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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
HWM icon
576
CALL
Howmet Aerospace
HWM
$115B
$3.98M 0.02%
305,527
-70,938
-19% -$1.05M
DPZ icon
577
CALL
Domino's
DPZ
$12.1B
$3.98M 0.02%
14,100
+5,500
+64% +$1.39M
DVA icon
578
PUT
DaVita
DVA
$15B
$3.98M 0.02%
57,300
+41,500
+263% +$2.77M
ULTA icon
579
PUT
Ulta Beauty
ULTA
$23B
$3.97M 0.02%
17,000
-13,500
-44% -$3.26M
STT icon
580
CALL
State Street
STT
$50.5B
$3.96M 0.02%
42,500
-40,300
-49% -$4M
CIT
581
DELISTED
CIT Group Inc.
CIT
$3.96M 0.02%
+78,475
New +$4.1M
WMB icon
582
CALL
Williams Companies
WMB
$86.1B
$3.94M 0.02%
145,200
-3,900
-3% -$103K
MRSH
583
CALL
Marsh
MRSH
$92B
$3.94M 0.02%
48,000
+26,800
+126% +$2.19M
SPG icon
584
CALL
Simon Property Group
SPG
$74.3B
$3.93M 0.02%
23,100
-14,500
-39% -$2.31M
EQR icon
585
CALL
Equity Residential
EQR
$25.3B
$3.93M 0.02%
61,700
+39,900
+183% +$2.49M
BAX icon
586
PUT
Baxter International
BAX
$14.5B
$3.92M 0.02%
53,100
-3,800
-7% -$268K
SO icon
587
CALL
Southern Company
SO
$107B
$3.92M 0.02%
84,600
-22,900
-21% -$1.02M
DLR icon
588
PUT
Digital Realty Trust
DLR
$70.8B
$3.9M 0.02%
35,000
-2,200
-6% -$233K
AON icon
589
CALL
Aon
AON
$75.9B
$3.9M 0.02%
28,400
+16,400
+137% +$2.31M
EWW icon
590
CALL
iShares MSCI Mexico ETF
EWW
$1.97B
$3.88M 0.02%
82,400
+61,800
+300% +$2.98M
HP icon
591
CALL
Helmerich & Payne
HP
$3.41B
$3.88M 0.02%
60,800
+15,400
+34% +$1.05M
KHC icon
592
Kraft Heinz
KHC
$31.3B
$3.87M 0.02%
+61,563
New +$3.65M
DFS
593
CALL
DELISTED
Discover Financial Services
DFS
$3.85M 0.02%
54,700
+500
+0.9% +$36.7K
WMB icon
594
PUT
Williams Companies
WMB
$86.1B
$3.84M 0.02%
141,500
+77,900
+122% +$2.05M
RTN
595
DELISTED
Raytheon Company
RTN
$3.82M 0.02%
19,793
+6,902
+54% +$1.45M
STLD icon
596
CALL
Steel Dynamics
STLD
$37B
$3.82M 0.02%
83,200
+28,000
+51% +$1.32M
DVA icon
597
DaVita
DVA
$15B
$3.81M 0.02%
54,941
+47,900
+680% +$3.2M
KLAC icon
598
CALL
KLA
KLAC
$239B
$3.81M 0.02%
372,000
+219,000
+143% +$2.38M
JOYY
599
CALL
JOYY Inc
JOYY
$3.73B
$3.81M 0.02%
37,900
+1,100
+3% +$115K
NTAP icon
600
PUT
NetApp
NTAP
$35.9B
$3.8M 0.02%
48,400
-18,400
-28% -$1.29M
22 23
24
25 26

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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.