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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
OXY icon
326
PUT
Occidental Petroleum
OXY
$53.6B
$8.44M 0.04%
100,800
+22,500
+29% +$1.8M
ATVI
327
PUT
DELISTED
Activision Blizzard
ATVI
$8.4M 0.04%
110,100
-42,600
-28% -$3.01M
WDAY icon
328
CALL
Workday
WDAY
$39.4B
$8.38M 0.04%
69,200
-300
-0.4% -$38.4K
XRT icon
329
PUT
State Street SPDR S&P Retail ETF
XRT
$458M
$8.34M 0.04%
171,800
-73,100
-30% -$3.41M
X
330
CALL
DELISTED
US Steel
X
$8.33M 0.04%
239,600
-4,200
-2% -$150K
WDC icon
331
CALL
Western Digital
WDC
$160B
$8.31M 0.04%
142,090
+5,821
+4% +$370K
LVS icon
332
PUT
Las Vegas Sands
LVS
$32B
$8.29M 0.04%
108,600
-11,500
-10% -$878K
NKE icon
333
CALL
Nike
NKE
$63.9B
$8.24M 0.04%
103,400
-71,700
-41% -$5.05M
GE icon
334
CALL
GE Aerospace
GE
$377B
$8.2M 0.04%
125,719
+78,374
+166% +$5.23M
KR icon
335
CALL
Kroger
KR
$36.3B
$8.19M 0.04%
287,900
+122,400
+74% +$3.08M
CME icon
336
CME Group
CME
$93.5B
$8.15M 0.04%
49,730
-3,554
-7% -$580K
PXD
337
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$8.14M 0.04%
43,000
+6,300
+17% +$1.21M
BLK icon
338
CALL
Blackrock
BLK
$170B
$8.13M 0.04%
16,300
+200
+1% +$106K
CVS icon
339
PUT
CVS Health
CVS
$140B
$8.12M 0.04%
126,100
-59,300
-32% -$3.91M
M icon
340
PUT
Macy's
M
$6.62B
$8.11M 0.04%
216,600
+12,000
+6% +$402K
WBA
341
PUT
DELISTED
Walgreens Boots Alliance
WBA
$7.99M 0.04%
133,200
-27,400
-17% -$1.76M
HES
342
CALL
DELISTED
Hess
HES
$7.99M 0.04%
119,400
+32,100
+37% +$1.92M
MO icon
343
Altria Group
MO
$125B
$7.97M 0.04%
140,432
+79,304
+130% +$4.57M
C icon
344
Citigroup
C
$222B
$7.95M 0.04%
118,806
-44,508
-27% -$3.06M
IWO icon
345
PUT
iShares Russell 2000 Growth ETF
IWO
$14.4B
$7.87M 0.04%
38,500
+16,400
+74% +$3.28M
PAYX icon
346
CALL
Paychex
PAYX
$42.3B
$7.81M 0.04%
114,200
+86,900
+318% +$5.61M
XLB icon
347
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$7.8M 0.04%
268,600
+15,400
+6% +$451K
LRCX icon
348
CALL
Lam Research
LRCX
$337B
$7.78M 0.04%
450,000
+280,000
+165% +$5.39M
TIF
349
PUT
DELISTED
Tiffany & Co.
TIF
$7.78M 0.04%
59,100
+1,600
+3% +$183K
EWZ icon
350
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
$7.74M 0.04%
241,600
+212,900
+742% +$8.2M
12 13
14
15 16

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OAM
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NOCM
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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.