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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
NFX
1851
PUT
DELISTED
Newfield Exploration
NFX
$420K ﹤0.01%
13,900
-57,400
-81% -$1.62M
BNS icon
1852
CALL
Scotiabank
BNS
$107B
$418K ﹤0.01%
+7,300
New +$440K
SLM icon
1853
SLM Corp
SLM
$4.89B
$418K ﹤0.01%
36,539
+23,827
+187% +$276K
VGSH icon
1854
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$418K ﹤0.01%
+6,984
New +$418K
KBH icon
1855
KB Home
KBH
$3.37B
$415K ﹤0.01%
15,232
-1,568
-9% -$42.2K
BKR icon
1856
Baker Hughes
BKR
$60B
$413K ﹤0.01%
+12,511
New +$425K
DELL icon
1857
Dell
DELL
$262B
$413K ﹤0.01%
17,406
-36,011
-67% -$796K
SGOL icon
1858
abrdn Physical Gold Shares ETF
SGOL
$6.91B
$413K ﹤0.01%
+34,130
New +$431K
UL icon
1859
Unilever
UL
$137B
$413K ﹤0.01%
+6,641
New +$413K
VCIT icon
1860
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
$413K ﹤0.01%
+4,943
New +$413K
OC icon
1861
PUT
Owens Corning
OC
$11.2B
$412K ﹤0.01%
+6,500
New +$449K
ZG icon
1862
CALL
Zillow
ZG
$7.94B
$412K ﹤0.01%
6,900
-6,500
-49% -$359K
CHKP icon
1863
Check Point Software Technologies
CHKP
$13B
$410K ﹤0.01%
+4,198
New +$416K
IVZ icon
1864
Invesco
IVZ
$13.1B
$410K ﹤0.01%
15,453
-23,638
-60% -$680K
DBD
1865
DELISTED
Diebold Nixdorf Incorporated
DBD
$410K ﹤0.01%
34,276
+16,916
+97% +$226K
OMF icon
1866
CALL
OneMain Financial
OMF
$7.23B
$409K ﹤0.01%
+12,300
New +$398K
IPG
1867
DELISTED
Interpublic Group of Companies
IPG
$408K ﹤0.01%
+17,413
New +$409K
W icon
1868
Wayfair
W
$11.2B
$408K ﹤0.01%
+3,432
New +$298K
ALKS icon
1869
PUT
Alkermes
ALKS
$8.22B
$407K ﹤0.01%
+9,900
New +$451K
CPRT icon
1870
CALL
Copart
CPRT
$27B
$407K ﹤0.01%
28,800
+3,200
+13% +$43.3K
BOX icon
1871
Box
BOX
$4.37B
$405K ﹤0.01%
+16,204
New +$402K
COTY icon
1872
Coty
COTY
$2.42B
$405K ﹤0.01%
+28,756
New +$443K
DBC icon
1873
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
$405K ﹤0.01%
22,898
+4,352
+23% +$76.6K
FIS icon
1874
PUT
Fidelity National Information Services
FIS
$23.1B
$403K ﹤0.01%
3,800
+200
+6% +$20.4K
WDAY icon
1875
Workday
WDAY
$39.6B
$403K ﹤0.01%
3,325
-8,766
-73% -$1.12M
73 74
75
76 77

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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.