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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
NE
1701
PUT
DELISTED
Noble Corporation
NE
$553K ﹤0.01%
87,300
+44,700
+105% +$229K
HIG icon
1702
PUT
Hartford Financial Services
HIG
$38.9B
$552K ﹤0.01%
10,800
-26,900
-71% -$1.41M
IWR icon
1703
PUT
iShares Russell Mid-Cap ETF
IWR
$56B
$552K ﹤0.01%
10,400
-20,400
-66% -$1.07M
RSP icon
1704
Invesco S&P 500 Equal Weight ETF
RSP
$97B
$552K ﹤0.01%
5,414
-21,393
-80% -$2.17M
MITL
1705
DELISTED
Mitel Networks Corporation
MITL
$552K ﹤0.01%
+50,358
New +$539K
MUB icon
1706
iShares National Muni Bond ETF
MUB
$45.1B
$549K ﹤0.01%
5,033
+2,641
+110% +$287K
CFG icon
1707
Citizens Financial Group
CFG
$30.3B
$547K ﹤0.01%
14,057
+3,667
+35% +$153K
UWM icon
1708
ProShares Ultra Russell2000
UWM
$245M
$547K ﹤0.01%
13,740
-28,758
-68% -$1.1M
XOP icon
1709
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$547K ﹤0.01%
3,173
-13,311
-81% -$2.14M
EAT icon
1710
Brinker International
EAT
$9.17B
$546K ﹤0.01%
+11,471
New +$508K
BDX icon
1711
Becton Dickinson
BDX
$45.6B
$545K ﹤0.01%
+2,334
New +$520K
IWV icon
1712
iShares Russell 3000 ETF
IWV
$19.6B
$545K ﹤0.01%
3,356
-42,967
-93% -$6.91M
HDS
1713
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
$545K ﹤0.01%
+12,700
New +$514K
CENX icon
1714
CALL
Century Aluminum
CENX
$4.43B
$543K ﹤0.01%
34,500
+4,100
+13% +$69.4K
PPL
1715
PUT
PPL Corp
PPL
$26.5B
$542K ﹤0.01%
19,000
+2,400
+14% +$66.4K
VNQ icon
1716
PUT
Vanguard Real Estate ETF
VNQ
$39.2B
$538K ﹤0.01%
6,600
-4,300
-39% -$333K
TLRD
1717
CALL
DELISTED
Tailored Brands, Inc.
TLRD
$538K ﹤0.01%
21,100
+10,700
+103% +$325K
LAMR icon
1718
PUT
Lamar Advertising Co
LAMR
$16.2B
$533K ﹤0.01%
+7,800
New +$523K
WAFD icon
1719
WaFd
WAFD
$2.72B
$532K ﹤0.01%
16,275
+10,352
+175% +$340K
RH icon
1720
PUT
RH
RH
$3.13B
$531K ﹤0.01%
3,800
-600
-14% -$65K
VIPS icon
1721
CALL
Vipshop
VIPS
$7.37B
$529K ﹤0.01%
48,800
-57,300
-54% -$784K
ILF icon
1722
iShares Latin America 40 ETF
ILF
$3.85B
$528K ﹤0.01%
17,838
+7,472
+72% +$252K
ROKU icon
1723
PUT
Roku
ROKU
$21.5B
$528K ﹤0.01%
+12,400
New +$452K
TZA icon
1724
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$528K ﹤0.01%
+141
New +$572K
FICO icon
1725
Fair Isaac
FICO
$24.3B
$527K ﹤0.01%
2,726
+845
+45% +$153K
67 68
69
70 71

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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.