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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
IGSB icon
1576
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$697K ﹤0.01%
13,450
-28,056
-68% -$1.45M
VOD icon
1577
PUT
Vodafone
VOD
$36.3B
$695K ﹤0.01%
28,600
+6,100
+27% +$166K
HAIN icon
1578
PUT
Hain Celestial
HAIN
$45M
$694K ﹤0.01%
+23,300
New +$668K
ASML icon
1579
CALL
ASML
ASML
$626B
$693K ﹤0.01%
3,500
-3,300
-49% -$663K
JBLU icon
1580
JetBlue
JBLU
$2.28B
$693K ﹤0.01%
36,534
+19,767
+118% +$380K
SWBI icon
1581
CALL
Smith & Wesson
SWBI
$651M
$693K ﹤0.01%
74,938
+12,100
+19% +$109K
SIX
1582
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
$693K ﹤0.01%
9,900
+100
+1% +$6.53K
ALNY icon
1583
CALL
Alnylam Pharmaceuticals
ALNY
$27.5B
$689K ﹤0.01%
7,000
-11,900
-63% -$1.18M
HST icon
1584
Host Hotels & Resorts
HST
$17.2B
$689K ﹤0.01%
+32,680
New +$667K
IVZ icon
1585
PUT
Invesco
IVZ
$13.1B
$688K ﹤0.01%
25,900
-63,400
-71% -$1.82M
XRT icon
1586
State Street SPDR S&P Retail ETF
XRT
$449M
$684K ﹤0.01%
14,089
-101,453
-88% -$4.73M
AUY
1587
DELISTED
Yamana Gold, Inc.
AUY
$683K ﹤0.01%
235,351
+190,664
+427% +$554K
EDU icon
1588
PUT
New Oriental
EDU
$9.37B
$682K ﹤0.01%
7,200
-3,500
-33% -$335K
HBAN icon
1589
CALL
Huntington Bancshares
HBAN
$34.4B
$680K ﹤0.01%
46,100
+14,300
+45% +$215K
CB icon
1590
Chubb
CB
$135B
$678K ﹤0.01%
5,339
-864
-14% -$115K
TNL icon
1591
CALL
Travel + Leisure Co
TNL
$4.66B
$677K ﹤0.01%
15,300
-79,502
-84% -$3.93M
VRP icon
1592
Invesco Variable Rate Preferred ETF
VRP
$2.98B
$676K ﹤0.01%
27,207
+4,212
+18% +$105K
BIV icon
1593
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$675K ﹤0.01%
+8,339
New +$674K
CNC icon
1594
Centene
CNC
$30.7B
$675K ﹤0.01%
+10,958
New +$632K
IDV icon
1595
iShares International Select Dividend ETF
IDV
$8.45B
$675K ﹤0.01%
21,059
-5,432
-21% -$182K
NTRS icon
1596
Northern Trust
NTRS
$33.3B
$675K ﹤0.01%
6,556
-4,362
-40% -$462K
SRLN icon
1597
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$675K ﹤0.01%
14,372
+8,455
+143% +$400K
ANF icon
1598
PUT
Abercrombie & Fitch
ANF
$4.42B
$673K ﹤0.01%
27,500
-10,000
-27% -$262K
ASH icon
1599
Ashland
ASH
$3.33B
$672K ﹤0.01%
8,600
-3,415
-28% -$254K
R icon
1600
CALL
Ryder
R
$9.83B
$668K ﹤0.01%
9,300
+4,000
+75% +$280K
62 63
64
65 66

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NOCM
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TIM
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QIM
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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.