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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
WH icon
1801
Wyndham Hotels & Resorts
WH
$5.56B
$462K ﹤0.01%
+7,851
New +$483K
NRG icon
1802
PUT
NRG Energy
NRG
$28.3B
$461K ﹤0.01%
15,000
-40,600
-73% -$1.31M
VLO icon
1803
Valero Energy
VLO
$90.1B
$461K ﹤0.01%
4,164
-7,377
-64% -$828K
AEO icon
1804
American Eagle Outfitters
AEO
$2.88B
$460K ﹤0.01%
+19,773
New +$439K
SIRI icon
1805
CALL
SiriusXM
SIRI
$9.98B
$460K ﹤0.01%
6,800
+5,070
+293% +$342K
KEY icon
1806
KeyCorp
KEY
$24.2B
$454K ﹤0.01%
23,240
-12,361
-35% -$247K
USG
1807
PUT
DELISTED
Usg
USG
$453K ﹤0.01%
10,500
-14,800
-58% -$615K
HOG icon
1808
Harley-Davidson
HOG
$2.58B
$452K ﹤0.01%
+10,744
New +$453K
SODA
1809
PUT
DELISTED
SodaStream International Ltd
SODA
$452K ﹤0.01%
5,300
-5,500
-51% -$497K
FITB
1810
CALL
Fifth Third Bancorp
FITB
$51.2B
$451K ﹤0.01%
15,700
-41,400
-73% -$1.31M
GSK icon
1811
GSK
GSK
$104B
$449K ﹤0.01%
8,915
-1,922
-18% -$96.8K
PFG icon
1812
Principal Financial Group
PFG
$24.3B
$449K ﹤0.01%
+8,485
New +$493K
SDY icon
1813
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$449K ﹤0.01%
4,842
-14,163
-75% -$1.3M
XME icon
1814
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$447K ﹤0.01%
12,600
-74,300
-86% -$2.71M
BWP
1815
PUT
DELISTED
Boardwalk Pipeline Partners
BWP
$446K ﹤0.01%
+38,400
New +$406K
EWC icon
1816
iShares MSCI Canada ETF
EWC
$6.13B
$445K ﹤0.01%
15,620
-10,834
-41% -$308K
MTH icon
1817
PUT
Meritage Homes
MTH
$4.58B
$444K ﹤0.01%
20,200
-2,200
-10% -$49.5K
ENB icon
1818
PUT
Enbridge
ENB
$119B
$443K ﹤0.01%
12,400
-14,900
-55% -$472K
NXGN
1819
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$443K ﹤0.01%
+22,713
New +$359K
SODA
1820
DELISTED
SodaStream International Ltd
SODA
$443K ﹤0.01%
5,196
-3,368
-39% -$304K
CDNS icon
1821
PUT
Cadence Design Systems
CDNS
$93.6B
$442K ﹤0.01%
10,200
+400
+4% +$16.4K
IGE icon
1822
iShares North American Natural Resources ETF
IGE
$741M
$442K ﹤0.01%
+11,992
New +$432K
TNA icon
1823
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
$441K ﹤0.01%
5,372
+840
+19% +$65.3K
ASNA
1824
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
$441K ﹤0.01%
+5,530
New +$334K
SHPG
1825
CALL
DELISTED
Shire pic
SHPG
$439K ﹤0.01%
2,600
-21,100
-89% -$3.4M
71 72
73
74 75

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NOCM
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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.