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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
FMC icon
1726
FMC
FMC
$1.34B
$527K ﹤0.01%
+6,811
New +$505K
OI icon
1727
CALL
O-I Glass
OI
$1.1B
$526K ﹤0.01%
31,300
-5,000
-14% -$96.6K
TWTR
1728
DELISTED
Twitter, Inc.
TWTR
$525K ﹤0.01%
12,013
-23,385
-66% -$821K
BPOP icon
1729
PUT
Popular Inc
BPOP
$11.2B
$524K ﹤0.01%
+11,600
New +$531K
HSIC icon
1730
CALL
Henry Schein
HSIC
$9.77B
$523K ﹤0.01%
9,180
+5,227
+132% +$295K
VFC icon
1731
PUT
VF Corp
VFC
$5.63B
$522K ﹤0.01%
6,797
-28,355
-81% -$2.14M
FHN icon
1732
First Horizon
FHN
$12.2B
$521K ﹤0.01%
+29,210
New +$550K
EMR icon
1733
PUT
Emerson Electric
EMR
$83.9B
$519K ﹤0.01%
7,500
-3,000
-29% -$211K
RDUS
1734
DELISTED
Radius Recycling
RDUS
$516K ﹤0.01%
+15,310
New +$488K
SM icon
1735
PUT
SM Energy
SM
$7.8B
$516K ﹤0.01%
+20,100
New +$470K
EPC icon
1736
CALL
Edgewell Personal Care
EPC
$1.25B
$515K ﹤0.01%
10,200
-1,400
-12% -$64.3K
GWRE icon
1737
CALL
Guidewire Software
GWRE
$12.6B
$515K ﹤0.01%
5,800
+2,400
+71% +$212K
TFC icon
1738
PUT
Truist Financial
TFC
$63.3B
$514K ﹤0.01%
10,200
+1,100
+12% +$58.4K
PARA
1739
PUT
DELISTED
Paramount Global Class B
PARA
$512K ﹤0.01%
9,100
-22,000
-71% -$1.15M
VIRT icon
1740
Virtu Financial
VIRT
$5.11B
$511K ﹤0.01%
19,263
-7,971
-29% -$257K
NLY icon
1741
CALL
Annaly Capital Management
NLY
$17.1B
$508K ﹤0.01%
12,350
+3,500
+40% +$146K
VIAV icon
1742
CALL
Viavi Solutions
VIAV
$9.12B
$507K ﹤0.01%
49,500
+17,600
+55% +$174K
AMCX icon
1743
AMC Global Media
AMCX
$492M
$506K ﹤0.01%
8,135
-7,780
-49% -$444K
PX
1744
PUT
DELISTED
Praxair Inc
PX
$506K ﹤0.01%
+3,200
New +$494K
VNO icon
1745
Vornado Realty Trust
VNO
$7.41B
$503K ﹤0.01%
6,801
+2,850
+72% +$197K
FE icon
1746
FirstEnergy
FE
$28B
$502K ﹤0.01%
13,971
-13,919
-50% -$477K
TKR icon
1747
CALL
Timken Company
TKR
$9.56B
$501K ﹤0.01%
11,500
-600
-5% -$28K
AKS
1748
DELISTED
AK Steel Holding Corp
AKS
$500K ﹤0.01%
115,319
+23,479
+26% +$107K
SVU
1749
CALL
DELISTED
SUPERVALU Inc.
SVU
$499K ﹤0.01%
+24,300
New +$428K
JBL icon
1750
PUT
Jabil
JBL
$33B
$498K ﹤0.01%
+18,000
New +$506K
68 69
70
71 72

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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.