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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
FNV icon
1026
CALL
Franco-Nevada
FNV
$41.1B
$1.72M 0.01%
23,500
-5,900
-20% -$418K
RJF icon
1027
PUT
Raymond James Financial
RJF
$33.8B
$1.72M 0.01%
28,800
-24,750
-46% -$1.54M
K
1028
CALL
DELISTED
Kellanova
K
$1.71M 0.01%
26,093
-5,964
-19% -$355K
THC icon
1029
CALL
Tenet Healthcare
THC
$20.5B
$1.71M 0.01%
51,000
-65,500
-56% -$2.04M
ROKU icon
1030
CALL
Roku
ROKU
$21.5B
$1.71M 0.01%
40,100
+20,900
+109% +$762K
ETFC
1031
DELISTED
E*Trade Financial Corporation
ETFC
$1.71M 0.01%
27,917
-2,810
-9% -$174K
SONY icon
1032
Sony
SONY
$137B
$1.7M 0.01%
+165,975
New +$1.61M
GDDY icon
1033
CALL
GoDaddy
GDDY
$11B
$1.7M 0.01%
24,100
-2,200
-8% -$150K
SJM icon
1034
J.M. Smucker
SJM
$12.7B
$1.69M 0.01%
15,748
+9,828
+166% +$1.1M
BIL icon
1035
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$1.69M 0.01%
18,477
+2,926
+19% +$268K
TMUS icon
1036
CALL
T-Mobile US
TMUS
$185B
$1.69M 0.01%
28,300
-34,900
-55% -$2.07M
TTM
1037
PUT
DELISTED
Tata Motors Limited
TTM
$1.69M 0.01%
86,500
+29,900
+53% +$707K
PII icon
1038
PUT
Polaris
PII
$3.82B
$1.69M 0.01%
13,800
+5,800
+73% +$679K
W icon
1039
CALL
Wayfair
W
$11.2B
$1.69M 0.01%
14,200
-34,900
-71% -$3.03M
KKR icon
1040
KKR & Co
KKR
$91.1B
$1.68M 0.01%
67,607
+37,583
+125% +$835K
EWH icon
1041
iShares MSCI Hong Kong ETF
EWH
$1.24B
$1.68M 0.01%
+69,222
New +$1.77M
EQR icon
1042
PUT
Equity Residential
EQR
$24.9B
$1.68M 0.01%
26,300
+10,700
+69% +$667K
XME icon
1043
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$1.67M 0.01%
47,100
-29,400
-38% -$1.07M
SINA
1044
PUT
DELISTED
Sina Corp
SINA
$1.67M 0.01%
19,700
+800
+4% +$74.4K
CAH icon
1045
CALL
Cardinal Health
CAH
$53.9B
$1.67M 0.01%
34,100
-9,400
-22% -$533K
F icon
1046
Ford
F
$58.5B
$1.66M 0.01%
149,513
-59,385
-28% -$680K
MTZ icon
1047
PUT
MasTec
MTZ
$21.1B
$1.65M 0.01%
32,500
+23,300
+253% +$1.13M
GE icon
1048
GE Aerospace
GE
$374B
$1.65M 0.01%
25,247
+7,765
+44% +$518K
BOX icon
1049
CALL
Box
BOX
$4.37B
$1.64M 0.01%
65,800
+23,700
+56% +$587K
CHL
1050
DELISTED
China Mobile Limited
CHL
$1.64M 0.01%
37,002
+27,396
+285% +$1.26M
40 41
42
43 44

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NOCM
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TIM
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QIM
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OMG
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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.