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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
OII icon
2176
CALL
Oceaneering
OII
$4.74B
$257K ﹤0.01%
+10,100
New +$226K
PKG icon
2177
PUT
Packaging Corp of America
PKG
$22.2B
$257K ﹤0.01%
2,300
+300
+15% +$35K
CVE icon
2178
PUT
Cenovus Energy
CVE
$56.5B
$256K ﹤0.01%
24,700
-900
-4% -$9.07K
GD icon
2179
General Dynamics
GD
$103B
$256K ﹤0.01%
1,375
-4,026
-75% -$824K
SR icon
2180
Spire
SR
$4.76B
$255K ﹤0.01%
3,609
+251
+7% +$17.7K
NOK icon
2181
PUT
Nokia
NOK
$50.7B
$254K ﹤0.01%
44,100
+16,500
+60% +$97.5K
PFG icon
2182
CALL
Principal Financial Group
PFG
$24.5B
$254K ﹤0.01%
4,800
-2,000
-29% -$116K
SVU
2183
PUT
DELISTED
SUPERVALU Inc.
SVU
$254K ﹤0.01%
+12,400
New +$218K
FFBC icon
2184
First Financial Bancorp
FFBC
$3.55B
$253K ﹤0.01%
+8,254
New +$258K
VFC icon
2185
VF Corp
VFC
$5.87B
$253K ﹤0.01%
3,290
+124
+4% +$9.34K
WBD icon
2186
Warner Bros
WBD
$63.9B
$253K ﹤0.01%
9,189
-41,766
-82% -$996K
PSI icon
2187
Invesco Semiconductors ETF
PSI
$2.27B
$252K ﹤0.01%
+14,469
New +$257K
CNX icon
2188
PUT
CNX Resources
CNX
$4.9B
$251K ﹤0.01%
14,100
-17,600
-56% -$282K
SVU
2189
DELISTED
SUPERVALU Inc.
SVU
$251K ﹤0.01%
12,217
-3,648
-23% -$64.2K
ILG
2190
CALL
DELISTED
ILG, Inc Common Stock
ILG
$251K ﹤0.01%
7,600
-19,100
-72% -$637K
AXON
2191
Axon Enterprise
AXON
$42.3B
$250K ﹤0.01%
+3,963
New +$214K
DB icon
2192
Deutsche Bank
DB
$69.6B
$250K ﹤0.01%
23,546
-129,302
-85% -$1.65M
HUBS icon
2193
HubSpot
HUBS
$11.9B
$250K ﹤0.01%
+1,991
New +$236K
GWR
2194
DELISTED
Genesee & Wyoming Inc.
GWR
$250K ﹤0.01%
+3,074
New +$233K
SIG icon
2195
Signet Jewelers
SIG
$3.72B
$249K ﹤0.01%
+4,462
New +$197K
SM icon
2196
CALL
SM Energy
SM
$7.58B
$249K ﹤0.01%
+9,700
New +$227K
CFO icon
2197
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$417M
$248K ﹤0.01%
+5,014
New +$248K
PRLB icon
2198
Protolabs
PRLB
$1.79B
$247K ﹤0.01%
+2,078
New +$254K
RNST icon
2199
Renasant Corp
RNST
$3.96B
$247K ﹤0.01%
+5,420
New +$252K
BPK
2200
DELISTED
Blackrock Muni 2018 Term Tr
BPK
$247K ﹤0.01%
16,481
+5,381
+48% +$80.5K
86 87
88
89 90

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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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.