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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+2.61%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$20.1B
AUM Growth
+$2.23B
Cap. Flow
-$85.7M
Cap. Flow %
-0.43%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,012
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 Miscellaneous 95.88%
2 Financials 0.72%
3 Technology 0.57%
4 Consumer Discretionary 0.5%
5 Healthcare 0.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AGN
901
DELISTED
Allergan plc
AGN
$2.09M 0.01%
12,535
+8,766
+233% +$1.41M
AMGN icon
902
Amgen
AMGN
$208B
$2.09M 0.01%
11,311
-23,653
-68% -$4.18M
PPG icon
903
CALL
PPG Industries
PPG
$23.2B
$2.08M 0.01%
20,100
-5,500
-21% -$583K
TSN icon
904
Tyson Foods
TSN
$18.6B
$2.08M 0.01%
30,206
+17,976
+147% +$1.25M
AAP icon
905
CALL
Advance Auto Parts
AAP
$2.57B
$2.08M 0.01%
15,300
-6,000
-28% -$729K
APO icon
906
PUT
Apollo Global Management
APO
$74.4B
$2.08M 0.01%
65,100
+36,500
+128% +$1.12M
URI icon
907
CALL
United Rentals
URI
$63.1B
$2.07M 0.01%
14,000
-8,200
-37% -$1.34M
ISRG icon
908
Intuitive Surgical
ISRG
$139B
$2.06M 0.01%
12,930
-8,700
-40% -$1.33M
GM icon
909
General Motors
GM
$72.1B
$2.06M 0.01%
52,156
+32,841
+170% +$1.29M
BFH icon
910
PUT
Bread Financial
BFH
$4.17B
$2.05M 0.01%
11,026
+8,395
+319% +$1.43M
MGM icon
911
CALL
MGM Resorts International
MGM
$9.51B
$2.05M 0.01%
70,700
-25,000
-26% -$807K
RDUS
912
PUT
DELISTED
Radius Recycling
RDUS
$2.05M 0.01%
60,900
+50,600
+491% +$1.61M
CHRW icon
913
PUT
C.H. Robinson
CHRW
$17.9B
$2.05M 0.01%
24,500
+16,800
+218% +$1.5M
GOLD
914
CALL
DELISTED
Randgold Resources Ltd
GOLD
$2.04M 0.01%
26,500
+22,400
+546% +$1.77M
EW icon
915
PUT
Edwards Lifesciences
EW
$50.9B
$2.04M 0.01%
42,000
+28,800
+218% +$1.34M
EQT icon
916
CALL
EQT Corp
EQT
$31.3B
$2.04M 0.01%
67,785
+40,230
+146% +$1.12M
FLEX icon
917
CALL
Flex
FLEX
$40.1B
$2.04M 0.01%
191,486
+6,768
+4% +$75.9K
GWW icon
918
PUT
W.W. Grainger
GWW
$59.7B
$2.04M 0.01%
6,600
+3,100
+89% +$926K
IJH icon
919
PUT
iShares Core S&P Mid-Cap ETF
IJH
$121B
$2.03M 0.01%
52,000
-60,000
-54% -$2.32M
XEC
920
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$2.02M 0.01%
19,900
+1,700
+9% +$161K
BND icon
921
Vanguard Total Bond Market
BND
$161B
$2.02M 0.01%
25,517
+1,130
+5% +$89.3K
QRVO icon
922
PUT
Qorvo
QRVO
$10.3B
$2.01M 0.01%
25,100
-19,300
-43% -$1.49M
VNO icon
923
PUT
Vornado Realty Trust
VNO
$6.52B
$2.01M 0.01%
27,200
+7,700
+39% +$533K
GPC icon
924
PUT
Genuine Parts
GPC
$17.7B
$2.01M 0.01%
21,900
+700
+3% +$63.9K
FL
925
PUT
DELISTED
Foot Locker
FL
$2.01M 0.01%
38,100
-66,900
-64% -$3.24M
35 36
37
38 39

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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's Q2 2018 filing shows 604 new, 1,012 increased, 977 reduced and 628 closed positions. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M. The largest sale was iShares Core S&P 500 ETF, an estimated $18.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Financials and Technology.

  • 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.