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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
AGO icon
1351
PUT
Assured Guaranty
AGO
$3.1B
$986K ﹤0.01%
27,600
+21,000
+318% +$764K
NLY icon
1352
Annaly Capital Management
NLY
$16B
$986K ﹤0.01%
23,963
+15,302
+177% +$638K
OHI icon
1353
CALL
Omega Healthcare
OHI
$14.2B
$983K ﹤0.01%
+31,700
New +$906K
PGR icon
1354
CALL
Progressive
PGR
$125B
$982K ﹤0.01%
16,600
+7,800
+89% +$477K
LII icon
1355
CALL
Lennox International
LII
$12.4B
$981K ﹤0.01%
+4,900
New +$992K
ESRX
1356
CALL
DELISTED
Express Scripts Holding Company
ESRX
$981K ﹤0.01%
12,700
-65,800
-84% -$4.94M
CTSH icon
1357
Cognizant
CTSH
$27.2B
$979K ﹤0.01%
12,394
+8,782
+243% +$691K
JCI icon
1358
CALL
Johnson Controls International
JCI
$85.4B
$977K ﹤0.01%
29,200
-34,300
-54% -$1.19M
CAH icon
1359
PUT
Cardinal Health
CAH
$51.8B
$972K ﹤0.01%
19,900
-25,000
-56% -$1.42M
CHK
1360
DELISTED
Chesapeake Energy Corporation
CHK
$971K ﹤0.01%
926
+146
+19% +$113K
VTR icon
1361
Ventas
VTR
$44.6B
$968K ﹤0.01%
17,001
-11,084
-39% -$580K
WAT icon
1362
CALL
Waters Corp
WAT
$41.9B
$968K ﹤0.01%
5,000
-3,200
-39% -$630K
APD icon
1363
Air Products & Chemicals
APD
$63B
$967K ﹤0.01%
+6,210
New +$1.02M
HAIN icon
1364
Hain Celestial
HAIN
$51.3M
$967K ﹤0.01%
+32,447
New +$930K
CNI icon
1365
PUT
Canadian National Railway
CNI
$71.9B
$965K ﹤0.01%
11,800
+8,400
+247% +$668K
FLEX icon
1366
PUT
Flex
FLEX
$40B
$965K ﹤0.01%
90,767
+3,052
+3% +$34.2K
PAY
1367
PUT
DELISTED
Verifone Systems Inc
PAY
$963K ﹤0.01%
42,200
+11,900
+39% +$263K
MET icon
1368
MetLife
MET
$61.5B
$962K ﹤0.01%
22,061
+3,459
+19% +$161K
BB icon
1369
BlackBerry
BB
$4.64B
$961K ﹤0.01%
99,568
-9,535
-9% -$106K
GG
1370
DELISTED
Goldcorp Inc
GG
$959K ﹤0.01%
69,981
-40,646
-37% -$564K
CAKE icon
1371
PUT
Cheesecake Factory
CAKE
$4.73B
$958K ﹤0.01%
17,400
+9,100
+110% +$482K
F icon
1372
PUT
Ford
F
$53.3B
$958K ﹤0.01%
86,500
-66,800
-44% -$765K
PGR icon
1373
PUT
Progressive
PGR
$125B
$958K ﹤0.01%
+16,200
New +$992K
CPRI icon
1374
Capri Holdings
CPRI
$1.69B
$954K ﹤0.01%
14,327
-2,126
-13% -$139K
THC icon
1375
PUT
Tenet Healthcare
THC
$21.1B
$953K ﹤0.01%
28,400
+4,800
+20% +$149K
53 54
55
56 57

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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.