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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
MDT icon
176
PUT
Medtronic
MDT
$111B
$16.4M 0.08%
191,000
-21,800
-10% -$1.82M
GOOGL icon
177
Alphabet (Google) Class A
GOOGL
$4.08T
$16.3M 0.08%
289,120
-27,660
-9% -$1.5M
ETN icon
178
CALL
Eaton
ETN
$150B
$16.3M 0.08%
217,900
-500
-0.2% -$38.7K
MDLZ icon
179
PUT
Mondelez International
MDLZ
$80.2B
$16.2M 0.08%
396,000
+234,300
+145% +$9.42M
TXN icon
180
PUT
Texas Instruments
TXN
$253B
$16.2M 0.08%
147,000
-32,100
-18% -$3.47M
STI
181
CALL
DELISTED
SunTrust Banks, Inc.
STI
$16.1M 0.08%
244,300
+117,800
+93% +$8.01M
CL icon
182
PUT
Colgate-Palmolive
CL
$74.2B
$16.1M 0.08%
248,500
+78,900
+47% +$5.16M
MDT icon
183
CALL
Medtronic
MDT
$111B
$16M 0.08%
187,400
-54,300
-22% -$4.54M
AMT icon
184
PUT
American Tower
AMT
$79.9B
$15.9M 0.08%
110,000
+24,100
+28% +$3.35M
ISRG icon
185
PUT
Intuitive Surgical
ISRG
$130B
$15.8M 0.08%
99,300
-49,800
-33% -$7.59M
APA icon
186
PUT
APA Corp
APA
$12.3B
$15.8M 0.08%
338,700
+129,600
+62% +$5.37M
PXD
187
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$15.8M 0.08%
83,600
+2,100
+3% +$402K
WM icon
188
CALL
Waste Management
WM
$96.1B
$15.7M 0.08%
192,800
+99,700
+107% +$8.26M
AMT icon
189
CALL
American Tower
AMT
$79.9B
$15.5M 0.08%
107,400
+48,000
+81% +$6.67M
USB icon
190
PUT
US Bancorp
USB
$100B
$15.5M 0.08%
308,900
+65,600
+27% +$3.33M
BIIB icon
191
CALL
Biogen
BIIB
$30.4B
$15.4M 0.08%
53,200
-14,900
-22% -$4.19M
NEE icon
192
CALL
NextEra Energy
NEE
$186B
$15.4M 0.08%
369,600
+87,200
+31% +$3.52M
OIH icon
193
PUT
VanEck Oil Services ETF
OIH
$1.99B
$15.4M 0.08%
29,240
-1,705
-6% -$913K
CMG icon
194
CALL
Chipotle Mexican Grill
CMG
$43B
$15.4M 0.08%
1,780,000
-605,000
-25% -$4.95M
DAL icon
195
PUT
Delta Air Lines
DAL
$58.8B
$15.4M 0.08%
310,000
+45,200
+17% +$2.41M
MO icon
196
CALL
Altria Group
MO
$125B
$15.3M 0.08%
269,900
+21,700
+9% +$1.25M
XLF icon
197
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$15.3M 0.08%
575,651
+109,624
+24% +$3.02M
DIS icon
198
CALL
Walt Disney
DIS
$172B
$15.1M 0.08%
143,700
-131,500
-48% -$13.4M
IYR icon
199
PUT
iShares US Real Estate ETF
IYR
$4.76B
$15.1M 0.08%
186,900
-140,000
-43% -$10.8M
BMY icon
200
PUT
Bristol-Myers Squibb
BMY
$130B
$15.1M 0.08%
272,100
+88,200
+48% +$4.76M
6 7
8
9 10

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OAM
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NOCM
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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.