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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
PH icon
1076
CALL
Parker-Hannifin
PH
$123B
$1.54M 0.01%
9,900
-4,200
-30% -$716K
BFH icon
1077
CALL
Bread Financial
BFH
$4.37B
$1.54M 0.01%
8,270
-1,629
-16% -$278K
SSYS icon
1078
CALL
Stratasys
SSYS
$679M
$1.53M 0.01%
80,200
+22,200
+38% +$438K
SNV
1079
CALL
DELISTED
Synovus
SNV
$1.53M 0.01%
29,000
+5,500
+23% +$292K
OLN icon
1080
CALL
Olin
OLN
$2.11B
$1.53M 0.01%
53,300
-11,500
-18% -$357K
JNPR
1081
DELISTED
Juniper Networks
JNPR
$1.53M 0.01%
55,816
+33,037
+145% +$860K
PAAS icon
1082
CALL
Pan American Silver
PAAS
$18.2B
$1.53M 0.01%
85,400
+52,700
+161% +$908K
BKR icon
1083
CALL
Baker Hughes
BKR
$60B
$1.53M 0.01%
46,200
+33,700
+270% +$1.14M
AMP icon
1084
CALL
Ameriprise Financial
AMP
$48.3B
$1.52M 0.01%
10,900
-3,900
-26% -$553K
EA icon
1085
Electronic Arts
EA
$53B
$1.52M 0.01%
+10,806
New +$1.4M
CTAS icon
1086
CALL
Cintas
CTAS
$81.9B
$1.52M 0.01%
32,800
+24,400
+290% +$1.1M
DXC icon
1087
PUT
DXC Technology
DXC
$1.82B
$1.51M 0.01%
18,800
+8,627
+85% +$742K
TTM
1088
DELISTED
Tata Motors Limited
TTM
$1.51M 0.01%
77,449
+55,095
+246% +$1.3M
SPLV icon
1089
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
$1.51M 0.01%
31,920
+914
+3% +$42.9K
TPR icon
1090
PUT
Tapestry
TPR
$30.8B
$1.5M 0.01%
32,200
-5,000
-13% -$241K
FAST icon
1091
PUT
Fastenal
FAST
$54.7B
$1.5M 0.01%
124,800
+50,000
+67% +$647K
BLK icon
1092
Blackrock
BLK
$169B
$1.5M 0.01%
3,005
-4,255
-59% -$2.25M
CPRI icon
1093
PUT
Capri Holdings
CPRI
$1.83B
$1.5M 0.01%
22,500
-22,900
-50% -$1.5M
HLT icon
1094
CALL
Hilton Worldwide
HLT
$72.1B
$1.5M 0.01%
18,900
-1,000
-5% -$81.3K
TAP icon
1095
PUT
Molson Coors Class B
TAP
$7.79B
$1.49M 0.01%
21,900
-1,200
-5% -$80K
CACI icon
1096
CALL
CACI
CACI
$11B
$1.48M 0.01%
8,800
+5,700
+184% +$919K
XLNX
1097
PUT
DELISTED
Xilinx Inc
XLNX
$1.48M 0.01%
22,700
+15,300
+207% +$1.04M
PWR icon
1098
CALL
Quanta Services
PWR
$100B
$1.48M 0.01%
44,300
+10,900
+33% +$382K
STT icon
1099
State Street
STT
$50.6B
$1.48M 0.01%
+15,872
New +$1.57M
EGN
1100
PUT
DELISTED
Energen
EGN
$1.48M 0.01%
20,300
+15,200
+298% +$997K
42 43
44
45 46

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NOCM
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TIM
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QIM
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OMG
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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.