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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
LEA icon
526
PUT
Lear
LEA
$6.1B
$4.53M 0.02%
24,400
+16,400
+205% +$3.21M
CTSH icon
527
CALL
Cognizant
CTSH
$24.5B
$4.53M 0.02%
57,300
-57,000
-50% -$4.48M
OEF icon
528
iShares S&P 100 ETF
OEF
$20.4B
$4.51M 0.02%
37,724
-18,478
-33% -$2.2M
GAP
529
CALL
The Gap Inc
GAP
$7.45B
$4.49M 0.02%
138,700
+34,200
+33% +$1.05M
KHC icon
530
CALL
Kraft Heinz
KHC
$31.4B
$4.49M 0.02%
71,400
-29,800
-29% -$1.77M
MMM icon
531
3M
MMM
$92.1B
$4.48M 0.02%
27,226
+877
+3% +$150K
HP icon
532
PUT
Helmerich & Payne
HP
$3.41B
$4.47M 0.02%
70,100
-1,800
-3% -$122K
UAL icon
533
CALL
United Airlines
UAL
$43.1B
$4.46M 0.02%
63,900
-56,500
-47% -$3.93M
APD icon
534
CALL
Air Products & Chemicals
APD
$65.6B
$4.45M 0.02%
28,600
-2,800
-9% -$458K
MS icon
535
Morgan Stanley
MS
$342B
$4.44M 0.02%
93,759
+25,891
+38% +$1.35M
CI icon
536
CALL
Cigna
CI
$72.6B
$4.44M 0.02%
26,100
-500
-2% -$86.6K
MPC icon
537
PUT
Marathon Petroleum
MPC
$91B
$4.41M 0.02%
62,900
-76,000
-55% -$5.8M
TRV icon
538
CALL
Travelers Companies
TRV
$78.7B
$4.39M 0.02%
35,900
-9,000
-20% -$1.18M
GLW icon
539
PUT
Corning
GLW
$134B
$4.38M 0.02%
159,300
-20,300
-11% -$561K
ETFC
540
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$4.38M 0.02%
71,600
+33,500
+88% +$2.07M
HSBC icon
541
HSBC
HSBC
$366B
$4.38M 0.02%
98,577
+6,849
+7% +$314K
CA
542
CALL
DELISTED
CA, Inc.
CA
$4.35M 0.02%
121,900
+94,400
+343% +$3.33M
STX icon
543
PUT
Seagate
STX
$197B
$4.31M 0.02%
76,300
+55,700
+270% +$3.22M
PRU icon
544
CALL
Prudential Financial
PRU
$42.8B
$4.3M 0.02%
46,000
-21,000
-31% -$2.12M
AVGO icon
545
Broadcom
AVGO
$1.97T
$4.28M 0.02%
176,410
+44,330
+34% +$1.09M
CPB icon
546
PUT
Campbell Soup
CPB
$6.74B
$4.27M 0.02%
105,300
+50,400
+92% +$1.96M
IYT icon
547
CALL
iShares US Transportation ETF
IYT
$2.29B
$4.25M 0.02%
+91,200
New +$4.36M
DIS icon
548
Walt Disney
DIS
$171B
$4.24M 0.02%
40,487
-6,440
-14% -$659K
CHKP icon
549
CALL
Check Point Software Technologies
CHKP
$12.6B
$4.22M 0.02%
43,200
-2,800
-6% -$277K
FCX icon
550
PUT
Freeport-McMoran
FCX
$95.7B
$4.2M 0.02%
243,100
+49,900
+26% +$846K
20 21
22
23 24

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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.