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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
XES icon
2051
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$370M
$304K ﹤0.01%
1,792
-1,310
-42% -$222K
PLNT icon
2052
PUT
Planet Fitness
PLNT
$4.44B
$303K ﹤0.01%
+6,900
New +$283K
LFC
2053
PUT
DELISTED
China Life Insurance Company Ltd.
LFC
$303K ﹤0.01%
23,700
+1,600
+7% +$22.3K
RPAI
2054
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$303K ﹤0.01%
23,738
-11,840
-33% -$142K
ALLY icon
2055
PUT
Ally Financial
ALLY
$13.1B
$302K ﹤0.01%
11,500
+2,200
+24% +$58.7K
CNI icon
2056
CALL
Canadian National Railway
CNI
$77.1B
$302K ﹤0.01%
3,700
-21,100
-85% -$1.68M
DINO icon
2057
HF Sinclair
DINO
$16.6B
$302K ﹤0.01%
+4,406
New +$294K
EMB icon
2058
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$302K ﹤0.01%
+2,833
New +$309K
GES
2059
PUT
DELISTED
Guess Inc
GES
$302K ﹤0.01%
14,100
-13,300
-49% -$306K
IWF icon
2060
iShares Russell 1000 Growth ETF
IWF
$120B
$302K ﹤0.01%
8,412
-222,584
-96% -$7.86M
PTEN icon
2061
PUT
Patterson-UTI
PTEN
$3.85B
$302K ﹤0.01%
16,800
-1,600
-9% -$32.1K
IHF icon
2062
iShares US Healthcare Providers ETF
IHF
$1.21B
$300K ﹤0.01%
+8,540
New +$290K
NVO
2063
CALL
Novo Nordisk
NVO
$207B
$300K ﹤0.01%
13,000
-7,800
-38% -$185K
SAM icon
2064
CALL
Boston Beer
SAM
$1.9B
$300K ﹤0.01%
1,000
-200
-17% -$48.7K
SANM icon
2065
CALL
Sanmina
SANM
$10.2B
$299K ﹤0.01%
+10,200
New +$300K
ARW icon
2066
Arrow Electronics
ARW
$11B
$297K ﹤0.01%
+3,951
New +$301K
CX icon
2067
CALL
Cemex
CX
$17B
$295K ﹤0.01%
45,000
-35,300
-44% -$223K
MIDD icon
2068
Middleby
MIDD
$6B
$295K ﹤0.01%
2,824
-1,016
-26% -$115K
QRVO icon
2069
Qorvo
QRVO
$7.89B
$295K ﹤0.01%
3,675
-5,633
-61% -$435K
SLM icon
2070
PUT
SLM Corp
SLM
$4.85B
$295K ﹤0.01%
+25,800
New +$299K
MDC
2071
DELISTED
M.D.C. Holdings, Inc.
MDC
$294K ﹤0.01%
+11,134
New +$289K
EZM icon
2072
WisdomTree US MidCap Fund
EZM
$942M
$292K ﹤0.01%
+7,281
New +$289K
TWO
2073
Two Harbors Investment
TWO
$1.27B
$291K ﹤0.01%
+4,603
New +$288K
MAR icon
2074
Marriott International
MAR
$98.9B
$290K ﹤0.01%
+2,294
New +$312K
TGP
2075
DELISTED
Teekay LNG Partners L.P.
TGP
$290K ﹤0.01%
+17,197
New +$303K
81 82
83
84 85

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.