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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
WAT icon
876
PUT
Waters Corp
WAT
$36.8B
$2.19M 0.01%
11,300
+700
+7% +$138K
ABT icon
877
Abbott
ABT
$185B
$2.18M 0.01%
35,813
+21,484
+150% +$1.3M
DNKN
878
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.18M 0.01%
31,600
+8,400
+36% +$540K
PPLI
879
PUT
People Inc
PPLI
$3.13B
$2.18M 0.01%
80,014
+24,619
+44% +$674K
EMN icon
880
CALL
Eastman Chemical
EMN
$8.23B
$2.18M 0.01%
21,800
+10,200
+88% +$1.08M
MRVL icon
881
PUT
Marvell Technology
MRVL
$174B
$2.18M 0.01%
101,600
+83,600
+464% +$1.78M
CHTR icon
882
PUT
Charter Communications
CHTR
$17.2B
$2.17M 0.01%
7,400
-3,700
-33% -$1.06M
REGN icon
883
Regeneron Pharmaceuticals
REGN
$78.2B
$2.17M 0.01%
6,286
+3,209
+104% +$1M
AEM icon
884
CALL
Agnico Eagle Mines
AEM
$74.6B
$2.16M 0.01%
47,200
-26,100
-36% -$1.15M
RY icon
885
CALL
Royal Bank of Canada
RY
$292B
$2.16M 0.01%
28,700
+4,400
+18% +$337K
ETFC
886
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$2.16M 0.01%
35,300
-14,100
-29% -$873K
TSM icon
887
TSMC
TSM
$2.11T
$2.16M 0.01%
59,001
+53,525
+977% +$2.12M
MT icon
888
ArcelorMittal
MT
$54.2B
$2.15M 0.01%
74,784
+64,697
+641% +$2.15M
CC icon
889
CALL
Chemours
CC
$2.57B
$2.15M 0.01%
48,500
+26,200
+117% +$1.3M
NVS icon
890
Novartis
NVS
$292B
$2.14M 0.01%
31,595
-115,721
-79% -$7.99M
ANDV
891
CALL
DELISTED
Andeavor
ANDV
$2.14M 0.01%
16,300
-63,200
-79% -$8.32M
CLX icon
892
CALL
Clorox
CLX
$11.9B
$2.14M 0.01%
15,800
-23,900
-60% -$2.95M
XLB icon
893
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$2.13M 0.01%
73,400
+5,200
+8% +$152K
GLD icon
894
SPDR Gold Trust
GLD
$131B
$2.13M 0.01%
17,915
+9,393
+110% +$1.16M
UPRO icon
895
ProShares UltraPro S&P 500
UPRO
$5.38B
$2.12M 0.01%
90,484
-98,882
-52% -$2.29M
RY icon
896
PUT
Royal Bank of Canada
RY
$292B
$2.12M 0.01%
28,100
+24,100
+603% +$1.85M
NBL
897
PUT
DELISTED
Noble Energy, Inc.
NBL
$2.1M 0.01%
59,600
+36,500
+158% +$1.24M
SVC
898
CALL
Service Properties Trust
SVC
$1.02B
$2.1M 0.01%
+14,680
New +$1.98M
GILD icon
899
Gilead Sciences
GILD
$163B
$2.1M 0.01%
29,600
-22,340
-43% -$1.58M
PX
900
DELISTED
Praxair Inc
PX
$2.09M 0.01%
13,224
+8,910
+207% +$1.38M
34 35
36
37 38

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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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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.