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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
MT icon
751
PUT
ArcelorMittal
MT
$54.2B
$2.68M 0.01%
93,100
+41,200
+79% +$1.37M
NUE icon
752
PUT
Nucor
NUE
$59.5B
$2.66M 0.01%
42,600
+7,900
+23% +$504K
VRTX icon
753
Vertex Pharmaceuticals
VRTX
$119B
$2.66M 0.01%
+15,656
New +$2.43M
DKS icon
754
CALL
Dick's Sporting Goods
DKS
$18B
$2.66M 0.01%
75,400
-23,200
-24% -$787K
XEC
755
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$2.65M 0.01%
26,000
+15,100
+139% +$1.43M
PAAS icon
756
PUT
Pan American Silver
PAAS
$18.4B
$2.64M 0.01%
147,500
+83,400
+130% +$1.44M
SO icon
757
Southern Company
SO
$107B
$2.64M 0.01%
56,999
+21,145
+59% +$946K
DGX icon
758
CALL
Quest Diagnostics
DGX
$25.6B
$2.64M 0.01%
24,000
– –
FE icon
759
PUT
FirstEnergy
FE
$28B
$2.64M 0.01%
73,500
+66,800
+997% +$2.29M
DINO icon
760
PUT
HF Sinclair
DINO
$15.8B
$2.63M 0.01%
38,500
+6,000
+18% +$400K
GG
761
PUT
DELISTED
Goldcorp Inc
GG
$2.63M 0.01%
192,200
-24,500
-11% -$340K
MDT icon
762
Medtronic
MDT
$111B
$2.63M 0.01%
30,737
-15,009
-33% -$1.25M
CLR
763
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$2.63M 0.01%
40,600
-24,000
-37% -$1.55M
SPOT icon
764
CALL
Spotify
SPOT
$100B
$2.63M 0.01%
+15,600
New +$2.49M
MSI icon
765
CALL
Motorola Solutions
MSI
$72.6B
$2.62M 0.01%
22,500
-1,300
-5% -$143K
MSI icon
766
PUT
Motorola Solutions
MSI
$72.6B
$2.62M 0.01%
22,500
-8,600
-28% -$948K
SYY icon
767
PUT
Sysco
SYY
$40.7B
$2.61M 0.01%
38,200
+18,500
+94% +$1.18M
CAT icon
768
Caterpillar
CAT
$382B
$2.6M 0.01%
19,191
-1,059
-5% -$158K
EL icon
769
CALL
Estee Lauder
EL
$30.6B
$2.6M 0.01%
18,200
+7,400
+69% +$1.1M
VOD icon
770
CALL
Vodafone
VOD
$35.9B
$2.6M 0.01%
106,800
-33,800
-24% -$922K
O icon
771
CALL
Realty Income
O
$59.2B
$2.59M 0.01%
49,639
-26,729
-35% -$1.35M
LH icon
772
CALL
Labcorp
LH
$24.9B
$2.58M 0.01%
16,762
+11,757
+235% +$1.77M
TLT icon
773
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
$2.58M 0.01%
+21,221
New +$2.54M
BBWI icon
774
PUT
Bath & Body Works
BBWI
$4.23B
$2.57M 0.01%
86,343
+38,347
+80% +$1.11M
NWL icon
775
CALL
Newell Brands
NWL
$2.7B
$2.57M 0.01%
99,800
+38,000
+61% +$989K
29 30
31
32 33

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OAM
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
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.