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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
XLP icon
451
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$5.76M 0.03%
111,788
-33,525
-23% -$1.7M
ADM icon
452
CALL
Archer Daniels Midland
ADM
$38.3B
$5.75M 0.03%
125,500
+6,900
+6% +$310K
ITW icon
453
PUT
Illinois Tool Works
ITW
$85B
$5.75M 0.03%
41,500
-8,300
-17% -$1.23M
EPD icon
454
PUT
Enterprise Products Partners
EPD
$82.3B
$5.75M 0.03%
207,700
-13,700
-6% -$375K
MET icon
455
CALL
MetLife
MET
$61.8B
$5.75M 0.03%
131,800
+1,500
+1% +$69.9K
MPC icon
456
CALL
Marathon Petroleum
MPC
$90.8B
$5.75M 0.03%
81,900
-59,800
-42% -$4.57M
FE icon
457
CALL
FirstEnergy
FE
$28B
$5.74M 0.03%
159,700
+110,200
+223% +$3.77M
FDS icon
458
PUT
Factset
FDS
$9.7B
$5.72M 0.03%
28,900
+19,700
+214% +$3.94M
TT icon
459
CALL
Trane Technologies
TT
$104B
$5.72M 0.03%
63,700
+38,200
+150% +$3.35M
SHW icon
460
PUT
Sherwin-Williams
SHW
$87.7B
$5.67M 0.03%
41,700
+21,600
+107% +$2.79M
ADSK icon
461
PUT
Autodesk
ADSK
$49.7B
$5.66M 0.03%
43,200
-43,500
-50% -$5.76M
VZ icon
462
Verizon
VZ
$195B
$5.63M 0.03%
111,868
-2,796
-2% -$135K
DLTR icon
463
CALL
Dollar Tree
DLTR
$25.2B
$5.63M 0.03%
66,200
+3,600
+6% +$332K
MAR icon
464
CALL
Marriott International
MAR
$89.8B
$5.62M 0.03%
44,400
+13,200
+42% +$1.79M
ELV icon
465
PUT
Elevance Health
ELV
$82.6B
$5.62M 0.03%
23,600
-18,400
-44% -$4.26M
SBUX icon
466
Starbucks
SBUX
$120B
$5.58M 0.03%
114,179
+33,289
+41% +$1.89M
VRTX icon
467
PUT
Vertex Pharmaceuticals
VRTX
$121B
$5.58M 0.03%
32,800
+27,200
+486% +$4.22M
VMW
468
CALL
DELISTED
VMware, Inc
VMW
$5.55M 0.03%
37,800
-15,800
-29% -$2.18M
ETR icon
469
CALL
Entergy
ETR
$50.8B
$5.54M 0.03%
137,200
+24,000
+21% +$950K
CSX icon
470
PUT
CSX Corp
CSX
$93.6B
$5.52M 0.03%
259,500
+91,800
+55% +$1.89M
NTAP icon
471
CALL
NetApp
NTAP
$38.3B
$5.51M 0.03%
70,200
-5,700
-8% -$401K
KSS icon
472
PUT
Kohl's
KSS
$2.29B
$5.5M 0.03%
75,400
+37,200
+97% +$2.48M
HOG icon
473
CALL
Harley-Davidson
HOG
$2.83B
$5.48M 0.03%
130,200
+14,600
+13% +$615K
EWW icon
474
PUT
iShares MSCI Mexico ETF
EWW
$1.98B
$5.45M 0.03%
115,600
+25,700
+29% +$1.24M
CF icon
475
PUT
CF Industries
CF
$18.2B
$5.43M 0.03%
122,400
+13,700
+13% +$559K
17 18
19
20 21

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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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.