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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
SNV
1551
PUT
DELISTED
Synovus
SNV
$724K ﹤0.01%
+13,700
New +$729K
PDCO
1552
PUT
DELISTED
Patterson Companies, Inc.
PDCO
$723K ﹤0.01%
31,900
-30,100
-49% -$678K
DATA
1553
PUT
DELISTED
Tableau Software, Inc.
DATA
$723K ﹤0.01%
7,400
+1,300
+21% +$119K
XLNX
1554
DELISTED
Xilinx Inc
XLNX
$721K ﹤0.01%
11,047
+5,924
+116% +$404K
CHRD icon
1555
CALL
Chord Energy
CHRD
$7.9B
$715K ﹤0.01%
55,100
+41,600
+308% +$474K
AKS
1556
CALL
DELISTED
AK Steel Holding Corp
AKS
$715K ﹤0.01%
164,700
+101,500
+161% +$464K
MHK icon
1557
Mohawk Industries
MHK
$7.5B
$714K ﹤0.01%
3,334
-4,043
-55% -$885K
ON icon
1558
CALL
ON Semiconductor
ON
$31.8B
$712K ﹤0.01%
32,000
+17,200
+116% +$416K
VRSN icon
1559
VeriSign
VRSN
$26.2B
$711K ﹤0.01%
5,175
-21,970
-81% -$2.82M
AMED
1560
CALL
DELISTED
Amedisys
AMED
$709K ﹤0.01%
+8,300
New +$609K
FNV icon
1561
Franco-Nevada
FNV
$41.1B
$708K ﹤0.01%
9,692
+1,492
+18% +$106K
IP icon
1562
CALL
International Paper
IP
$21.6B
$708K ﹤0.01%
14,362
-23,020
-62% -$1.18M
EEM icon
1563
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$707K ﹤0.01%
16,308
-11,013
-40% -$510K
IMAX icon
1564
PUT
IMAX
IMAX
$2.62B
$707K ﹤0.01%
31,900
-7,000
-18% -$156K
COO icon
1565
CALL
Cooper Companies
COO
$14.1B
$706K ﹤0.01%
12,000
+1,200
+11% +$68.5K
SAFM
1566
DELISTED
Sanderson Farms Inc
SAFM
$706K ﹤0.01%
+6,715
New +$729K
CVX icon
1567
Chevron
CVX
$392B
$705K ﹤0.01%
5,574
-51,260
-90% -$6.36M
MCHI icon
1568
iShares MSCI China ETF
MCHI
$6.32B
$705K ﹤0.01%
+10,907
New +$744K
NUAN
1569
DELISTED
Nuance Communications, Inc.
NUAN
$705K ﹤0.01%
58,605
+35,219
+151% +$437K
CNP icon
1570
PUT
CenterPoint Energy
CNP
$27.7B
$704K ﹤0.01%
25,400
+12,000
+90% +$315K
FISV
1571
PUT
Fiserv Inc
FISV
$28.8B
$704K ﹤0.01%
9,500
-14,900
-61% -$1.08M
LAMR icon
1572
CALL
Lamar Advertising Co
LAMR
$16.2B
$704K ﹤0.01%
10,300
+6,900
+203% +$462K
APC
1573
DELISTED
Anadarko Petroleum
APC
$699K ﹤0.01%
+9,541
New +$647K
TRI icon
1574
CALL
Thomson Reuters
TRI
$42.8B
$698K ﹤0.01%
14,907
+6,979
+88% +$321K
ALB icon
1575
Albemarle
ALB
$13.9B
$697K ﹤0.01%
7,386
-5,628
-43% -$540K
61 62
63
64 65

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OAM
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NOCM
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TIM
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QIM
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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.