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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
DBX icon
1676
PUT
Dropbox
DBX
$7.6B
$567K ﹤0.01%
+17,500
New +$547K
RRC icon
1677
Range Resources
RRC
$9.38B
$565K ﹤0.01%
33,794
-4,700
-12% -$71.1K
FIT
1678
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
$565K ﹤0.01%
86,500
-53,400
-38% -$305K
CIT
1679
CALL
DELISTED
CIT Group Inc.
CIT
$565K ﹤0.01%
11,200
-2,600
-19% -$136K
DAL icon
1680
Delta Air Lines
DAL
$57.5B
$564K ﹤0.01%
11,376
-18,634
-62% -$994K
MGA icon
1681
CALL
Magna International
MGA
$18.7B
$564K ﹤0.01%
9,700
-1,400
-13% -$86.9K
CVSA
1682
PUT
Covista Inc
CVSA
$4.25B
$563K ﹤0.01%
11,700
+6,300
+117% +$301K
IYE icon
1683
iShares US Energy ETF
IYE
$1.74B
$563K ﹤0.01%
13,425
-4,349
-24% -$178K
TGP
1684
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
$563K ﹤0.01%
33,400
+19,200
+135% +$339K
ADT icon
1685
ADT
ADT
$5.58B
$562K ﹤0.01%
+64,915
New +$539K
CBRL icon
1686
CALL
Cracker Barrel
CBRL
$1.26B
$562K ﹤0.01%
+3,600
New +$581K
EUFN icon
1687
iShares MSCI Europe Financials ETF
EUFN
$4.14B
$562K ﹤0.01%
27,769
+10,866
+64% +$245K
SCHW
1688
Charles Schwab
SCHW
$183B
$562K ﹤0.01%
11,004
+6,919
+169% +$383K
WFT
1689
DELISTED
Weatherford International plc
WFT
$562K ﹤0.01%
170,761
+56,269
+49% +$175K
ADNT icon
1690
CALL
Adient
ADNT
$1.65B
$561K ﹤0.01%
11,400
-900
-7% -$51.1K
CUZ icon
1691
Cousins Properties
CUZ
$5.19B
$559K ﹤0.01%
+14,432
New +$525K
CSX icon
1692
CSX Corp
CSX
$93.4B
$558K ﹤0.01%
+26,268
New +$541K
MPT
1693
Medical Properties Trust
MPT
$2.77B
$558K ﹤0.01%
39,759
+4,844
+14% +$64.2K
LLL
1694
PUT
DELISTED
L3 Technologies, Inc.
LLL
$558K ﹤0.01%
+2,900
New +$579K
NFX
1695
CALL
DELISTED
Newfield Exploration
NFX
$557K ﹤0.01%
18,400
-38,200
-67% -$1.08M
OPK icon
1696
Opko Health
OPK
$985M
$556K ﹤0.01%
118,197
+84,078
+246% +$319K
WWE
1697
DELISTED
World Wrestling Entertainment
WWE
$556K ﹤0.01%
+7,641
New +$387K
EBND icon
1698
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.26B
$555K ﹤0.01%
+20,593
New +$587K
TOL icon
1699
Toll Brothers
TOL
$13.6B
$555K ﹤0.01%
+14,991
New +$614K
SODA
1700
CALL
DELISTED
SodaStream International Ltd
SODA
$554K ﹤0.01%
6,500
+600
+10% +$54.2K
66 67
68
69 70

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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.