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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
TCOM icon
1776
Trip.com Group
TCOM
$29.6B
$480K ﹤0.01%
+10,075
New +$455K
FNSR
1777
DELISTED
Finisar Corp
FNSR
$480K ﹤0.01%
+26,679
New +$442K
MCO icon
1778
PUT
Moody's
MCO
$82.8B
$478K ﹤0.01%
2,800
-5,800
-67% -$982K
RTH icon
1779
VanEck Retail ETF
RTH
$258M
$478K ﹤0.01%
4,774
+1,746
+58% +$169K
APA icon
1780
APA Corp
APA
$13.2B
$476K ﹤0.01%
10,181
-40,983
-80% -$1.7M
BPOP icon
1781
CALL
Popular Inc
BPOP
$11.2B
$475K ﹤0.01%
+10,500
New +$480K
AEG icon
1782
Aegon
AEG
$14B
$474K ﹤0.01%
+96,020
New +$529K
PRKS icon
1783
CALL
United Parks & Resorts
PRKS
$2.1B
$473K ﹤0.01%
21,700
-21,300
-50% -$378K
EXC icon
1784
Exelon
EXC
$47.2B
$471K ﹤0.01%
15,509
+7,326
+90% +$210K
OKE icon
1785
Oneok
OKE
$57.2B
$471K ﹤0.01%
+6,752
New +$435K
TOTL icon
1786
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.09B
$471K ﹤0.01%
9,906
-5,212
-34% -$248K
SLCA
1787
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$471K ﹤0.01%
18,345
-1,163
-6% -$34.1K
DBI icon
1788
CALL
Designer Brands
DBI
$307M
$470K ﹤0.01%
18,200
-500
-3% -$12K
SPXS icon
1789
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
$470K ﹤0.01%
178
-1
-0.6% -$2.72K
IYF icon
1790
CALL
iShares US Financials ETF
IYF
$4.67B
$469K ﹤0.01%
8,000
-23,400
-75% -$1.39M
CONN
1791
PUT
DELISTED
Conn's Inc.
CONN
$469K ﹤0.01%
+14,200
New +$408K
S
1792
CALL
DELISTED
Sprint Corporation
S
$469K ﹤0.01%
86,300
+36,300
+73% +$196K
TEL icon
1793
CALL
TE Connectivity
TEL
$59.6B
$468K ﹤0.01%
5,200
+2,200
+73% +$211K
PKB icon
1794
Invesco Building & Construction ETF
PKB
$430M
$465K ﹤0.01%
15,245
+5,274
+53% +$164K
PRGO icon
1795
Perrigo
PRGO
$1.4B
$465K ﹤0.01%
+6,373
New +$491K
PVG
1796
DELISTED
PRETIUM RESOURCES INC.
PVG
$464K ﹤0.01%
63,157
+34,670
+122% +$247K
CCEP icon
1797
CALL
Coca-Cola Europacific Partners
CCEP
$48.3B
$463K ﹤0.01%
+11,400
New +$449K
LL
1798
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
$463K ﹤0.01%
+19,000
New +$435K
AVTA
1799
CALL
DELISTED
Avantax, Inc. Common Stock
AVTA
$463K ﹤0.01%
+12,500
New +$403K
HCA icon
1800
HCA Healthcare
HCA
$87.2B
$462K ﹤0.01%
4,505
+2,285
+103% +$231K
70 71
72
73 74

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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.