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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
BKNG icon
676
Booking.com
BKNG
$149B
$3.17M 0.02%
39,150
+30,725
+365% +$2.59M
FAST icon
677
CALL
Fastenal
FAST
$54.7B
$3.17M 0.02%
263,200
+32,400
+14% +$419K
PYPL icon
678
PayPal
PYPL
$48.9B
$3.17M 0.02%
38,034
+1,734
+5% +$138K
RIO icon
679
PUT
Rio Tinto
RIO
$158B
$3.16M 0.02%
57,000
-99,000
-63% -$5.54M
JBHT icon
680
CALL
JB Hunt Transport Services
JBHT
$25.5B
$3.16M 0.02%
26,000
+17,000
+189% +$2.08M
WLL
681
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$3.16M 0.02%
799
-306
-28% -$1.06M
KMI icon
682
PUT
Kinder Morgan
KMI
$71.7B
$3.15M 0.02%
178,400
-41,900
-19% -$686K
SAP icon
683
CALL
SAP
SAP
$212B
$3.15M 0.02%
+27,200
New +$3.07M
CRM icon
684
Salesforce
CRM
$151B
$3.13M 0.02%
22,929
+15,616
+214% +$1.99M
DBX icon
685
CALL
Dropbox
DBX
$7.6B
$3.13M 0.02%
+96,400
New +$3.02M
FAS icon
686
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
$3.12M 0.02%
+49,500
New +$3.24M
ORLY icon
687
CALL
O'Reilly Automotive
ORLY
$72.9B
$3.12M 0.02%
171,000
-24,000
-12% -$418K
NLY icon
688
PUT
Annaly Capital Management
NLY
$17.1B
$3.09M 0.02%
75,150
+55,350
+280% +$2.31M
DHR icon
689
PUT
Danaher
DHR
$137B
$3.09M 0.02%
35,306
+10,490
+42% +$935K
CIT
690
PUT
DELISTED
CIT Group Inc.
CIT
$3.08M 0.02%
61,100
+52,900
+645% +$2.76M
SPOT icon
691
PUT
Spotify
SPOT
$103B
$3.08M 0.02%
+18,300
New +$2.93M
CP icon
692
CALL
Canadian Pacific Kansas City
CP
$78.1B
$3.08M 0.02%
84,000
-34,500
-29% -$1.27M
JBLU icon
693
CALL
JetBlue
JBLU
$2.28B
$3.05M 0.02%
160,900
+73,400
+84% +$1.41M
DRI icon
694
PUT
Darden Restaurants
DRI
$23.3B
$3.05M 0.02%
28,500
+12,800
+82% +$1.17M
SIG icon
695
CALL
Signet Jewelers
SIG
$3.61B
$3.04M 0.02%
54,600
-23,000
-30% -$1.02M
YELP icon
696
CALL
Yelp
YELP
$1.45B
$3.04M 0.02%
77,700
-27,000
-26% -$1.17M
DRI icon
697
CALL
Darden Restaurants
DRI
$23.3B
$3.04M 0.02%
28,400
-10,800
-28% -$989K
MUR icon
698
CALL
Murphy Oil
MUR
$5.7B
$3.04M 0.02%
90,000
+75,300
+512% +$2.32M
DHI icon
699
CALL
D.R. Horton
DHI
$40B
$3M 0.01%
73,200
+27,500
+60% +$1.19M
LNG icon
700
PUT
Cheniere Energy
LNG
$55.2B
$3M 0.01%
46,000
-12,400
-21% -$763K
26 27
28
29 30

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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.