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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 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 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
PENN icon
1251
PENN Entertainment
PENN
$2.75B
$1.15M 0.01%
34,338
+17,820
+108% +$557K
LYV icon
1252
PUT
Live Nation Entertainment
LYV
$40.6B
$1.15M 0.01%
23,700
-11,000
-32% -$471K
HP icon
1253
Helmerich & Payne
HP
$3.45B
$1.15M 0.01%
18,038
+2,800
+18% +$191K
RL icon
1254
Ralph Lauren
RL
$22.6B
$1.15M 0.01%
9,143
-6,854
-43% -$832K
FXI icon
1255
iShares China Large-Cap ETF
FXI
$4.37B
$1.15M 0.01%
+26,712
New +$1.25M
VYX icon
1256
CALL
NCR Voyix
VYX
$1.14B
$1.15M 0.01%
62,429
+8,313
+15% +$157K
CERN
1257
PUT
DELISTED
Cerner Corp
CERN
$1.14M 0.01%
19,100
-9,600
-33% -$568K
DNKN
1258
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.14M 0.01%
16,500
-20,900
-56% -$1.34M
CLF icon
1259
PUT
Cleveland-Cliffs
CLF
$6.57B
$1.14M 0.01%
135,000
+39,000
+41% +$311K
WLK icon
1260
PUT
Westlake Corp
WLK
$9.03B
$1.13M 0.01%
10,500
-3,800
-27% -$426K
AGCO icon
1261
CALL
AGCO
AGCO
$7.15B
$1.13M 0.01%
18,600
-13,100
-41% -$836K
SJNK icon
1262
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$1.13M 0.01%
41,304
-39,027
-49% -$1.07M
TER icon
1263
CALL
Teradyne
TER
$57.6B
$1.13M 0.01%
29,600
-7,000
-19% -$273K
AAP icon
1264
PUT
Advance Auto Parts
AAP
$3.35B
$1.13M 0.01%
8,300
+2,100
+34% +$255K
BWP
1265
CALL
DELISTED
Boardwalk Pipeline Partners
BWP
$1.13M 0.01%
+96,800
New +$1.02M
CRL icon
1266
CALL
Charles River Laboratories
CRL
$11.2B
$1.12M 0.01%
+10,000
New +$1.08M
LUV icon
1267
Southwest Airlines
LUV
$22B
$1.12M 0.01%
22,008
-2,055
-9% -$108K
LM
1268
CALL
DELISTED
Legg Mason, Inc.
LM
$1.12M 0.01%
32,200
-7,400
-19% -$281K
IYF icon
1269
iShares US Financials ETF
IYF
$4.67B
$1.12M 0.01%
19,066
-18,242
-49% -$1.09M
AAL icon
1270
American Airlines Group
AAL
$10.1B
$1.11M 0.01%
29,367
+9,901
+51% +$436K
GEN icon
1271
PUT
Gen Digital
GEN
$16.4B
$1.11M 0.01%
53,800
+25,200
+88% +$605K
LL
1272
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
$1.11M 0.01%
45,600
+24,000
+111% +$549K
GES
1273
CALL
DELISTED
Guess Inc
GES
$1.11M 0.01%
51,800
+14,400
+39% +$331K
WUBA
1274
PUT
DELISTED
58.com Inc
WUBA
$1.11M 0.01%
16,000
-8,700
-35% -$709K
TROW icon
1275
PUT
T. Rowe Price
TROW
$23.9B
$1.1M 0.01%
9,500
-2,500
-21% -$291K
49 50
51
52 53

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.