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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
SCHW
976
PUT
Charles Schwab
SCHW
$185B
$1.84M 0.01%
+36,000
New +$1.99M
CA
977
PUT
DELISTED
CA, Inc.
CA
$1.84M 0.01%
51,600
+37,600
+269% +$1.33M
STLD icon
978
PUT
Steel Dynamics
STLD
$35.2B
$1.84M 0.01%
40,000
+15,100
+61% +$714K
CVI icon
979
CALL
CVR Energy
CVI
$3.43B
$1.83M 0.01%
49,600
+35,000
+240% +$1.32M
BBWI icon
980
CALL
Bath & Body Works
BBWI
$4.12B
$1.83M 0.01%
61,479
+6,804
+12% +$196K
DVA icon
981
CALL
DaVita
DVA
$15.8B
$1.83M 0.01%
26,400
+16,300
+161% +$1.09M
HOLX
982
PUT
DELISTED
Hologic
HOLX
$1.83M 0.01%
46,100
-2,100
-4% -$80.8K
ADM icon
983
PUT
Archer Daniels Midland
ADM
$37.5B
$1.83M 0.01%
39,900
-28,600
-42% -$1.28M
WB icon
984
PUT
Weibo
WB
$2.01B
$1.83M 0.01%
20,600
-800
-4% -$87K
EXP icon
985
PUT
Eagle Materials
EXP
$6.5B
$1.83M 0.01%
17,400
-2,400
-12% -$253K
RF icon
986
PUT
Regions Financial
RF
$26.8B
$1.82M 0.01%
102,500
+40,000
+64% +$749K
VTRS icon
987
PUT
Viatris
VTRS
$20.4B
$1.82M 0.01%
50,400
-2,700
-5% -$106K
SHAK icon
988
CALL
Shake Shack
SHAK
$2.63B
$1.82M 0.01%
27,500
-7,800
-22% -$432K
AA icon
989
PUT
Alcoa
AA
$11.7B
$1.81M 0.01%
38,600
+10,200
+36% +$513K
PH icon
990
PUT
Parker-Hannifin
PH
$124B
$1.81M 0.01%
11,600
-3,800
-25% -$648K
RIO icon
991
CALL
Rio Tinto
RIO
$155B
$1.8M 0.01%
32,500
-41,200
-56% -$2.31M
KEY icon
992
CALL
KeyCorp
KEY
$24.4B
$1.8M 0.01%
92,200
+10,600
+13% +$212K
ITB icon
993
iShares US Home Construction ETF
ITB
$2.25B
$1.8M 0.01%
47,193
+25,430
+117% +$990K
DHI icon
994
PUT
D.R. Horton
DHI
$41B
$1.8M 0.01%
43,800
-22,000
-33% -$949K
AZO icon
995
AutoZone
AZO
$49.4B
$1.79M 0.01%
2,676
+30
+1% +$19.4K
RDUS
996
CALL
DELISTED
Radius Recycling
RDUS
$1.79M 0.01%
+53,100
New +$1.69M
FIVE icon
997
CALL
Five Below
FIVE
$12B
$1.79M 0.01%
18,300
+3,700
+25% +$297K
NOV icon
998
NOV
NOV
$6.78B
$1.79M 0.01%
+41,169
New +$1.67M
CLF icon
999
CALL
Cleveland-Cliffs
CLF
$6.26B
$1.78M 0.01%
211,700
-55,100
-21% -$439K
RF icon
1000
Regions Financial
RF
$26.8B
$1.78M 0.01%
+100,348
New +$1.88M
38 39
40
41 42

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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.