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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
AGN
901
DELISTED
Allergan plc
AGN
$2.09M 0.01%
12,535
+8,766
+233% +$1.41M
AMGN icon
902
Amgen
AMGN
$204B
$2.09M 0.01%
11,311
-23,653
-68% -$4.18M
PPG icon
903
CALL
PPG Industries
PPG
$25.3B
$2.08M 0.01%
20,100
-5,500
-21% -$583K
TSN icon
904
Tyson Foods
TSN
$21B
$2.08M 0.01%
30,206
+17,976
+147% +$1.25M
AAP icon
905
CALL
Advance Auto Parts
AAP
$3.36B
$2.08M 0.01%
15,300
-6,000
-28% -$729K
APO icon
906
PUT
Apollo Global Management
APO
$74.6B
$2.08M 0.01%
65,100
+36,500
+128% +$1.12M
URI icon
907
CALL
United Rentals
URI
$69.5B
$2.07M 0.01%
14,000
-8,200
-37% -$1.34M
ISRG icon
908
Intuitive Surgical
ISRG
$135B
$2.06M 0.01%
12,930
-8,700
-40% -$1.33M
GM icon
909
General Motors
GM
$79.3B
$2.06M 0.01%
52,156
+32,841
+170% +$1.29M
BFH icon
910
PUT
Bread Financial
BFH
$4.48B
$2.05M 0.01%
11,026
+8,395
+319% +$1.43M
MGM icon
911
CALL
MGM Resorts International
MGM
$11.4B
$2.05M 0.01%
70,700
-25,000
-26% -$807K
RDUS
912
PUT
DELISTED
Radius Recycling
RDUS
$2.05M 0.01%
60,900
+50,600
+491% +$1.61M
CHRW icon
913
PUT
C.H. Robinson
CHRW
$17.3B
$2.05M 0.01%
24,500
+16,800
+218% +$1.5M
GOLD
914
CALL
DELISTED
Randgold Resources Ltd
GOLD
$2.04M 0.01%
26,500
+22,400
+546% +$1.77M
EW icon
915
PUT
Edwards Lifesciences
EW
$51.1B
$2.04M 0.01%
42,000
+28,800
+218% +$1.34M
EQT icon
916
CALL
EQT Corp
EQT
$33.5B
$2.04M 0.01%
67,785
+40,230
+146% +$1.12M
FLEX icon
917
CALL
Flex
FLEX
$43B
$2.04M 0.01%
191,486
+6,768
+4% +$75.9K
GWW icon
918
PUT
W.W. Grainger
GWW
$64.7B
$2.04M 0.01%
6,600
+3,100
+89% +$926K
IJH icon
919
PUT
iShares Core S&P Mid-Cap ETF
IJH
$124B
$2.03M 0.01%
52,000
-60,000
-54% -$2.32M
XEC
920
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$2.02M 0.01%
19,900
+1,700
+9% +$161K
BND icon
921
Vanguard Total Bond Market
BND
$157B
$2.02M 0.01%
25,517
+1,130
+5% +$89.3K
QRVO icon
922
PUT
Qorvo
QRVO
$7.89B
$2.01M 0.01%
25,100
-19,300
-43% -$1.49M
VNO icon
923
PUT
Vornado Realty Trust
VNO
$7.51B
$2.01M 0.01%
27,200
+7,700
+39% +$533K
GPC icon
924
PUT
Genuine Parts
GPC
$17.7B
$2.01M 0.01%
21,900
+700
+3% +$63.9K
FL
925
PUT
DELISTED
Foot Locker
FL
$2.01M 0.01%
38,100
-66,900
-64% -$3.24M
35 36
37
38 39

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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.