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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 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
PFE icon
51
CALL
Pfizer
PFE
$144B
$44.6M 0.22%
1,294,523
+81,580
+7% +$2.79M
MA icon
52
PUT
Mastercard
MA
$497B
$44.5M 0.22%
226,200
+14,100
+7% +$2.65M
BABA icon
53
CALL
Alibaba
BABA
$276B
$44.2M 0.22%
238,300
-117,500
-33% -$22.4M
XLY icon
54
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$44.1M 0.22%
806,600
+210,400
+35% +$11.1M
MMM icon
55
PUT
3M
MMM
$94.1B
$43.7M 0.22%
265,632
-3,348
-1% -$571K
WFC icon
56
CALL
Wells Fargo
WFC
$263B
$43.3M 0.22%
781,500
+47,700
+7% +$2.56M
XLE icon
57
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$41.9M 0.21%
1,102,600
-189,200
-15% -$7.03M
CVX icon
58
CALL
Chevron
CVX
$374B
$41.8M 0.21%
330,800
-131,600
-28% -$16.3M
PFE icon
59
PUT
Pfizer
PFE
$144B
$41.7M 0.21%
1,212,311
+490,848
+68% +$16.8M
WFC icon
60
PUT
Wells Fargo
WFC
$263B
$41.7M 0.21%
752,000
-37,800
-5% -$2.03M
IBM icon
61
CALL
IBM
IBM
$214B
$41.2M 0.2%
308,256
+69,559
+29% +$9.7M
UPS icon
62
CALL
United Parcel Service
UPS
$89.7B
$41.2M 0.2%
387,500
+84,400
+28% +$9.48M
JNJ icon
63
PUT
Johnson & Johnson
JNJ
$643B
$41M 0.2%
338,000
-91,300
-21% -$11.4M
KO icon
64
CALL
Coca-Cola
KO
$380B
$40.9M 0.2%
931,700
+356,500
+62% +$15.4M
SLB icon
65
PUT
SLB Ltd
SLB
$74.2B
$39.7M 0.2%
591,800
+317,900
+116% +$21.8M
CSCO icon
66
PUT
Cisco
CSCO
$456B
$38.8M 0.19%
901,500
+57,700
+7% +$2.52M
ABBV icon
67
CALL
AbbVie
ABBV
$465B
$38.3M 0.19%
413,600
-215,100
-34% -$21M
ADBE icon
68
PUT
Adobe
ADBE
$99B
$38.3M 0.19%
157,100
+19,100
+14% +$4.52M
DIS icon
69
PUT
Walt Disney
DIS
$172B
$38.3M 0.19%
365,100
+59,100
+19% +$6.04M
NFLX icon
70
PUT
Netflix
NFLX
$301B
$38.1M 0.19%
973,000
-745,000
-43% -$25.4M
JPM icon
71
CALL
JPMorgan Chase
JPM
$950B
$37.9M 0.19%
363,300
-333,000
-48% -$36.5M
C icon
72
CALL
Citigroup
C
$222B
$37.2M 0.19%
556,300
-82,800
-13% -$5.7M
NVDA icon
73
PUT
NVIDIA
NVDA
$4.77T
$37.2M 0.19%
6,280,000
-2,756,000
-31% -$16.7M
IBM icon
74
PUT
IBM
IBM
$214B
$37.1M 0.18%
278,131
-28,347
-9% -$3.95M
XLK icon
75
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
$36.9M 0.18%
1,062,400
+1,012,000
+2,008% +$34.7M
1 2
3
4 5

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OAM
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NOCM
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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.