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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 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
WM icon
226
PUT
Waste Management
WM
$96.1B
$12.9M 0.06%
158,000
+92,700
+142% +$7.68M
NEE icon
227
PUT
NextEra Energy
NEE
$186B
$12.8M 0.06%
307,200
+92,400
+43% +$3.73M
AGN
228
PUT
DELISTED
Allergan plc
AGN
$12.7M 0.06%
76,200
-30,300
-28% -$4.86M
AAL icon
229
CALL
American Airlines Group
AAL
$10.2B
$12.7M 0.06%
334,000
+45,100
+16% +$1.99M
XOM icon
230
ExxonMobil
XOM
$634B
$12.7M 0.06%
153,197
-47,498
-24% -$3.78M
DD icon
231
CALL
DuPont de Nemours
DD
$19B
$12.5M 0.06%
75,106
+20,375
+37% +$3.41M
ABT icon
232
PUT
Abbott
ABT
$187B
$12.5M 0.06%
204,600
+87,400
+75% +$5.3M
JD icon
233
PUT
JD.com
JD
$42.9B
$12.4M 0.06%
318,700
+31,000
+11% +$1.2M
TWTR
234
CALL
DELISTED
Twitter, Inc.
TWTR
$12.4M 0.06%
283,500
-138,200
-33% -$4.85M
EXPE icon
235
PUT
Expedia Group
EXPE
$35.5B
$12.3M 0.06%
102,600
+32,700
+47% +$3.78M
CMCSA icon
236
PUT
Comcast
CMCSA
$85.8B
$12.3M 0.06%
375,600
+214,800
+134% +$7M
XLP icon
237
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$12.3M 0.06%
237,900
-69,100
-23% -$3.51M
UNH icon
238
PUT
UnitedHealth
UNH
$389B
$12.2M 0.06%
49,900
-34,700
-41% -$8.33M
STZ icon
239
PUT
Constellation Brands
STZ
$22.5B
$12.2M 0.06%
55,700
+3,800
+7% +$858K
PM icon
240
PUT
Philip Morris
PM
$312B
$12.1M 0.06%
150,000
+5,300
+4% +$450K
CSX icon
241
CALL
CSX Corp
CSX
$94.2B
$12.1M 0.06%
568,800
-9,300
-2% -$192K
PYPL icon
242
CALL
PayPal
PYPL
$51.4B
$11.9M 0.06%
143,000
-154,900
-52% -$12.3M
KHC icon
243
PUT
Kraft Heinz
KHC
$32.4B
$11.9M 0.06%
189,500
+72,000
+61% +$4.27M
VLO icon
244
CALL
Valero Energy
VLO
$88.7B
$11.8M 0.06%
106,900
-48,000
-31% -$5.38M
APA icon
245
CALL
APA Corp
APA
$12.3B
$11.7M 0.06%
250,900
+85,300
+52% +$3.54M
GD icon
246
CALL
General Dynamics
GD
$106B
$11.7M 0.06%
62,600
+35,400
+130% +$7.25M
NOC icon
247
CALL
Northrop Grumman
NOC
$78B
$11.6M 0.06%
37,800
+4,100
+12% +$1.36M
REGN icon
248
CALL
Regeneron Pharmaceuticals
REGN
$72.9B
$11.6M 0.06%
33,700
-2,500
-7% -$782K
EOG icon
249
PUT
EOG Resources
EOG
$74.4B
$11.6M 0.06%
93,200
-25,200
-21% -$2.93M
EA icon
250
CALL
Electronic Arts
EA
$52.4B
$11.6M 0.06%
81,900
-5,700
-7% -$740K
8 9
10
11 12

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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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SLT
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RB
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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.