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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
BRK.B icon
101
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
$28.9M 0.14%
154,800
+4,100
+3% +$799K
MU icon
102
PUT
Micron Technology
MU
$927B
$28.7M 0.14%
546,500
+10,800
+2% +$584K
INTC icon
103
PUT
Intel
INTC
$435B
$28.3M 0.14%
569,000
-83,100
-13% -$4.41M
BIDU icon
104
PUT
Baidu
BIDU
$35.7B
$28M 0.14%
115,200
-30,900
-21% -$7.69M
V icon
105
CALL
Visa
V
$697B
$27.9M 0.14%
210,500
-150,900
-42% -$19.4M
XLI icon
106
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$27.9M 0.14%
388,800
-77,700
-17% -$5.76M
EEM icon
107
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$27.7M 0.14%
638,400
+599,800
+1,554% +$27.8M
XLU icon
108
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$27.5M 0.14%
1,059,800
-701,200
-40% -$17.6M
MDY icon
109
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$27.5M 0.14%
77,400
-68,000
-47% -$23.9M
ORCL icon
110
CALL
Oracle
ORCL
$346B
$27.4M 0.14%
621,800
-215,000
-26% -$9.91M
V icon
111
PUT
Visa
V
$697B
$27.4M 0.14%
206,600
-56,400
-21% -$7.26M
CAT icon
112
CALL
Caterpillar
CAT
$387B
$27.3M 0.14%
201,100
-202,200
-50% -$30.2M
PG icon
113
CALL
Procter & Gamble
PG
$347B
$27.2M 0.14%
348,400
-67,100
-16% -$5.05M
IBB icon
114
PUT
iShares Biotechnology ETF
IBB
$9.55B
$26.9M 0.13%
244,600
+11,500
+5% +$1.23M
XOP icon
115
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$26.5M 0.13%
153,875
+62,425
+68% +$10.1M
WMT icon
116
PUT
Walmart Inc
WMT
$900B
$26.4M 0.13%
924,300
-386,100
-29% -$11M
XLP icon
117
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$26.3M 0.13%
511,200
-42,200
-8% -$2.14M
USB icon
118
CALL
US Bancorp
USB
$100B
$26M 0.13%
520,400
+114,300
+28% +$5.8M
MA icon
119
CALL
Mastercard
MA
$497B
$25.9M 0.13%
131,600
-80,400
-38% -$15.1M
BIDU icon
120
CALL
Baidu
BIDU
$35.7B
$25.3M 0.13%
104,300
-105,500
-50% -$26.3M
TSLA icon
121
CALL
Tesla
TSLA
$1.21T
$25.3M 0.13%
1,105,500
-1,135,500
-51% -$23.1M
XLU icon
122
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$25M 0.12%
963,800
-472,600
-33% -$11.9M
IYR icon
123
CALL
iShares US Real Estate ETF
IYR
$4.76B
$25M 0.12%
310,400
-312,500
-50% -$24.1M
AVGO icon
124
PUT
Broadcom
AVGO
$1.81T
$24.8M 0.12%
1,023,000
+156,000
+18% +$3.82M
MDY icon
125
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$24.7M 0.12%
69,600
-90,300
-56% -$31.7M
3 4
5
6 7

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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.