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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
LH icon
826
PUT
Labcorp
LH
$24.9B
$2.32M 0.01%
15,016
+8,148
+119% +$1.23M
EGN
827
CALL
DELISTED
Energen
EGN
$2.32M 0.01%
31,800
+27,900
+715% +$1.83M
DDS icon
828
PUT
Dillards
DDS
$9.57B
$2.31M 0.01%
24,400
+2,500
+11% +$204K
FMC icon
829
PUT
FMC
FMC
$1.3B
$2.3M 0.01%
29,747
+16,026
+117% +$1.19M
ADBE icon
830
Adobe
ADBE
$99.9B
$2.3M 0.01%
9,438
-2,569
-21% -$608K
GIS icon
831
General Mills
GIS
$19.2B
$2.3M 0.01%
51,999
+10,336
+25% +$452K
LNG icon
832
CALL
Cheniere Energy
LNG
$54.1B
$2.3M 0.01%
35,300
-46,600
-57% -$2.87M
WY icon
833
CALL
Weyerhaeuser
WY
$18.2B
$2.3M 0.01%
63,100
-77,000
-55% -$2.82M
SNA icon
834
PUT
Snap-on
SNA
$21.2B
$2.3M 0.01%
14,300
+7,300
+104% +$1.1M
AGNC icon
835
CALL
AGNC Investment
AGNC
$12.4B
$2.3M 0.01%
123,500
+93,000
+305% +$1.76M
ASML icon
836
PUT
ASML
ASML
$631B
$2.3M 0.01%
11,600
-10,200
-47% -$2.05M
ATVI
837
DELISTED
Activision Blizzard
ATVI
$2.29M 0.01%
30,027
+10,190
+51% +$721K
CP icon
838
PUT
Canadian Pacific Kansas City
CP
$79.7B
$2.29M 0.01%
62,500
-61,500
-50% -$2.26M
BID
839
CALL
DELISTED
Sotheby's
BID
$2.28M 0.01%
42,000
+25,800
+159% +$1.43M
EXPD icon
840
PUT
Expeditors International
EXPD
$22.3B
$2.27M 0.01%
31,100
+21,500
+224% +$1.5M
JACK icon
841
CALL
Jack in the Box
JACK
$324M
$2.27M 0.01%
26,700
+16,400
+159% +$1.42M
AMD icon
842
PUT
Advanced Micro Devices
AMD
$790B
$2.27M 0.01%
151,500
-55,000
-27% -$699K
CPRI icon
843
CALL
Capri Holdings
CPRI
$1.88B
$2.27M 0.01%
34,100
-1,600
-4% -$105K
DATA
844
CALL
DELISTED
Tableau Software, Inc.
DATA
$2.27M 0.01%
23,200
+100
+0.4% +$9.17K
ING icon
845
CALL
ING
ING
$101B
$2.26M 0.01%
157,700
+132,800
+533% +$2.11M
NVDA icon
846
NVIDIA
NVDA
$5.01T
$2.26M 0.01%
381,280
-33,640
-8% -$204K
HON icon
847
Honeywell
HON
$78.2B
$2.25M 0.01%
17,332
-19,938
-53% -$2.65M
DDS icon
848
CALL
Dillards
DDS
$9.57B
$2.25M 0.01%
23,800
-6,600
-22% -$538K
MTN icon
849
PUT
Vail Resorts
MTN
$5.32B
$2.25M 0.01%
8,200
+5,600
+215% +$1.37M
CTXS
850
CALL
DELISTED
Citrix Systems Inc
CTXS
$2.24M 0.01%
21,400
-400
-2% -$41.2K
32 33
34
35 36

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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.