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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
MORN icon
2001
Morningstar
MORN
$7.25B
$328K ﹤0.01%
+2,556
New +$292K
ZNGA
2002
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$328K ﹤0.01%
+80,500
New +$316K
BNDX icon
2003
Vanguard Total International Bond ETF
BNDX
$81.9B
$327K ﹤0.01%
5,980
-7,711
-56% -$420K
IJS icon
2004
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$327K ﹤0.01%
+4,000
New +$320K
PAYX icon
2005
Paychex
PAYX
$41.6B
$327K ﹤0.01%
+4,787
New +$309K
PGF icon
2006
Invesco Financial Preferred ETF
PGF
$677M
$326K ﹤0.01%
17,667
+3,742
+27% +$68.8K
HDS
2007
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
$326K ﹤0.01%
+7,600
New +$308K
CVRR
2008
DELISTED
CVR Refining, LP
CVRR
$326K ﹤0.01%
+14,589
New +$287K
CCJ icon
2009
Cameco
CCJ
$37.5B
$325K ﹤0.01%
28,931
+8,013
+38% +$87.3K
CTRA
2010
PUT
DELISTED
Coterra Energy
CTRA
$324K ﹤0.01%
13,600
-10,300
-43% -$240K
IAT icon
2011
CALL
iShares US Regional Banks ETF
IAT
$675M
$324K ﹤0.01%
+6,600
New +$338K
SEM
2012
DELISTED
Select Medical
SEM
$324K ﹤0.01%
+33,178
New +$326K
BWX icon
2013
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$323K ﹤0.01%
+11,628
New +$330K
KIM icon
2014
CALL
Kimco Realty
KIM
$17.2B
$323K ﹤0.01%
19,000
+3,700
+24% +$55.9K
ECON icon
2015
Columbia Emerging Markets Consumer ETF
ECON
$330M
$322K ﹤0.01%
+13,199
New +$339K
DBJP icon
2016
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$682M
$321K ﹤0.01%
7,704
-29,144
-79% -$1.26M
DELL icon
2017
PUT
Dell
DELL
$262B
$321K ﹤0.01%
13,540
-1,426
-10% -$31.5K
EWD icon
2018
iShares MSCI Sweden ETF
EWD
$547M
$319K ﹤0.01%
+10,444
New +$344K
RMBS icon
2019
CALL
Rambus
RMBS
$9.95B
$319K ﹤0.01%
25,400
-14,000
-36% -$189K
CPE
2020
DELISTED
Callon Petroleum Company
CPE
$319K ﹤0.01%
+2,967
New +$368K
MEOH icon
2021
PUT
Methanex
MEOH
$4.32B
$318K ﹤0.01%
4,500
– –
EEMS icon
2022
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$349M
$317K ﹤0.01%
+6,650
New +$344K
NVO
2023
Novo Nordisk
NVO
$208B
$317K ﹤0.01%
+13,728
New +$326K
MFC icon
2024
CALL
Manulife Financial
MFC
$73.9B
$316K ﹤0.01%
17,600
+1,100
+7% +$20.7K
OSK icon
2025
PUT
Oshkosh
OSK
$8.84B
$316K ﹤0.01%
4,500
+300
+7% +$22.4K
79 80
81
82 83

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BCM
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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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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.