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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
PAA icon
1526
CALL
Plains All American Pipeline
PAA
$17.3B
$749K ﹤0.01%
31,700
+6,700
+27% +$161K
BBBY
1527
DELISTED
Bed Bath & Beyond Inc
BBBY
$748K ﹤0.01%
+37,534
New +$701K
MELI icon
1528
PUT
Mercado Libre
MELI
$95.2B
$747K ﹤0.01%
2,500
-4,500
-64% -$1.42M
UHS icon
1529
CALL
Universal Health Services
UHS
$10.2B
$747K ﹤0.01%
6,700
+1,200
+22% +$141K
SONC
1530
CALL
DELISTED
Sonic Corp
SONC
$747K ﹤0.01%
21,700
-1,100
-5% -$30.6K
NBIS
1531
Nebius Group N.V.
NBIS
$48.3B
$745K ﹤0.01%
20,739
-4,582
-18% -$160K
IBN icon
1532
ICICI Bank
IBN
$108B
$743K ﹤0.01%
+92,542
New +$793K
HPQ icon
1533
HP
HPQ
$24.9B
$742K ﹤0.01%
32,686
-465
-1% -$10.4K
XLU icon
1534
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$742K ﹤0.01%
28,570
-122,980
-81% -$3.09M
CTAS icon
1535
PUT
Cintas
CTAS
$81.9B
$740K ﹤0.01%
16,000
-5,200
-25% -$234K
WRK
1536
DELISTED
WestRock Company
WRK
$740K ﹤0.01%
12,984
+9,861
+316% +$605K
ALK icon
1537
CALL
Alaska Air
ALK
$5.29B
$737K ﹤0.01%
12,200
-5,500
-31% -$341K
NBR icon
1538
PUT
Nabors Industries
NBR
$1.27B
$735K ﹤0.01%
+2,294
New +$842K
CAG icon
1539
Conagra Brands
CAG
$6.94B
$734K ﹤0.01%
20,551
-2,164
-10% -$80.6K
FLG
1540
Flagstar Bank National Association
FLG
$5.93B
$732K ﹤0.01%
22,105
+9,499
+75% +$341K
AYI icon
1541
PUT
Acuity Brands
AYI
$9.83B
$730K ﹤0.01%
6,300
+1,500
+31% +$183K
COO icon
1542
PUT
Cooper Companies
COO
$14.1B
$730K ﹤0.01%
12,400
+2,400
+24% +$137K
AZN icon
1543
AstraZeneca
AZN
$263B
$728K ﹤0.01%
10,371
-13,552
-57% -$975K
BCS icon
1544
CALL
Barclays
BCS
$92.7B
$728K ﹤0.01%
+75,939
New +$822K
DUK icon
1545
Duke Energy
DUK
$97.8B
$728K ﹤0.01%
9,205
+2,083
+29% +$160K
SNAP icon
1546
PUT
Snap
SNAP
$7.89B
$728K ﹤0.01%
55,600
-11,500
-17% -$148K
SAVE
1547
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$727K ﹤0.01%
20,000
+9,500
+90% +$352K
PPG icon
1548
PUT
PPG Industries
PPG
$24.6B
$726K ﹤0.01%
7,000
-6,600
-49% -$699K
R icon
1549
PUT
Ryder
R
$9.83B
$726K ﹤0.01%
10,100
+4,000
+66% +$280K
CHX
1550
DELISTED
ChampionX
CHX
$724K ﹤0.01%
+17,339
New +$709K
60 61
62
63 64

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NOCM
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QIM
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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.