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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
UN
726
PUT
DELISTED
Unilever NV New York Registry Shares
UN
$2.8M 0.01%
50,300
-3,300
-6% -$185K
CXO
727
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$2.79M 0.01%
20,200
-40,300
-67% -$5.76M
SJM icon
728
PUT
J.M. Smucker
SJM
$12.6B
$2.79M 0.01%
26,000
+18,200
+233% +$2.04M
GLW icon
729
Corning
GLW
$126B
$2.79M 0.01%
101,347
-10,571
-9% -$292K
TWLO icon
730
PUT
Twilio
TWLO
$29.8B
$2.78M 0.01%
49,600
+4,600
+10% +$228K
NSC icon
731
PUT
Norfolk Southern
NSC
$75.6B
$2.78M 0.01%
18,400
+8,700
+90% +$1.27M
LEA icon
732
CALL
Lear
LEA
$6.27B
$2.77M 0.01%
14,900
+7,500
+101% +$1.47M
SOXX icon
733
CALL
iShares Semiconductor ETF
SOXX
$45.5B
$2.76M 0.01%
46,500
+38,700
+496% +$2.35M
O icon
734
PUT
Realty Income
O
$59.2B
$2.75M 0.01%
52,838
+7,327
+16% +$371K
LUV icon
735
CALL
Southwest Airlines
LUV
$23B
$2.75M 0.01%
54,100
-72,900
-57% -$3.84M
LNC icon
736
CALL
Lincoln National
LNC
$8.82B
$2.75M 0.01%
44,200
-32,000
-42% -$2.19M
MRVL icon
737
CALL
Marvell Technology
MRVL
$174B
$2.75M 0.01%
128,200
+68,300
+114% +$1.46M
TD icon
738
PUT
Toronto Dominion Bank
TD
$200B
$2.74M 0.01%
47,400
+33,600
+243% +$1.92M
DKS icon
739
PUT
Dick's Sporting Goods
DKS
$18B
$2.74M 0.01%
77,800
-76,600
-50% -$2.6M
PPL
740
CALL
PPL Corp
PPL
$26.5B
$2.74M 0.01%
95,900
+39,400
+70% +$1.09M
KBH icon
741
CALL
KB Home
KBH
$3.45B
$2.73M 0.01%
100,400
+49,300
+96% +$1.33M
WW
742
CALL
DELISTED
WW International
WW
$2.73M 0.01%
27,000
-13,200
-33% -$1.04M
TAP icon
743
CALL
Molson Coors Class B
TAP
$7.86B
$2.73M 0.01%
40,100
+18,300
+84% +$1.22M
DXC icon
744
CALL
DXC Technology
DXC
$1.78B
$2.73M 0.01%
33,800
+27,673
+452% +$2.38M
WW
745
PUT
DELISTED
WW International
WW
$2.72M 0.01%
26,900
-500
-2% -$39.3K
FNV icon
746
PUT
Franco-Nevada
FNV
$41.4B
$2.72M 0.01%
37,200
+20,700
+125% +$1.47M
GDX icon
747
PUT
VanEck Gold Miners ETF
GDX
$23.2B
$2.71M 0.01%
121,600
-86,700
-42% -$1.94M
SWKS icon
748
Skyworks Solutions
SWKS
$9.22B
$2.71M 0.01%
28,064
+5,965
+27% +$580K
CMA
749
PUT
DELISTED
Comerica
CMA
$2.71M 0.01%
29,800
-3,100
-9% -$297K
MDLZ icon
750
Mondelez International
MDLZ
$78.8B
$2.69M 0.01%
65,612
+35,603
+119% +$1.43M
28 29
30
31 32

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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.