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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
DELL icon
1326
CALL
Dell
DELL
$262B
$1.01M 0.01%
42,403
+22,805
+116% +$504K
GRMN
1327
Garmin
GRMN
$56.7B
$1.01M 0.01%
16,511
+10,830
+191% +$650K
RWX icon
1328
State Street SPDR Dow Jones International Real Estate ETF
RWX
$269M
$1.01M 0.01%
25,734
+13,791
+115% +$553K
WBD icon
1329
PUT
Warner Bros
WBD
$65.9B
$1.01M 0.01%
36,600
-51,600
-59% -$1.23M
BC icon
1330
PUT
Brunswick
BC
$5.13B
$1.01M 0.01%
+15,600
New +$974K
HA
1331
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$1M 0.01%
+27,900
New +$1.08M
TNA icon
1332
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
$1M 0.01%
12,200
+7,000
+135% +$545K
UUP icon
1333
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$1M 0.01%
40,129
+14,098
+54% +$344K
SHW icon
1334
Sherwin-Williams
SHW
$82.7B
$1M 0.01%
7,359
-8,682
-54% -$1.12M
TRN icon
1335
CALL
Trinity Industries
TRN
$2.49B
$1M 0.01%
40,559
+3,473
+9% +$83.6K
EMLC icon
1336
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
$998K 0.01%
29,313
+17,432
+147% +$633K
HRB icon
1337
PUT
H&R Block
HRB
$5.58B
$998K 0.01%
43,800
+34,500
+371% +$916K
IDTI
1338
CALL
DELISTED
Integrated Device Technology I
IDTI
$998K 0.01%
31,300
+14,100
+82% +$448K
FIS icon
1339
CALL
Fidelity National Information Services
FIS
$23.1B
$997K 0.01%
+9,400
New +$957K
NCLH icon
1340
PUT
Norwegian Cruise Line
NCLH
$8.51B
$997K 0.01%
21,100
+2,300
+12% +$121K
D icon
1341
Dominion Energy
D
$60.8B
$994K ﹤0.01%
14,583
+8,065
+124% +$525K
SPSB icon
1342
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$993K ﹤0.01%
+32,934
New +$993K
MOMO
1343
PUT
Hello Group
MOMO
$885M
$992K ﹤0.01%
22,800
+2,900
+15% +$120K
MCHP icon
1344
PUT
Microchip Technology
MCHP
$40.3B
$991K ﹤0.01%
21,800
-4,400
-17% -$204K
OLED icon
1345
PUT
Universal Display
OLED
$3.68B
$989K ﹤0.01%
11,500
-5,600
-33% -$534K
TZA icon
1346
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$989K ﹤0.01%
+264
New +$1.07M
DPZ icon
1347
PUT
Domino's
DPZ
$11.5B
$988K ﹤0.01%
3,500
-4,200
-55% -$1.06M
IP icon
1348
International Paper
IP
$21.6B
$988K ﹤0.01%
20,030
+6,389
+47% +$326K
HIG icon
1349
CALL
Hartford Financial Services
HIG
$38.9B
$987K ﹤0.01%
19,300
+8,900
+86% +$466K
TTM
1350
CALL
DELISTED
Tata Motors Limited
TTM
$987K ﹤0.01%
50,500
+3,300
+7% +$78K
52 53
54
55 56

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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.