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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
BCE icon
1226
CALL
BCE
BCE
$20.2B
$1.19M 0.01%
29,400
-4,800
-14% -$201K
PVH icon
1227
PVH
PVH
$4B
$1.19M 0.01%
7,950
+799
+11% +$126K
VEU icon
1228
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
$1.19M 0.01%
22,930
-132
-0.6% -$7.15K
FIS icon
1229
Fidelity National Information Services
FIS
$23.1B
$1.19M 0.01%
11,182
+6,378
+133% +$649K
MDC
1230
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.19M 0.01%
44,906
+34,875
+348% +$907K
AN icon
1231
PUT
AutoNation
AN
$7.11B
$1.18M 0.01%
24,300
-8,700
-26% -$412K
GOLD
1232
PUT
DELISTED
Randgold Resources Ltd
GOLD
$1.18M 0.01%
15,300
+10,500
+219% +$831K
DLR icon
1233
Digital Realty Trust
DLR
$69.7B
$1.18M 0.01%
10,551
-4,667
-31% -$495K
UNH icon
1234
UnitedHealth
UNH
$376B
$1.18M 0.01%
4,797
-11,187
-70% -$2.69M
CVI icon
1235
PUT
CVR Energy
CVI
$3.58B
$1.18M 0.01%
31,800
+20,600
+184% +$777K
CHK
1236
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$1.18M 0.01%
1,123
+1,013
+921% +$785K
CBRE icon
1237
CBRE Group
CBRE
$42.5B
$1.18M 0.01%
24,622
+18,929
+332% +$895K
DECK icon
1238
CALL
Deckers Outdoor
DECK
$13.2B
$1.17M 0.01%
62,400
+7,800
+14% +$135K
CAR icon
1239
PUT
Avis
CAR
$4.86B
$1.17M 0.01%
36,100
-3,600
-9% -$157K
OEF icon
1240
CALL
iShares S&P 100 ETF
OEF
$20.1B
$1.17M 0.01%
+9,800
New +$1.17M
LVS icon
1241
Las Vegas Sands
LVS
$31.7B
$1.17M 0.01%
15,311
+10,791
+239% +$824K
NVO
1242
PUT
Novo Nordisk
NVO
$208B
$1.17M 0.01%
50,600
+31,600
+166% +$751K
TRI icon
1243
Thomson Reuters
TRI
$42.8B
$1.17M 0.01%
+24,920
New +$1.15M
ASML icon
1244
ASML
ASML
$626B
$1.16M 0.01%
5,879
-391
-6% -$78.5K
DOC icon
1245
CALL
Healthpeak Properties
DOC
$15.1B
$1.16M 0.01%
45,100
+34,900
+342% +$823K
CLB icon
1246
PUT
Core Laboratories
CLB
$488M
$1.16M 0.01%
9,200
+3,400
+59% +$414K
LM
1247
PUT
DELISTED
Legg Mason, Inc.
LM
$1.16M 0.01%
33,400
+2,000
+6% +$75.9K
JBL icon
1248
CALL
Jabil
JBL
$33B
$1.16M 0.01%
41,900
-3,500
-8% -$98.3K
PCAR icon
1249
CALL
PACCAR
PCAR
$69.8B
$1.16M 0.01%
28,050
+7,800
+39% +$337K
EFA icon
1250
iShares MSCI EAFE ETF
EFA
$78B
$1.16M 0.01%
17,283
-22,850
-57% -$1.6M
48 49
50
51 52

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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.