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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
SLM icon
1626
CALL
SLM Corp
SLM
$4.89B
$630K ﹤0.01%
+55,000
New +$637K
ON icon
1627
ON Semiconductor
ON
$31.8B
$629K ﹤0.01%
+28,267
New +$683K
NTAP icon
1628
NetApp
NTAP
$35B
$628K ﹤0.01%
+7,991
New +$562K
SLY
1629
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
$626K ﹤0.01%
+8,665
New +$611K
DOC icon
1630
Healthpeak Properties
DOC
$15.1B
$625K ﹤0.01%
+24,197
New +$571K
NWL icon
1631
Newell Brands
NWL
$2.38B
$625K ﹤0.01%
24,241
-18,128
-43% -$472K
BID
1632
PUT
DELISTED
Sotheby's
BID
$625K ﹤0.01%
11,500
-3,600
-24% -$199K
GRA
1633
CALL
DELISTED
W.R. Grace & Co.
GRA
$623K ﹤0.01%
8,500
+2,900
+52% +$203K
WEN icon
1634
Wendy's
WEN
$1.4B
$622K ﹤0.01%
36,183
-34,698
-49% -$591K
USMV icon
1635
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$621K ﹤0.01%
11,690
-10,203
-47% -$537K
LPX icon
1636
Louisiana-Pacific
LPX
$5.06B
$620K ﹤0.01%
+22,767
New +$655K
SVC
1637
PUT
Service Properties Trust
SVC
$1.04B
$618K ﹤0.01%
4,320
+860
+25% +$116K
TNL icon
1638
Travel + Leisure Co
TNL
$4.66B
$617K ﹤0.01%
13,945
-28,944
-67% -$1.43M
TZA icon
1639
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$617K ﹤0.01%
165
+134
+432% +$544K
SSYS icon
1640
PUT
Stratasys
SSYS
$679M
$616K ﹤0.01%
+32,200
New +$636K
VCSH icon
1641
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$613K ﹤0.01%
7,854
-10,945
-58% -$855K
WGO icon
1642
CALL
Winnebago Industries
WGO
$856M
$613K ﹤0.01%
+15,100
New +$576K
HBAN icon
1643
PUT
Huntington Bancshares
HBAN
$34.4B
$607K ﹤0.01%
41,100
-14,000
-25% -$211K
AFSI
1644
DELISTED
AmTrust Financial Services, Inc.
AFSI
$606K ﹤0.01%
41,558
+22,733
+121% +$306K
FXE icon
1645
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
$605K ﹤0.01%
5,400
+100
+2% +$11.5K
HRL icon
1646
Hormel Foods
HRL
$13.8B
$604K ﹤0.01%
+16,242
New +$583K
UFS
1647
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
$602K ﹤0.01%
12,600
+7,700
+157% +$357K
CXW icon
1648
CALL
CoreCivic
CXW
$2.96B
$597K ﹤0.01%
25,000
+13,600
+119% +$287K
TECL icon
1649
Direxion Daily Technology Bull 3x ETF
TECL
$5.08B
$597K ﹤0.01%
44,800
-248,170
-85% -$3.23M
VIRT icon
1650
PUT
Virtu Financial
VIRT
$5.11B
$597K ﹤0.01%
+22,500
New +$726K
64 65
66
67 68

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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.