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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
IEI icon
1826
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$438K ﹤0.01%
+3,646
New +$436K
GSG icon
1827
iShares S&P GSCI Commodity-Indexed Trust
GSG
$998M
$436K ﹤0.01%
24,333
+3,927
+19% +$68.4K
WUBA
1828
DELISTED
58.com Inc
WUBA
$435K ﹤0.01%
6,280
-1,874
-23% -$153K
CX icon
1829
Cemex
CX
$17.1B
$434K ﹤0.01%
66,086
+14,422
+28% +$91.2K
RMD icon
1830
ResMed
RMD
$30.6B
$433K ﹤0.01%
+4,184
New +$423K
EWQ icon
1831
iShares MSCI France ETF
EWQ
$335M
$432K ﹤0.01%
14,168
+6,981
+97% +$224K
SLCA
1832
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$432K ﹤0.01%
16,800
-18,800
-53% -$551K
SFLY
1833
CALL
DELISTED
Shutterfly, Inc.
SFLY
$432K ﹤0.01%
4,800
-1,300
-21% -$117K
EFG icon
1834
iShares MSCI EAFE Growth ETF
EFG
$16.6B
$431K ﹤0.01%
+5,475
New +$444K
SAFM
1835
CALL
DELISTED
Sanderson Farms Inc
SAFM
$431K ﹤0.01%
4,100
+2,400
+141% +$261K
ASH icon
1836
PUT
Ashland
ASH
$3.33B
$430K ﹤0.01%
+5,500
New +$410K
BX icon
1837
PUT
Blackstone
BX
$102B
$428K ﹤0.01%
13,300
-46,200
-78% -$1.47M
SGI
1838
CALL
Somnigroup International
SGI
$13.7B
$428K ﹤0.01%
35,600
-41,600
-54% -$490K
ALK icon
1839
Alaska Air
ALK
$5.29B
$426K ﹤0.01%
+7,061
New +$437K
IWS icon
1840
PUT
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$425K ﹤0.01%
+4,800
New +$422K
TRN icon
1841
PUT
Trinity Industries
TRN
$2.48B
$425K ﹤0.01%
17,224
+1,806
+12% +$43.5K
CHS
1842
PUT
DELISTED
Chicos FAS, Inc.
CHS
$425K ﹤0.01%
+52,200
New +$494K
FULT icon
1843
Fulton Financial
FULT
$4.66B
$424K ﹤0.01%
25,669
+7,105
+38% +$123K
BCO icon
1844
CALL
Brink's
BCO
$4.88B
$423K ﹤0.01%
+5,300
New +$401K
IRDM icon
1845
Iridium Communications
IRDM
$5.02B
$423K ﹤0.01%
+26,293
New +$358K
DBD
1846
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
$423K ﹤0.01%
35,400
+14,300
+68% +$191K
SYNA icon
1847
Synaptics
SYNA
$4.19B
$422K ﹤0.01%
+8,384
New +$380K
HSIC icon
1848
PUT
Henry Schein
HSIC
$9.77B
$421K ﹤0.01%
7,395
-5,355
-42% -$302K
LULU icon
1849
lululemon athletica
LULU
$13.5B
$421K ﹤0.01%
3,373
-1,327
-28% -$142K
TNL icon
1850
PUT
Travel + Leisure Co
TNL
$4.66B
$421K ﹤0.01%
9,500
-83,309
-90% -$4.11M
72 73
74
75 76

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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.