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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
JCP
1876
DELISTED
J.C. Penney Company, Inc.
JCP
$403K ﹤0.01%
172,225
+161,083
+1,446% +$454K
GRPN icon
1877
Groupon
GRPN
$1.05B
$401K ﹤0.01%
4,664
+3,921
+528% +$364K
GT icon
1878
Goodyear
GT
$2B
$401K ﹤0.01%
17,227
-26,245
-60% -$674K
HTO
1879
H2O America
HTO
$2.57B
$401K ﹤0.01%
+6,063
New +$368K
SSO icon
1880
PUT
ProShares Ultra S&P500
SSO
$7.87B
$401K ﹤0.01%
+28,800
New +$397K
FTI icon
1881
PUT
TechnipFMC
FTI
$28.6B
$400K ﹤0.01%
16,934
+7,795
+85% +$186K
ORLY icon
1882
O'Reilly Automotive
ORLY
$72.9B
$400K ﹤0.01%
21,930
-48,795
-69% -$849K
GRUB
1883
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$399K ﹤0.01%
1,900
-4,850
-72% -$1M
UIS icon
1884
CALL
Unisys
UIS
$209M
$397K ﹤0.01%
+30,800
New +$369K
AET
1885
DELISTED
Aetna Inc
AET
$396K ﹤0.01%
2,159
-5,014
-70% -$894K
AEO icon
1886
CALL
American Eagle Outfitters
AEO
$2.88B
$395K ﹤0.01%
17,000
-34,900
-67% -$774K
GDDY icon
1887
PUT
GoDaddy
GDDY
$11B
$395K ﹤0.01%
5,600
-9,300
-62% -$633K
NOK icon
1888
Nokia
NOK
$51B
$394K ﹤0.01%
68,563
+47,649
+228% +$282K
OTEX icon
1889
PUT
Open Text
OTEX
$6.15B
$394K ﹤0.01%
+11,200
New +$393K
SAVE
1890
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
$393K ﹤0.01%
10,800
+800
+8% +$29.6K
AEP icon
1891
American Electric Power
AEP
$69.6B
$392K ﹤0.01%
5,660
+802
+17% +$54K
ADAM
1892
Adamas Trust
ADAM
$815M
$392K ﹤0.01%
+16,292
New +$397K
APLE icon
1893
Apple Hospitality REIT
APLE
$3.9B
$391K ﹤0.01%
+21,865
New +$400K
NUVA
1894
CALL
DELISTED
NuVasive, Inc.
NUVA
$391K ﹤0.01%
+7,500
New +$393K
CE icon
1895
CALL
Celanese
CE
$4.9B
$389K ﹤0.01%
3,500
-2,800
-44% -$309K
XRAY icon
1896
Dentsply Sirona
XRAY
$2.68B
$389K ﹤0.01%
+8,880
New +$417K
BWA icon
1897
CALL
BorgWarner
BWA
$13.1B
$388K ﹤0.01%
10,224
-41,464
-80% -$1.83M
LHX icon
1898
L3Harris
LHX
$51.6B
$388K ﹤0.01%
+2,685
New +$416K
FBIN icon
1899
Fortune Brands Innovations
FBIN
$5.88B
$387K ﹤0.01%
+8,432
New +$409K
ITUB icon
1900
Itaú Unibanco
ITUB
$93.2B
$386K ﹤0.01%
76,576
+38,910
+103% +$242K
74 75
76
77 78

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OAM
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NOCM
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TIM
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QIM
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OMG
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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.