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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
EXPD icon
1101
CALL
Expeditors International
EXPD
$22B
$1.47M 0.01%
20,100
-14,100
-41% -$985K
SLCA
1102
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.47M 0.01%
57,200
-54,300
-49% -$1.59M
ATI icon
1103
CALL
ATI
ATI
$25.6B
$1.46M 0.01%
58,300
+23,200
+66% +$628K
DOV icon
1104
PUT
Dover
DOV
$27.6B
$1.46M 0.01%
20,000
+12,943
+183% +$990K
EBAY icon
1105
eBay
EBAY
$50.6B
$1.46M 0.01%
40,387
-37,370
-48% -$1.45M
XLB icon
1106
State Street Materials Select Sector SPDR ETF
XLB
$8.27B
$1.46M 0.01%
50,286
-32,462
-39% -$951K
IPGP icon
1107
CALL
IPG Photonics
IPGP
$3.61B
$1.46M 0.01%
6,600
+5,400
+450% +$1.27M
WCC
1108
CALL
WESCO International
WCC
$16.7B
$1.46M 0.01%
25,500
+10,400
+69% +$630K
TMO icon
1109
Thermo Fisher Scientific
TMO
$213B
$1.45M 0.01%
7,019
+5,176
+281% +$1.1M
BWP
1110
DELISTED
Boardwalk Pipeline Partners
BWP
$1.45M 0.01%
+125,159
New +$1.32M
NTRS icon
1111
PUT
Northern Trust
NTRS
$33.3B
$1.45M 0.01%
14,100
-6,900
-33% -$731K
VWO icon
1112
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$1.44M 0.01%
34,200
+25,800
+307% +$1.17M
CPB icon
1113
Campbell Soup
CPB
$6.55B
$1.44M 0.01%
35,530
+4,562
+15% +$178K
SONY icon
1114
CALL
Sony
SONY
$137B
$1.44M 0.01%
140,500
-37,500
-21% -$365K
EPD icon
1115
Enterprise Products Partners
EPD
$82.3B
$1.44M 0.01%
51,968
-36,951
-42% -$1.01M
MDC
1116
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.44M 0.01%
54,471
-8,165
-13% -$212K
BIDU icon
1117
Baidu
BIDU
$37.7B
$1.43M 0.01%
5,884
-16,514
-74% -$4.11M
BNS icon
1118
Scotiabank
BNS
$107B
$1.43M 0.01%
+24,936
New +$1.5M
MAS icon
1119
CALL
Masco
MAS
$14.1B
$1.43M 0.01%
38,100
-11,300
-23% -$435K
MLM icon
1120
Martin Marietta Materials
MLM
$31.5B
$1.41M 0.01%
6,321
+1,606
+34% +$343K
FEZ icon
1121
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
$1.41M 0.01%
+36,800
New +$1.49M
NBIS
1122
CALL
Nebius Group N.V.
NBIS
$48.3B
$1.41M 0.01%
39,300
+17,700
+82% +$617K
ALKS icon
1123
CALL
Alkermes
ALKS
$8.22B
$1.41M 0.01%
+34,200
New +$1.56M
BNS icon
1124
PUT
Scotiabank
BNS
$107B
$1.41M 0.01%
24,600
+19,400
+373% +$1.17M
NTR icon
1125
CALL
Nutrien
NTR
$33.2B
$1.4M 0.01%
+25,800
New +$1.28M
43 44
45
46 47

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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.