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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
BAC icon
26
CALL
Bank of America
BAC
$439B
$76.4M 0.38%
2,710,500
+891,500
+49% +$26.6M
CVX icon
27
PUT
Chevron
CVX
$374B
$74.4M 0.37%
588,200
-22,400
-4% -$2.78M
SMH icon
28
PUT
VanEck Semiconductor ETF
SMH
$63.8B
$68.1M 0.34%
1,326,800
+968,000
+270% +$50.6M
SPY icon
29
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$67.5M 0.34%
248,694
+106,645
+75% +$28.8M
AMGN icon
30
PUT
Amgen
AMGN
$212B
$65M 0.32%
351,900
+120,700
+52% +$21.4M
IWM icon
31
iShares Russell 2000 ETF
IWM
$80.4B
$64M 0.32%
390,675
+327,720
+521% +$52.4M
NVDA icon
32
CALL
NVIDIA
NVDA
$4.77T
$62.7M 0.31%
10,584,000
-1,344,000
-11% -$8.17M
JNJ icon
33
CALL
Johnson & Johnson
JNJ
$643B
$62.4M 0.31%
514,200
-130,300
-20% -$16.3M
BA icon
34
CALL
Boeing
BA
$175B
$61.8M 0.31%
184,300
-60,600
-25% -$20.8M
C icon
35
PUT
Citigroup
C
$222B
$61.4M 0.31%
918,200
+182,200
+25% +$12.5M
BKNG icon
36
CALL
Booking.com
BKNG
$154B
$61.4M 0.31%
757,500
-420,000
-36% -$35.4M
XLE icon
37
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$58.5M 0.29%
1,541,400
-981,800
-39% -$36.5M
SMH icon
38
CALL
VanEck Semiconductor ETF
SMH
$63.8B
$58M 0.29%
1,130,200
+712,400
+171% +$37.2M
JPM icon
39
PUT
JPMorgan Chase
JPM
$950B
$57.4M 0.29%
550,500
-57,100
-9% -$6.26M
GS icon
40
CALL
Goldman Sachs
GS
$305B
$57.2M 0.28%
259,400
-40,400
-13% -$9.63M
NFLX icon
41
CALL
Netflix
NFLX
$301B
$52.2M 0.26%
1,333,000
-839,000
-39% -$28.6M
XOM icon
42
PUT
ExxonMobil
XOM
$634B
$49.9M 0.25%
603,300
+72,300
+14% +$5.76M
XLY icon
43
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$49.8M 0.25%
910,600
+344,600
+61% +$18.2M
XLV icon
44
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$49.5M 0.25%
593,500
-120,200
-17% -$9.96M
PEP icon
45
PUT
PepsiCo
PEP
$195B
$48.7M 0.24%
446,900
+200,500
+81% +$20.7M
XLF icon
46
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$47.1M 0.23%
1,773,200
+1,038,000
+141% +$28.6M
HD icon
47
CALL
Home Depot
HD
$343B
$46.6M 0.23%
239,000
-156,000
-39% -$29.1M
UNP icon
48
CALL
Union Pacific
UNP
$175B
$46.3M 0.23%
326,900
+40,600
+14% +$5.66M
BABA icon
49
PUT
Alibaba
BABA
$276B
$45.1M 0.22%
243,300
-51,000
-17% -$9.72M
XLV icon
50
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$45.1M 0.22%
540,200
+129,800
+32% +$10.8M
1
2
3 4 5

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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.