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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
DE icon
251
CALL
Deere & Co
DE
$173B
$11.5M 0.06%
82,600
-25,100
-23% -$3.7M
RTN
252
PUT
DELISTED
Raytheon Company
RTN
$11.4M 0.06%
58,900
+16,500
+39% +$3.47M
LRCX icon
253
PUT
Lam Research
LRCX
$337B
$11.4M 0.06%
657,000
+280,000
+74% +$5.39M
TMO icon
254
CALL
Thermo Fisher Scientific
TMO
$214B
$11.3M 0.06%
54,700
-4,900
-8% -$1.04M
TGT icon
255
PUT
Target
TGT
$65.5B
$11.3M 0.06%
148,100
– –
OXY icon
256
CALL
Occidental Petroleum
OXY
$53.6B
$11.2M 0.06%
134,200
+8,600
+7% +$687K
GD icon
257
PUT
General Dynamics
GD
$106B
$11.1M 0.06%
59,800
+39,600
+196% +$8.11M
FXE icon
258
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
$11.1M 0.06%
98,800
– –
INTU icon
259
PUT
Intuit
INTU
$85.6B
$11M 0.05%
53,800
+1,800
+3% +$345K
TJX icon
260
PUT
TJX Companies
TJX
$178B
$11M 0.05%
230,600
+38,200
+20% +$1.68M
BUD icon
261
PUT
AB InBev
BUD
$161B
$11M 0.05%
108,900
-35,300
-24% -$3.5M
BP icon
262
CALL
BP
BP
$107B
$10.8M 0.05%
250,210
-5,716
-2% -$240K
AAPL icon
263
Apple
AAPL
$4.99T
$10.8M 0.05%
232,304
+3,116
+1% +$141K
SPG icon
264
PUT
Simon Property Group
SPG
$76.8B
$10.7M 0.05%
62,900
-6,400
-9% -$1.02M
LOW icon
265
PUT
Lowe's Companies
LOW
$122B
$10.7M 0.05%
111,500
-62,500
-36% -$5.66M
SBUX icon
266
PUT
Starbucks
SBUX
$118B
$10.7M 0.05%
218,100
-229,700
-51% -$13M
MCK icon
267
CALL
McKesson
MCK
$104B
$10.6M 0.05%
79,600
-62,400
-44% -$9.13M
MMP
268
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$10.5M 0.05%
152,700
+21,000
+16% +$1.41M
CMCSA icon
269
Comcast
CMCSA
$85.8B
$10.4M 0.05%
+317,492
New +$10.3M
CVS icon
270
CALL
CVS Health
CVS
$140B
$10.2M 0.05%
158,700
-40,900
-20% -$2.7M
EA icon
271
PUT
Electronic Arts
EA
$52.4B
$10.2M 0.05%
72,300
-56,900
-44% -$7.39M
NOW icon
272
CALL
ServiceNow
NOW
$114B
$10.2M 0.05%
294,500
+119,500
+68% +$4.14M
ADI icon
273
PUT
Analog Devices
ADI
$178B
$10.1M 0.05%
105,700
-84,400
-44% -$7.97M
ALGN icon
274
CALL
Align Technology
ALGN
$12.6B
$10M 0.05%
29,300
-2,700
-8% -$805K
HPQ icon
275
PUT
HP
HPQ
$25.9B
$10M 0.05%
441,200
+369,900
+519% +$8.25M
9 10
11
12 13

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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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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.