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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
ADI icon
951
Analog Devices
ADI
$177B
$1.92M 0.01%
20,026
+5,945
+42% +$561K
IYT icon
952
PUT
iShares US Transportation ETF
IYT
$2.25B
$1.92M 0.01%
+41,200
New +$1.97M
GT icon
953
CALL
Goodyear
GT
$2.02B
$1.92M 0.01%
82,300
+33,600
+69% +$863K
IVZ icon
954
CALL
Invesco
IVZ
$13.5B
$1.92M 0.01%
72,100
-52,000
-42% -$1.5M
TRIP icon
955
CALL
TripAdvisor
TRIP
$1.67B
$1.91M 0.01%
34,300
-2,100
-6% -$100K
TOL icon
956
PUT
Toll Brothers
TOL
$14B
$1.91M 0.01%
51,500
+22,600
+78% +$926K
GT icon
957
PUT
Goodyear
GT
$2.02B
$1.9M 0.01%
81,700
-15,900
-16% -$408K
TIP icon
958
iShares TIPS Bond ETF
TIP
$14.5B
$1.9M 0.01%
16,840
+5,628
+50% +$632K
SAN icon
959
Banco Santander
SAN
$206B
$1.9M 0.01%
370,995
+256,597
+224% +$1.5M
CTXS
960
PUT
DELISTED
Citrix Systems Inc
CTXS
$1.9M 0.01%
18,100
-2,500
-12% -$257K
MSI icon
961
Motorola Solutions
MSI
$73B
$1.9M 0.01%
+16,285
New +$1.8M
AGNC icon
962
PUT
AGNC Investment
AGNC
$12.4B
$1.89M 0.01%
101,800
+81,800
+409% +$1.55M
STZ icon
963
Constellation Brands
STZ
$22.5B
$1.89M 0.01%
8,626
-1,048
-11% -$237K
YELP icon
964
PUT
Yelp
YELP
$1.47B
$1.89M 0.01%
48,200
-12,900
-21% -$558K
SHPG
965
DELISTED
Shire pic
SHPG
$1.89M 0.01%
11,185
-3,313
-23% -$534K
BHP icon
966
PUT
BHP
BHP
$213B
$1.88M 0.01%
42,038
-6,950
-14% -$301K
CP icon
967
Canadian Pacific Kansas City
CP
$79.1B
$1.87M 0.01%
50,965
+17,385
+52% +$639K
TXT icon
968
PUT
Textron
TXT
$14.8B
$1.86M 0.01%
28,300
-2,300
-8% -$148K
ARCC icon
969
PUT
Ares Capital
ARCC
$13.8B
$1.86M 0.01%
113,000
+59,700
+112% +$981K
JOYY
970
PUT
JOYY Inc
JOYY
$3.73B
$1.86M 0.01%
18,500
+1,100
+6% +$115K
MUR icon
971
PUT
Murphy Oil
MUR
$5.5B
$1.85M 0.01%
54,800
+27,500
+101% +$848K
SJM icon
972
CALL
J.M. Smucker
SJM
$12.6B
$1.85M 0.01%
17,200
-2,900
-14% -$326K
AMTD
973
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.85M 0.01%
33,700
-41,500
-55% -$2.47M
B
974
CALL
Barrick Mining
B
$62.4B
$1.84M 0.01%
140,200
-99,000
-41% -$1.3M
VRSN icon
975
CALL
VeriSign
VRSN
$26.9B
$1.84M 0.01%
13,400
-3,500
-21% -$449K
37 38
39
40 41

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NOCM
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TIM
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QIM
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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.