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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
PNC icon
701
PUT
PNC Financial Services
PNC
$99.7B
$3M 0.01%
22,200
-6,000
-21% -$875K
GDX icon
702
CALL
VanEck Gold Miners ETF
GDX
$23.2B
$2.99M 0.01%
134,200
-77,000
-36% -$1.72M
MRSH
703
PUT
Marsh
MRSH
$90.5B
$2.98M 0.01%
36,400
+23,800
+189% +$1.94M
VFC icon
704
CALL
VF Corp
VFC
$5.63B
$2.98M 0.01%
38,869
+20,390
+110% +$1.54M
CAG icon
705
PUT
Conagra Brands
CAG
$6.94B
$2.98M 0.01%
83,400
-3,000
-3% -$112K
FMC icon
706
CALL
FMC
FMC
$1.34B
$2.97M 0.01%
38,395
-3,228
-8% -$240K
J icon
707
PUT
Jacobs Solutions
J
$15.9B
$2.97M 0.01%
56,580
+37,962
+204% +$1.95M
PRU icon
708
Prudential Financial
PRU
$42.4B
$2.97M 0.01%
+31,741
New +$3.21M
OMC icon
709
PUT
Omnicom Group
OMC
$21.6B
$2.97M 0.01%
38,900
+24,600
+172% +$1.82M
TPR icon
710
CALL
Tapestry
TPR
$30.8B
$2.97M 0.01%
63,500
+38,000
+149% +$1.83M
IWD icon
711
CALL
iShares Russell 1000 Value ETF
IWD
$82.6B
$2.96M 0.01%
24,400
+11,300
+86% +$1.37M
RRC icon
712
CALL
Range Resources
RRC
$9.38B
$2.95M 0.01%
176,400
+81,100
+85% +$1.23M
LLL
713
CALL
DELISTED
L3 Technologies, Inc.
LLL
$2.94M 0.01%
15,300
+6,600
+76% +$1.32M
MT icon
714
CALL
ArcelorMittal
MT
$52.9B
$2.92M 0.01%
101,500
+74,800
+280% +$2.48M
CME icon
715
PUT
CME Group
CME
$96.3B
$2.92M 0.01%
17,800
-1,300
-7% -$212K
ANDV
716
PUT
DELISTED
Andeavor
ANDV
$2.91M 0.01%
22,200
-27,500
-55% -$3.62M
LNC icon
717
Lincoln National
LNC
$8.73B
$2.9M 0.01%
46,581
+16,733
+56% +$1.15M
USB icon
718
US Bancorp
USB
$98.2B
$2.88M 0.01%
57,569
-17,117
-23% -$869K
BMRN icon
719
BioMarin Pharmaceuticals
BMRN
$11.6B
$2.88M 0.01%
30,565
+14,623
+92% +$1.28M
TECK icon
720
PUT
Teck Resources
TECK
$29.6B
$2.85M 0.01%
112,000
+36,400
+48% +$975K
IBM icon
721
IBM
IBM
$211B
$2.84M 0.01%
21,244
-50,999
-71% -$7.11M
ITW icon
722
CALL
Illinois Tool Works
ITW
$82.6B
$2.83M 0.01%
20,400
-6,900
-25% -$1.02M
MCHP icon
723
CALL
Microchip Technology
MCHP
$40.3B
$2.82M 0.01%
62,000
+2,400
+4% +$111K
DISH
724
PUT
DELISTED
DISH Network Corp.
DISH
$2.82M 0.01%
83,800
+10,200
+14% +$348K
PSA icon
725
PUT
Public Storage
PSA
$60.5B
$2.81M 0.01%
12,400
-18,800
-60% -$3.91M
27 28
29
30 31

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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.