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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+2.61%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$20.1B
AUM Growth
+$2.23B
Cap. Flow
-$85.7M
Cap. Flow %
-0.43%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,012
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 Miscellaneous 95.88%
2 Financials 0.72%
3 Technology 0.57%
4 Consumer Discretionary 0.5%
5 Healthcare 0.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CTRA
1951
DELISTED
Coterra Energy
CTRA
$357K ﹤0.01%
+14,985
New +$350K
KR icon
1952
Kroger
KR
$36.2B
$357K ﹤0.01%
12,540
-845
-6% -$21.2K
DBI icon
1953
PUT
Designer Brands
DBI
$311M
$356K ﹤0.01%
+13,800
New +$330K
ESRT icon
1954
Empire State Realty Trust
ESRT
$720M
$356K ﹤0.01%
+20,805
New +$351K
DWX icon
1955
State Street SPDR S&P International Dividend ETF
DWX
$529M
$355K ﹤0.01%
9,259
+3,886
+72% +$154K
WW
1956
DELISTED
WW International
WW
$355K ﹤0.01%
3,515
-27
-0.8% -$2.12K
VAR
1957
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
$353K ﹤0.01%
+3,100
New +$371K
SONC
1958
DELISTED
Sonic Corp
SONC
$353K ﹤0.01%
+10,264
New +$286K
DCH
1959
PUT
Dauch Corp
DCH
$1.45B
$352K ﹤0.01%
22,600
+4,600
+26% +$73.9K
NUS icon
1960
CALL
Nu Skin
NUS
$224M
$352K ﹤0.01%
4,500
+1,700
+61% +$132K
ODP
1961
DELISTED
ODP
ODP
$352K ﹤0.01%
13,803
+12,160
+740% +$296K
ENDP
1962
DELISTED
Endo International plc
ENDP
$351K ﹤0.01%
+37,254
New +$250K
RWM icon
1963
ProShares Short Russell2000
RWM
$150M
$350K ﹤0.01%
8,979
-4,276
-32% -$171K
EZU icon
1964
iShare MSCI Eurozone ETF
EZU
$9.67B
$349K ﹤0.01%
8,512
-41,865
-83% -$1.83M
WPZ
1965
PUT
DELISTED
Williams Partners L.P.
WPZ
$349K ﹤0.01%
8,600
-12,700
-60% -$483K
IPGP icon
1966
IPG Photonics
IPGP
$3.24B
$348K ﹤0.01%
1,578
-1,517
-49% -$358K
SRE icon
1967
PUT
Sempra
SRE
$53.7B
$348K ﹤0.01%
+6,000
New +$328K
DNKN
1968
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$348K ﹤0.01%
+5,036
New +$324K
YELP icon
1969
Yelp
YELP
$1.1B
$346K ﹤0.01%
8,843
+635
+8% +$27.5K
ELV icon
1970
Elevance Health
ELV
$89.8B
$345K ﹤0.01%
1,449
-828
-36% -$192K
P
1971
DELISTED
Pandora Media Inc
P
$345K ﹤0.01%
43,776
-65,570
-60% -$438K
AKAM icon
1972
PUT
Akamai
AKAM
$15.4B
$344K ﹤0.01%
+4,700
New +$353K
IDTI
1973
PUT
DELISTED
Integrated Device Technology I
IDTI
$341K ﹤0.01%
10,700
-6,600
-38% -$210K
UFS
1974
DELISTED
DOMTAR CORPORATION (New)
UFS
$341K ﹤0.01%
+7,146
New +$331K
CZR
1975
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$341K ﹤0.01%
31,900
+13,800
+76% +$161K
77 78
79
80 81

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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's Q2 2018 filing shows 604 new, 1,012 increased, 977 reduced and 628 closed positions. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M. The largest sale was iShares Core S&P 500 ETF, an estimated $18.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Financials and Technology.

  • 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.