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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
KEY icon
1401
PUT
KeyCorp
KEY
$24.2B
$911K ﹤0.01%
46,600
-15,500
-25% -$309K
NOC icon
1402
Northrop Grumman
NOC
$77.1B
$911K ﹤0.01%
2,961
+524
+22% +$173K
Z icon
1403
PUT
Zillow
Z
$7.79B
$910K ﹤0.01%
15,400
-3,200
-17% -$177K
SWN
1404
PUT
DELISTED
Southwestern Energy Company
SWN
$909K ﹤0.01%
171,500
+151,700
+766% +$702K
DG icon
1405
PUT
Dollar General
DG
$28B
$907K ﹤0.01%
9,200
-6,900
-43% -$664K
ALB icon
1406
CALL
Albemarle
ALB
$13.9B
$906K ﹤0.01%
9,600
-4,000
-29% -$384K
CHK
1407
CALL
DELISTED
Chesapeake Energy Corporation
CHK
$905K ﹤0.01%
864
+629
+268% +$487K
DDM icon
1408
ProShares Ultra Dow30
DDM
$542M
$904K ﹤0.01%
+43,336
New +$927K
WLK icon
1409
CALL
Westlake Corp
WLK
$9.03B
$904K ﹤0.01%
8,400
+1,900
+29% +$213K
BIG
1410
DELISTED
Big Lots, Inc.
BIG
$901K ﹤0.01%
21,570
+14,375
+200% +$604K
CRZO
1411
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
$900K ﹤0.01%
32,300
+14,100
+77% +$325K
WU icon
1412
CALL
Western Union
WU
$1.98B
$899K ﹤0.01%
44,200
+22,300
+102% +$444K
CC icon
1413
PUT
Chemours
CC
$2.5B
$896K ﹤0.01%
20,200
+6,400
+46% +$318K
CONN
1414
CALL
DELISTED
Conn's Inc.
CONN
$894K ﹤0.01%
27,100
+14,000
+107% +$402K
DGX icon
1415
Quest Diagnostics
DGX
$25.7B
$893K ﹤0.01%
8,122
-1,113
-12% -$116K
BHP icon
1416
CALL
BHP
BHP
$215B
$890K ﹤0.01%
19,954
-7,398
-27% -$320K
ING icon
1417
ING
ING
$99.8B
$887K ﹤0.01%
61,947
-6,830
-10% -$109K
BALL icon
1418
CALL
Ball Corp
BALL
$17.3B
$885K ﹤0.01%
24,900
-7,800
-24% -$299K
SEE
1419
CALL
DELISTED
Sealed Air
SEE
$883K ﹤0.01%
20,800
+14,600
+235% +$642K
TEF
1420
DELISTED
Telefonica
TEF
$883K ﹤0.01%
128,044
+111,963
+696% +$853K
JBHT icon
1421
PUT
JB Hunt Transport Services
JBHT
$25.5B
$875K ﹤0.01%
7,200
-100
-1% -$12.2K
AGG icon
1422
iShares Core US Aggregate Bond ETF
AGG
$137B
$872K ﹤0.01%
8,204
-21,769
-73% -$2.31M
ARCC icon
1423
Ares Capital
ARCC
$13.5B
$871K ﹤0.01%
52,942
+21,756
+70% +$358K
WMT icon
1424
Walmart Inc
WMT
$885B
$871K ﹤0.01%
30,492
-6,984
-19% -$199K
BSX icon
1425
Boston Scientific
BSX
$69.5B
$870K ﹤0.01%
+26,592
New +$802K
55 56
57
58 59

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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.