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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
OKE icon
501
CALL
Oneok
OKE
$54.2B
$4.89M 0.02%
70,100
-8,500
-11% -$547K
ALL icon
502
PUT
Allstate
ALL
$67.2B
$4.87M 0.02%
53,300
+23,500
+79% +$2.23M
YUM icon
503
PUT
Yum! Brands
YUM
$40.8B
$4.86M 0.02%
62,100
-200
-0.3% -$16.7K
ALXN
504
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$4.85M 0.02%
39,100
-40,100
-51% -$4.69M
ED icon
505
PUT
Consolidated Edison
ED
$39.8B
$4.8M 0.02%
61,500
+21,000
+52% +$1.6M
NTES icon
506
PUT
NetEase
NTES
$83.3B
$4.78M 0.02%
94,500
-61,500
-39% -$3.14M
LULU icon
507
CALL
lululemon athletica
LULU
$14B
$4.73M 0.02%
37,900
+4,700
+14% +$501K
BA icon
508
Boeing
BA
$187B
$4.73M 0.02%
14,095
-3,967
-22% -$1.36M
DGX icon
509
PUT
Quest Diagnostics
DGX
$25.8B
$4.72M 0.02%
42,900
+17,000
+66% +$1.77M
CIEN icon
510
PUT
Ciena
CIEN
$58.8B
$4.71M 0.02%
177,600
+69,700
+65% +$1.77M
TXT icon
511
CALL
Textron
TXT
$15.2B
$4.7M 0.02%
71,300
+19,200
+37% +$1.24M
GAP
512
PUT
The Gap Inc
GAP
$7.44B
$4.69M 0.02%
144,700
+39,500
+38% +$1.22M
TTWO icon
513
CALL
Take-Two Interactive
TTWO
$45.1B
$4.67M 0.02%
39,500
-2,500
-6% -$272K
PVH icon
514
PUT
PVH
PVH
$4.12B
$4.67M 0.02%
31,200
+23,400
+300% +$3.68M
IWF icon
515
PUT
iShares Russell 1000 Growth ETF
IWF
$127B
$4.66M 0.02%
129,600
+77,600
+149% +$2.74M
GOOG icon
516
Alphabet (Google) Class C
GOOG
$4.57T
$4.66M 0.02%
83,500
-147,380
-64% -$7.96M
PII icon
517
CALL
Polaris
PII
$4.15B
$4.64M 0.02%
38,000
+18,500
+95% +$2.16M
KO icon
518
Coca-Cola
KO
$370B
$4.63M 0.02%
105,680
-150,473
-59% -$6.5M
AZN icon
519
CALL
AstraZeneca
AZN
$244B
$4.62M 0.02%
65,850
+13,100
+25% +$942K
RGLD icon
520
PUT
Royal Gold
RGLD
$17.4B
$4.61M 0.02%
49,700
+14,900
+43% +$1.33M
M icon
521
CALL
Macy's
M
$6.96B
$4.61M 0.02%
123,200
-33,200
-21% -$1.11M
EPD icon
522
CALL
Enterprise Products Partners
EPD
$81.8B
$4.61M 0.02%
166,600
-42,000
-20% -$1.15M
ETR icon
523
PUT
Entergy
ETR
$50.6B
$4.61M 0.02%
114,000
+93,400
+453% +$3.7M
TECK icon
524
CALL
Teck Resources
TECK
$31.4B
$4.57M 0.02%
179,600
+18,100
+11% +$485K
YUM icon
525
Yum! Brands
YUM
$40.8B
$4.55M 0.02%
58,198
+24,267
+72% +$2.02M
19 20
21
22 23

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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.