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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
PG icon
126
PUT
Procter & Gamble
PG
$347B
$24.7M 0.12%
316,300
+94,400
+43% +$7.1M
ACN icon
127
PUT
Accenture
ACN
$101B
$24.5M 0.12%
149,700
+59,800
+67% +$9.3M
STZ icon
128
CALL
Constellation Brands
STZ
$22.5B
$24.5M 0.12%
111,800
+62,500
+127% +$14.1M
XLK icon
129
PUT
State Street Technology Select Sector SPDR ETF
XLK
$112B
$24.4M 0.12%
702,000
+643,800
+1,106% +$22.1M
ADBE icon
130
CALL
Adobe
ADBE
$99B
$24.3M 0.12%
99,600
-32,900
-25% -$7.78M
EEM icon
131
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$24.2M 0.12%
+558,400
New +$25.8M
T icon
132
CALL
AT&T
T
$169B
$23.8M 0.12%
983,202
+307,035
+45% +$7.71M
MMM icon
133
CALL
3M
MMM
$94.1B
$23.4M 0.12%
142,444
-6,936
-5% -$1.18M
DEO icon
134
CALL
Diageo
DEO
$49.4B
$23M 0.11%
159,700
+54,200
+51% +$7.76M
RTX icon
135
CALL
RTX Corp
RTX
$295B
$22.9M 0.11%
290,628
+52,119
+22% +$4.08M
CELG
136
PUT
DELISTED
Celgene Corp
CELG
$22.6M 0.11%
285,100
+44,600
+19% +$3.7M
MS icon
137
PUT
Morgan Stanley
MS
$333B
$22.5M 0.11%
474,200
-36,600
-7% -$1.91M
LOW icon
138
CALL
Lowe's Companies
LOW
$122B
$22.3M 0.11%
233,200
-22,500
-9% -$2.04M
FDX icon
139
CALL
FedEx
FDX
$74B
$22.2M 0.11%
97,900
-83,200
-46% -$20.6M
RTX icon
140
PUT
RTX Corp
RTX
$295B
$22.2M 0.11%
281,730
-70,075
-20% -$5.49M
HON icon
141
CALL
Honeywell
HON
$78.3B
$21.9M 0.11%
167,931
+18,376
+12% +$2.44M
GILD icon
142
PUT
Gilead Sciences
GILD
$167B
$21.8M 0.11%
308,200
-89,900
-23% -$6.35M
BLK icon
143
PUT
Blackrock
BLK
$170B
$21.7M 0.11%
43,400
+9,300
+27% +$4.91M
ABBV icon
144
PUT
AbbVie
ABBV
$465B
$21.6M 0.11%
233,600
-158,000
-40% -$15.4M
CMG icon
145
PUT
Chipotle Mexican Grill
CMG
$43B
$21.2M 0.11%
2,460,000
-1,600,000
-39% -$13.1M
ADP icon
146
CALL
Automatic Data Processing
ADP
$106B
$21.1M 0.11%
157,400
+49,400
+46% +$6.26M
DEO icon
147
PUT
Diageo
DEO
$49.4B
$20.9M 0.1%
145,100
+94,400
+186% +$13.5M
MRK icon
148
PUT
Merck
MRK
$326B
$20.7M 0.1%
357,682
-176,903
-33% -$9.98M
MU icon
149
CALL
Micron Technology
MU
$927B
$20.7M 0.1%
394,600
+3,400
+0.9% +$184K
FDX icon
150
PUT
FedEx
FDX
$74B
$20.6M 0.1%
90,900
-89,400
-50% -$22.1M
4 5
6
7 8

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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.