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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
GME icon
1976
GameStop
GME
$11.5B
$340K ﹤0.01%
+93,328
New +$320K
WPM icon
1977
Wheaton Precious Metals
WPM
$69.1B
$340K ﹤0.01%
15,414
-13,204
-46% -$284K
NSC icon
1978
Norfolk Southern
NSC
$71.6B
$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
$33.8B
$338K ﹤0.01%
89,800
+10,300
+13% +$38.7K
ADP icon
1981
Automatic Data Processing
ADP
$108B
$337K ﹤0.01%
2,516
-1,709
-40% -$217K
MYGN icon
1982
PUT
Myriad Genetics
MYGN
$396M
$336K ﹤0.01%
+9,000
New +$304K
PPC icon
1983
Pilgrim's Pride
PPC
$7.04B
$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
$2.88B
$334K ﹤0.01%
+7,300
New +$301K
OTEX icon
1988
CALL
Open Text
OTEX
$5.69B
$334K ﹤0.01%
9,500
+2,900
+44% +$102K
SOHU
1989
PUT
Sohu.com
SOHU
$350M
$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
$446M
$333K ﹤0.01%
+1,552
New +$290K
AMD icon
1993
Advanced Micro Devices
AMD
$890B
$332K ﹤0.01%
22,179
-67,225
-75% -$855K
FSLR icon
1994
PUT
First Solar
FSLR
$21.6B
$332K ﹤0.01%
+6,300
New +$412K
HAPN
1995
Happen Inc
HAPN
$1.86B
$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
$159B
$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
$14.2B
$329K ﹤0.01%
8,963
-4,213
-32% -$143K
78 79
80
81 82

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CIA
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OWA
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FFS
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MFA
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PGCM
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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.