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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
MTGE
1651
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$596K ﹤0.01%
+30,389
New +$581K
CY
1652
CALL
DELISTED
Cypress Semiconductor
CY
$595K ﹤0.01%
38,200
+1,400
+4% +$23.1K
GSY icon
1653
Invesco Ultra Short Duration ETF
GSY
$3.86B
$593K ﹤0.01%
+11,796
New +$592K
USG
1654
CALL
DELISTED
Usg
USG
$591K ﹤0.01%
13,700
-28,200
-67% -$1.17M
CLF icon
1655
Cleveland-Cliffs
CLF
$6.57B
$589K ﹤0.01%
69,926
-9,433
-12% -$75.1K
PDCO
1656
CALL
DELISTED
Patterson Companies, Inc.
PDCO
$589K ﹤0.01%
26,000
+13,900
+115% +$313K
OMF icon
1657
PUT
OneMain Financial
OMF
$7.2B
$586K ﹤0.01%
17,600
+7,600
+76% +$246K
P
1658
CALL
DELISTED
Pandora Media Inc
P
$585K ﹤0.01%
74,200
+49,600
+202% +$331K
BFH icon
1659
Bread Financial
BFH
$4.37B
$582K ﹤0.01%
+3,126
New +$534K
ALRM icon
1660
Alarm.com
ALRM
$2.71B
$581K ﹤0.01%
+14,386
New +$597K
AVT icon
1661
CALL
Avnet
AVT
$7.29B
$579K ﹤0.01%
13,500
+8,300
+160% +$336K
EDU icon
1662
New Oriental
EDU
$9.37B
$579K ﹤0.01%
6,114
+1,429
+31% +$137K
FSLR icon
1663
CALL
First Solar
FSLR
$22.7B
$579K ﹤0.01%
+11,000
New +$720K
HRB icon
1664
CALL
H&R Block
HRB
$5.58B
$579K ﹤0.01%
25,400
+7,800
+44% +$207K
PPC icon
1665
PUT
Pilgrim's Pride
PPC
$6.51B
$578K ﹤0.01%
28,700
+5,500
+24% +$118K
TECK icon
1666
Teck Resources
TECK
$29.6B
$578K ﹤0.01%
22,705
+4,589
+25% +$123K
PTEN icon
1667
CALL
Patterson-UTI
PTEN
$3.98B
$576K ﹤0.01%
32,000
+22,000
+220% +$441K
AKS
1668
PUT
DELISTED
AK Steel Holding Corp
AKS
$576K ﹤0.01%
132,700
-22,600
-15% -$103K
AMX icon
1669
CALL
America Movil
AMX
$76.1B
$573K ﹤0.01%
34,400
+14,900
+76% +$258K
AEO icon
1670
PUT
American Eagle Outfitters
AEO
$2.88B
$572K ﹤0.01%
24,600
+5,500
+29% +$122K
CHS
1671
CALL
DELISTED
Chicos FAS, Inc.
CHS
$572K ﹤0.01%
+70,300
New +$666K
MRVL icon
1672
Marvell Technology
MRVL
$168B
$569K ﹤0.01%
26,543
+5,236
+25% +$112K
PGEN icon
1673
CALL
Precigen
PGEN
$2.24B
$569K ﹤0.01%
40,800
+17,200
+73% +$290K
EWZ icon
1674
iShares MSCI Brazil ETF
EWZ
$9.28B
$568K ﹤0.01%
+17,734
New +$683K
PARA
1675
CALL
DELISTED
Paramount Global Class B
PARA
$568K ﹤0.01%
10,100
-9,700
-49% -$507K
65 66
67
68 69

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OAM
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NOCM
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TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.