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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
BNY
926
Bank of New York Mellon
BNY
$106B
$2M 0.01%
37,008
+29,525
+395% +$1.63M
EXP icon
927
CALL
Eagle Materials
EXP
$6.55B
$1.99M 0.01%
19,000
+6,400
+51% +$674K
FIVE icon
928
PUT
Five Below
FIVE
$11.8B
$1.99M 0.01%
20,400
+16,400
+410% +$1.32M
TRGP icon
929
CALL
Targa Resources
TRGP
$56.8B
$1.99M 0.01%
40,100
+11,500
+40% +$547K
HSY icon
930
CALL
Hershey
HSY
$35.5B
$1.98M 0.01%
21,300
-12,900
-38% -$1.2M
KSU
931
CALL
DELISTED
Kansas City Southern
KSU
$1.98M 0.01%
18,700
-24,600
-57% -$2.68M
OLED icon
932
CALL
Universal Display
OLED
$3.68B
$1.98M 0.01%
23,000
-12,400
-35% -$1.18M
MET icon
933
PUT
MetLife
MET
$61.9B
$1.97M 0.01%
45,100
-6,400
-12% -$298K
TQQQ icon
934
ProShares UltraPro QQQ
TQQQ
$34.7B
$1.97M 0.01%
275,248
+132,256
+92% +$893K
TEL icon
935
PUT
TE Connectivity
TEL
$59.1B
$1.96M 0.01%
21,800
+19,100
+707% +$1.83M
RH icon
936
CALL
RH
RH
$3.29B
$1.96M 0.01%
14,000
-300
-2% -$32.5K
LYB icon
937
PUT
LyondellBasell Industries
LYB
$19.7B
$1.96M 0.01%
+17,800
New +$1.95M
CCI icon
938
PUT
Crown Castle
CCI
$33.9B
$1.95M 0.01%
18,100
-3,700
-17% -$384K
HOLX
939
DELISTED
Hologic
HOLX
$1.95M 0.01%
+49,108
New +$1.89M
VMC icon
940
PUT
Vulcan Materials
VMC
$36.4B
$1.95M 0.01%
15,100
+2,600
+21% +$321K
ALXN
941
DELISTED
Alexion Pharmaceuticals
ALXN
$1.95M 0.01%
+15,691
New +$1.83M
MGA icon
942
PUT
Magna International
MGA
$18.5B
$1.95M 0.01%
33,500
-8,100
-19% -$503K
KBE icon
943
State Street SPDR S&P Bank ETF
KBE
$1.67B
$1.95M 0.01%
41,261
-16,736
-29% -$818K
TTE icon
944
PUT
TotalEnergies
TTE
$194B
$1.94M 0.01%
32,100
-10,100
-24% -$619K
PCAR icon
945
PUT
PACCAR
PCAR
$69.7B
$1.94M 0.01%
46,950
+2,550
+6% +$110K
CXO
946
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$1.94M 0.01%
14,000
-35,200
-72% -$5.03M
APO icon
947
CALL
Apollo Global Management
APO
$74.7B
$1.93M 0.01%
60,600
+34,700
+134% +$1.06M
XHB icon
948
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
$1.93M 0.01%
48,800
+21,400
+78% +$855K
GDXJ icon
949
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.02B
$1.93M 0.01%
59,000
-43,400
-42% -$1.43M
JBLU icon
950
PUT
JetBlue
JBLU
$2.37B
$1.93M 0.01%
101,500
+63,400
+166% +$1.22M
36 37
38
39 40

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OAM
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NOCM
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TIM
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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.