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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
AXP icon
201
PUT
American Express
AXP
$227B
$15M 0.07%
152,600
-61,500
-29% -$6.04M
MO icon
202
PUT
Altria Group
MO
$125B
$14.9M 0.07%
262,000
-52,800
-17% -$3.05M
JPM icon
203
JPMorgan Chase
JPM
$950B
$14.7M 0.07%
+141,481
New +$15.5M
ELV icon
204
CALL
Elevance Health
ELV
$83.7B
$14.6M 0.07%
61,300
-14,500
-19% -$3.36M
SAP icon
205
PUT
SAP
SAP
$207B
$14.4M 0.07%
124,700
+56,900
+84% +$6.42M
DVN icon
206
PUT
Devon Energy
DVN
$49.2B
$14.3M 0.07%
325,500
+75,900
+30% +$2.94M
AMAT icon
207
CALL
Applied Materials
AMAT
$378B
$14.3M 0.07%
308,900
+38,300
+14% +$1.97M
ABT icon
208
CALL
Abbott
ABT
$187B
$14.2M 0.07%
232,800
+120,100
+107% +$7.28M
XOP icon
209
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$14.2M 0.07%
82,400
+17,575
+27% +$2.83M
GSK icon
210
CALL
GSK
GSK
$108B
$14.2M 0.07%
281,280
-139,680
-33% -$7.04M
DD icon
211
PUT
DuPont de Nemours
DD
$19B
$14.1M 0.07%
84,189
+6,555
+8% +$1.1M
UPS icon
212
PUT
United Parcel Service
UPS
$89.7B
$14M 0.07%
132,100
-69,500
-34% -$7.81M
SAP icon
213
SAP
SAP
$207B
$14M 0.07%
120,700
+71,759
+147% +$8.1M
BRK.B icon
214
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$13.8M 0.07%
73,800
+47,900
+185% +$9.34M
HES
215
PUT
DELISTED
Hess
HES
$13.7M 0.07%
204,500
+26,300
+15% +$1.57M
KRE icon
216
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$13.6M 0.07%
223,600
+21,700
+11% +$1.36M
TXN icon
217
CALL
Texas Instruments
TXN
$253B
$13.6M 0.07%
123,700
+36,300
+42% +$3.93M
EXPE icon
218
CALL
Expedia Group
EXPE
$35.5B
$13.4M 0.07%
111,600
+37,000
+50% +$4.27M
BDX icon
219
CALL
Becton Dickinson
BDX
$45.8B
$13.4M 0.07%
57,298
+29,828
+109% +$6.64M
HON icon
220
PUT
Honeywell
HON
$78.3B
$13.3M 0.07%
102,397
-102,397
-50% -$13.6M
KMB icon
221
PUT
Kimberly-Clark
KMB
$37.5B
$13.3M 0.07%
126,100
+900
+0.7% +$93.5K
TEVA icon
222
CALL
Teva Pharmaceuticals
TEVA
$36.9B
$13.1M 0.07%
540,600
-205,900
-28% -$4.2M
MS icon
223
CALL
Morgan Stanley
MS
$333B
$13.1M 0.07%
275,600
-60,000
-18% -$3.14M
COR icon
224
CALL
Cencora
COR
$62.2B
$12.9M 0.06%
151,800
+50,600
+50% +$4.45M
IWF icon
225
CALL
iShares Russell 1000 Growth ETF
IWF
$119B
$12.9M 0.06%
359,200
+302,000
+528% +$10.7M
7 8
9
10 11

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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.