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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
GME icon
1976
GameStop
GME
$9.74B
$340K ﹤0.01%
+93,328
New +$320K
WPM icon
1977
Wheaton Precious Metals
WPM
$49.5B
$340K ﹤0.01%
15,414
-13,204
-46% -$284K
NSC icon
1978
Norfolk Southern
NSC
$75.7B
$339K ﹤0.01%
2,246
-5,900
-72% -$862K
DISH
1979
DELISTED
DISH Network Corp.
DISH
$339K ﹤0.01%
10,079
+2,960
+42% +$101K
KGC icon
1980
PUT
Kinross Gold
KGC
$27.4B
$338K ﹤0.01%
89,800
+10,300
+13% +$38.7K
ADP icon
1981
Automatic Data Processing
ADP
$106B
$337K ﹤0.01%
2,516
-1,709
-40% -$217K
MYGN icon
1982
PUT
Myriad Genetics
MYGN
$269M
$336K ﹤0.01%
+9,000
New +$304K
PPC icon
1983
Pilgrim's Pride
PPC
$6.51B
$336K ﹤0.01%
+16,676
New +$358K
VAR
1984
DELISTED
Varian Medical Systems, Inc.
VAR
$336K ﹤0.01%
2,952
+275
+10% +$32.9K
DF
1985
PUT
DELISTED
Dean Foods Company
DF
$335K ﹤0.01%
+31,900
New +$301K
NSM
1986
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
$335K ﹤0.01%
19,100
-11,900
-38% -$214K
ARCB icon
1987
CALL
ArcBest
ARCB
$3.23B
$334K ﹤0.01%
+7,300
New +$301K
OTEX icon
1988
CALL
Open Text
OTEX
$6.14B
$334K ﹤0.01%
9,500
+2,900
+44% +$102K
SOHU
1989
PUT
Sohu.com
SOHU
$361M
$334K ﹤0.01%
9,200
– –
NS
1990
DELISTED
NuStar Energy L.P.
NS
$334K ﹤0.01%
14,734
-2,958
-17% -$66.8K
VER
1991
DELISTED
VEREIT, Inc.
VER
$334K ﹤0.01%
+8,981
New +$315K
UCO icon
1992
ProShares Ultra Bloomberg Crude Oil
UCO
$421M
$333K ﹤0.01%
+1,552
New +$290K
AMD icon
1993
Advanced Micro Devices
AMD
$783B
$332K ﹤0.01%
22,179
-67,225
-75% -$855K
FSLR icon
1994
PUT
First Solar
FSLR
$22.7B
$332K ﹤0.01%
+6,300
New +$412K
HAPN
1995
Happen Inc
HAPN
$2.22B
$332K ﹤0.01%
17,532
+13,145
+300% +$223K
TLRD
1996
PUT
DELISTED
Tailored Brands, Inc.
TLRD
$332K ﹤0.01%
+13,000
New +$395K
P
1997
PUT
DELISTED
Pandora Media Inc
P
$331K ﹤0.01%
42,000
+19,600
+88% +$131K
RIO icon
1998
Rio Tinto
RIO
$157B
$330K ﹤0.01%
5,946
-34,182
-85% -$1.91M
TGP
1999
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
$330K ﹤0.01%
19,600
+5,200
+36% +$91.7K
PFGC icon
2000
Performance Food Group
PFGC
$18B
$329K ﹤0.01%
8,963
-4,213
-32% -$143K
78 79
80
81 82

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.