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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 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
TSLA icon
76
PUT
Tesla
TSLA
$1.21T
$35.8M 0.18%
1,566,000
+105,000
+7% +$2.13M
COST icon
77
CALL
Costco
COST
$429B
$34.2M 0.17%
163,700
+23,000
+16% +$4.54M
INTC icon
78
CALL
Intel
INTC
$435B
$33.6M 0.17%
676,000
+55,400
+9% +$2.94M
XBI icon
79
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$33.2M 0.17%
348,700
+74,700
+27% +$6.87M
PEP icon
80
CALL
PepsiCo
PEP
$195B
$32.9M 0.16%
301,800
+82,700
+38% +$8.54M
ACN icon
81
CALL
Accenture
ACN
$101B
$32.8M 0.16%
200,800
+125,100
+165% +$19.5M
KO icon
82
PUT
Coca-Cola
KO
$380B
$32.7M 0.16%
745,900
+181,900
+32% +$7.86M
CSCO icon
83
CALL
Cisco
CSCO
$456B
$32.6M 0.16%
758,700
-88,500
-10% -$3.87M
ORCL icon
84
PUT
Oracle
ORCL
$346B
$32.4M 0.16%
735,700
+64,300
+10% +$2.96M
COP icon
85
PUT
ConocoPhillips
COP
$139B
$32.4M 0.16%
465,200
+116,500
+33% +$7.76M
EFA icon
86
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
$32.1M 0.16%
479,100
+272,700
+132% +$19.1M
COST icon
87
PUT
Costco
COST
$429B
$32M 0.16%
152,900
-43,500
-22% -$8.59M
HAL icon
88
CALL
Halliburton
HAL
$26.1B
$31.9M 0.16%
707,800
+136,300
+24% +$6.79M
CAT icon
89
PUT
Caterpillar
CAT
$387B
$31.5M 0.16%
232,200
-174,100
-43% -$26M
SLB icon
90
CALL
SLB Ltd
SLB
$74.2B
$31.2M 0.16%
465,600
+160,000
+52% +$11M
XOM icon
91
CALL
ExxonMobil
XOM
$634B
$31.2M 0.16%
376,600
-25,300
-6% -$2.02M
TGT icon
92
CALL
Target
TGT
$65.5B
$31.1M 0.15%
408,700
+74,200
+22% +$5.46M
ISRG icon
93
CALL
Intuitive Surgical
ISRG
$130B
$31.1M 0.15%
194,700
+14,700
+8% +$2.24M
UNP icon
94
PUT
Union Pacific
UNP
$175B
$30.9M 0.15%
217,900
-88,800
-29% -$12.4M
XBI icon
95
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$30.4M 0.15%
319,400
+69,100
+28% +$6.35M
VZ icon
96
CALL
Verizon
VZ
$201B
$30.1M 0.15%
597,800
-104,600
-15% -$5.06M
WMT icon
97
CALL
Walmart Inc
WMT
$900B
$29.9M 0.15%
1,047,000
-590,100
-36% -$16.8M
AMGN icon
98
CALL
Amgen
AMGN
$212B
$29.9M 0.15%
161,800
-300
-0.2% -$53.1K
COP icon
99
CALL
ConocoPhillips
COP
$139B
$29.3M 0.15%
421,500
+600
+0.1% +$40K
KRE icon
100
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$28.9M 0.14%
473,900
+40,600
+9% +$2.55M
2 3
4
5 6

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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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.