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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
MTUM icon
2126
iShares MSCI USA Momentum Factor ETF
MTUM
$24.6B
$271K ﹤0.01%
2,468
-632
-20% -$69.2K
SKX
2127
DELISTED
Skechers
SKX
$271K ﹤0.01%
+9,015
New +$288K
BALL icon
2128
PUT
Ball Corp
BALL
$16.1B
$270K ﹤0.01%
7,600
-5,300
-41% -$203K
BWZ icon
2129
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$326M
$270K ﹤0.01%
+8,636
New +$277K
CHE icon
2130
Chemed
CHE
$6.63B
$270K ﹤0.01%
+838
New +$262K
FISV
2131
Fiserv Inc
FISV
$26.3B
$270K ﹤0.01%
+3,643
New +$265K
MCO icon
2132
Moody's
MCO
$80.5B
$270K ﹤0.01%
+1,584
New +$268K
PNR icon
2133
Pentair
PNR
$8.9B
$270K ﹤0.01%
+6,419
New +$288K
SKX
2134
PUT
DELISTED
Skechers
SKX
$270K ﹤0.01%
9,000
-3,800
-30% -$122K
AGGP
2135
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
$270K ﹤0.01%
14,173
-18,115
-56% -$346K
BYD icon
2136
Boyd Gaming
BYD
$5.51B
$269K ﹤0.01%
+7,770
New +$273K
DD icon
2137
DuPont de Nemours
DD
$17.5B
$269K ﹤0.01%
1,610
-16,038
-91% -$2.68M
XLK icon
2138
State Street Technology Select Sector SPDR ETF
XLK
$122B
$269K ﹤0.01%
7,750
-1,540
-17% -$52.8K
USG
2139
DELISTED
Usg
USG
$269K ﹤0.01%
6,237
-5,575
-47% -$232K
AGZ icon
2140
iShares Agency Bond ETF
AGZ
$634M
$268K ﹤0.01%
+2,408
New +$268K
PBI icon
2141
PUT
Pitney Bowes
PBI
$2.37B
$268K ﹤0.01%
31,300
-9,900
-24% -$95.5K
IWD icon
2142
PUT
iShares Russell 1000 Value ETF
IWD
$82.6B
$267K ﹤0.01%
+2,200
New +$268K
MAN icon
2143
CALL
ManpowerGroup
MAN
$2.67B
$267K ﹤0.01%
3,100
-7,000
-69% -$687K
MCHP icon
2144
Microchip Technology
MCHP
$38.5B
$267K ﹤0.01%
5,862
-4,644
-44% -$215K
TEVA icon
2145
Teva Pharmaceutical Industries Limited
TEVA
$45.8B
$267K ﹤0.01%
10,959
-53,590
-83% -$1.09M
CGNX icon
2146
Cognex
CGNX
$10.2B
$265K ﹤0.01%
+5,948
New +$282K
OTEX icon
2147
Open Text
OTEX
$5.68B
$265K ﹤0.01%
+7,518
New +$264K
ULTA icon
2148
Ulta Beauty
ULTA
$23.4B
$265K ﹤0.01%
1,133
-1,125
-50% -$272K
HDS
2149
DELISTED
HD Supply Holdings, Inc.
HDS
$265K ﹤0.01%
+6,167
New +$250K
CA
2150
DELISTED
CA, Inc.
CA
$265K ﹤0.01%
+7,435
New +$262K
84 85
86
87 88

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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.