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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
CVSA
1301
CALL
Covista Inc
CVSA
$4.25B
$1.06M 0.01%
22,000
+9,000
+69% +$430K
INFY icon
1302
CALL
Infosys
INFY
$48.7B
$1.05M 0.01%
+108,600
New +$971K
SYF icon
1303
Synchrony
SYF
$24.7B
$1.05M 0.01%
31,573
-19,722
-38% -$678K
URBN icon
1304
PUT
Urban Outfitters
URBN
$6.35B
$1.05M 0.01%
23,600
+10,100
+75% +$422K
DECK icon
1305
PUT
Deckers Outdoor
DECK
$13.2B
$1.05M 0.01%
55,800
+12,600
+29% +$218K
BB icon
1306
PUT
BlackBerry
BB
$4.98B
$1.05M 0.01%
108,600
+37,700
+53% +$420K
MGA icon
1307
Magna International
MGA
$18.7B
$1.04M 0.01%
17,965
-3,561
-17% -$221K
FLOT icon
1308
iShares Floating Rate Bond ETF
FLOT
$10.2B
$1.04M 0.01%
20,455
+12,981
+174% +$662K
GG
1309
CALL
DELISTED
Goldcorp Inc
GG
$1.04M 0.01%
75,800
-28,600
-27% -$397K
MOS icon
1310
The Mosaic Company
MOS
$7.03B
$1.04M 0.01%
+37,006
New +$1M
PAA icon
1311
PUT
Plains All American Pipeline
PAA
$17.3B
$1.03M 0.01%
43,800
-20,500
-32% -$494K
EQIX icon
1312
Equinix
EQIX
$101B
$1.03M 0.01%
2,406
-1,307
-35% -$528K
WBD icon
1313
CALL
Warner Bros
WBD
$65.9B
$1.03M 0.01%
+37,600
New +$896K
COF icon
1314
PUT
Capital One
COF
$128B
$1.03M 0.01%
11,200
-106,100
-90% -$10M
ETSY icon
1315
CALL
Etsy
ETSY
$7.75B
$1.03M 0.01%
24,400
+13,100
+116% +$426K
FTI icon
1316
TechnipFMC
FTI
$28.1B
$1.02M 0.01%
43,386
-8,843
-17% -$211K
MCO icon
1317
CALL
Moody's
MCO
$82.8B
$1.02M 0.01%
+6,000
New +$1.02M
GOLD
1318
DELISTED
Randgold Resources Ltd
GOLD
$1.02M 0.01%
+13,237
New +$1.05M
GME icon
1319
CALL
GameStop
GME
$9.75B
$1.02M 0.01%
279,600
+124,800
+81% +$428K
RMD icon
1320
CALL
ResMed
RMD
$30.6B
$1.01M 0.01%
9,800
+6,300
+180% +$637K
ENB icon
1321
CALL
Enbridge
ENB
$119B
$1.01M 0.01%
28,400
-29,100
-51% -$922K
ALLY icon
1322
Ally Financial
ALLY
$13.2B
$1.01M 0.01%
38,554
+22,976
+147% +$613K
LEG icon
1323
PUT
Leggett & Platt
LEG
$1.34B
$1.01M 0.01%
22,700
+10,100
+80% +$434K
NUGT icon
1324
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
$1.01M 0.01%
+8,320
New +$1.06M
BG icon
1325
CALL
Bunge Global
BG
$20.4B
$1.01M 0.01%
14,500
+300
+2% +$21.5K
51 52
53
54 55

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OAM
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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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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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.