1.53M
LEN icon
567
PUT
Lennar Class A
LEN
$20.5B
$4.06M 0.02%
79,954
+74,169
+1,282% +$3.88M
GLW icon
568
CALL
Corning
GLW
$132B
$4.06M 0.02%
147,700
+45,400
+44% +$1.25M
NOV icon
569
CALL
NOV
NOV
$6.93B
$4.06M 0.02%
93,500
-10,700
-10% -$433K
AEM icon
570
PUT
Agnico Eagle Mines
AEM
$77.8B
$4.01M 0.02%
87,600
-13,700
-14% -$603K
CB icon
571
PUT
Chubb
CB
$132B
$4.01M 0.02%
31,600
+1,400
+5% +$186K
DVY icon
572
CALL
iShares Select Dividend ETF
DVY
$23.4B
$4.01M 0.02%
+41,000
New +$3.98M
JNPR
573
PUT
DELISTED
Juniper Networks
JNPR
$4M 0.02%
146,000
+62,600
+75% +$1.63M
CERN
574
CALL
DELISTED
Cerner Corp
CERN
$4M 0.02%
66,900
-500
-0.7% -$29.6K
NEM icon
575
PUT
Newmont
NEM
$103B
$3.99M 0.02%
105,700
-94,600
-47% -$3.72M
21 22
23
24 25

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OAM
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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
NEPWA
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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.