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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
HII icon
2076
Huntington Ingalls Industries
HII
$10.9B
$289K ﹤0.01%
+1,335
New +$310K
NAV
2077
PUT
DELISTED
Navistar International
NAV
$289K ﹤0.01%
7,100
-6,400
-47% -$244K
AOS icon
2078
A.O. Smith
AOS
$7.75B
$288K ﹤0.01%
+4,867
New +$307K
JXI icon
2079
iShares Global Utilities ETF
JXI
$297M
$288K ﹤0.01%
+5,882
New +$287K
TRTN
2080
CALL
DELISTED
Triton International Limited
TRTN
$288K ﹤0.01%
+9,400
New +$311K
CACI icon
2081
PUT
CACI
CACI
$14.1B
$287K ﹤0.01%
1,700
-4,700
-73% -$758K
ICLR icon
2082
Icon
ICLR
$13.3B
$287K ﹤0.01%
+2,162
New +$270K
SEIC icon
2083
SEI Investments
SEIC
$12.6B
$287K ﹤0.01%
4,592
-1,171
-20% -$77.9K
WU icon
2084
PUT
Western Union
WU
$2.05B
$287K ﹤0.01%
+14,100
New +$281K
AMTD
2085
DELISTED
TD Ameritrade Holding Corp
AMTD
$287K ﹤0.01%
+5,246
New +$313K
AXON
2086
PUT
Axon Enterprise
AXON
$36.7B
$284K ﹤0.01%
+4,500
New +$243K
COLM icon
2087
Columbia Sportswear
COLM
$2.96B
$284K ﹤0.01%
+3,101
New +$265K
CRUS icon
2088
PUT
Cirrus Logic
CRUS
$6.08B
$284K ﹤0.01%
7,400
-2,100
-22% -$80.3K
GRPN icon
2089
CALL
Groupon
GRPN
$772M
$284K ﹤0.01%
3,305
+2,015
+156% +$187K
GTLS
2090
PUT
DELISTED
Chart Industries
GTLS
$284K ﹤0.01%
+4,600
New +$289K
SIRI icon
2091
PUT
SiriusXM
SIRI
$9.42B
$284K ﹤0.01%
+4,200
New +$284K
HA
2092
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
$284K ﹤0.01%
+7,900
New +$304K
SAFM
2093
PUT
DELISTED
Sanderson Farms Inc
SAFM
$284K ﹤0.01%
+2,700
New +$293K
DAN icon
2094
CALL
Dana Inc
DAN
$3.32B
$283K ﹤0.01%
14,000
+4,700
+51% +$112K
GHC icon
2095
Graham Holdings Company
GHC
$4.78B
$283K ﹤0.01%
+482
New +$289K
IEO icon
2096
CALL
iShares US Oil & Gas Exploration & Production ETF
IEO
$723M
$282K ﹤0.01%
+3,800
New +$272K
LOCO icon
2097
PUT
El Pollo Loco
LOCO
$438M
$282K ﹤0.01%
24,700
-400
-2% -$4.17K
QCOM icon
2098
Qualcomm
QCOM
$203B
$282K ﹤0.01%
5,026
-21,255
-81% -$1.19M
UGI icon
2099
UGI
UGI
$8.27B
$282K ﹤0.01%
+5,407
New +$262K
BRKL
2100
DELISTED
Brookline Bancorp
BRKL
$281K ﹤0.01%
+15,118
New +$265K
82 83
84
85 86

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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.