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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
WBA
151
CALL
DELISTED
Walgreens Boots Alliance
WBA
$20.2M 0.1%
335,900
+64,700
+24% +$4.17M
APC
152
PUT
DELISTED
Anadarko Petroleum
APC
$20M 0.1%
272,900
+26,800
+11% +$1.82M
IBB icon
153
CALL
iShares Biotechnology ETF
IBB
$9.55B
$19.9M 0.1%
180,900
+42,700
+31% +$4.57M
PRU icon
154
PUT
Prudential Financial
PRU
$43B
$19.8M 0.1%
211,800
+137,700
+186% +$13.9M
AVGO icon
155
CALL
Broadcom
AVGO
$1.81T
$19.6M 0.1%
808,000
+132,000
+20% +$3.24M
CRM icon
156
CALL
Salesforce
CRM
$149B
$19.5M 0.1%
143,200
-86,200
-38% -$11M
CRM icon
157
PUT
Salesforce
CRM
$149B
$19.4M 0.1%
142,100
-179,800
-56% -$22.9M
CELG
158
CALL
DELISTED
Celgene Corp
CELG
$19.4M 0.1%
243,800
+39,000
+19% +$3.24M
SHV icon
159
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$19.2M 0.1%
174,194
+125,551
+258% +$13.9M
PM icon
160
CALL
Philip Morris
PM
$312B
$19M 0.09%
235,200
+13,600
+6% +$1.15M
VZ icon
161
PUT
Verizon
VZ
$201B
$18.8M 0.09%
373,200
-199,600
-35% -$9.66M
MRK icon
162
CALL
Merck
MRK
$326B
$18.8M 0.09%
323,832
-119,996
-27% -$6.77M
APC
163
CALL
DELISTED
Anadarko Petroleum
APC
$18.6M 0.09%
254,400
-11,800
-4% -$800K
GILD icon
164
CALL
Gilead Sciences
GILD
$167B
$18.5M 0.09%
260,800
-80,900
-24% -$5.71M
UNH icon
165
CALL
UnitedHealth
UNH
$389B
$17.7M 0.09%
72,300
-106,100
-59% -$25.5M
PYPL icon
166
PUT
PayPal
PYPL
$51.4B
$17.6M 0.09%
210,900
-62,300
-23% -$4.96M
BMY icon
167
CALL
Bristol-Myers Squibb
BMY
$130B
$17.5M 0.09%
316,000
+17,400
+6% +$940K
DUK icon
168
CALL
Duke Energy
DUK
$101B
$17.5M 0.09%
220,700
-50,000
-18% -$3.85M
AMAT icon
169
PUT
Applied Materials
AMAT
$378B
$17.4M 0.09%
377,100
+143,300
+61% +$7.39M
T icon
170
PUT
AT&T
T
$169B
$17.2M 0.09%
707,413
-53,887
-7% -$1.35M
DVN icon
171
CALL
Devon Energy
DVN
$49.2B
$17M 0.08%
387,400
+92,800
+32% +$3.6M
LLY icon
172
CALL
Eli Lilly
LLY
$1.09T
$17M 0.08%
198,900
+9,800
+5% +$805K
XLI icon
173
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$16.9M 0.08%
236,500
-139,100
-37% -$10.3M
HAL icon
174
PUT
Halliburton
HAL
$26.1B
$16.8M 0.08%
373,800
-146,800
-28% -$7.31M
EFA icon
175
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
$16.5M 0.08%
246,900
-51,500
-17% -$3.61M
5 6
7
8 9

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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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RB
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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.