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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
AKAM icon
2151
CALL
Akamai
AKAM
$16.5B
$264K ﹤0.01%
+3,600
New +$270K
BIIB icon
2152
Biogen
BIIB
$30.7B
$264K ﹤0.01%
911
-2,891
-76% -$813K
BR icon
2153
Broadridge
BR
$17.9B
$264K ﹤0.01%
2,297
-805
-26% -$90.8K
KBE icon
2154
CALL
State Street SPDR S&P Bank ETF
KBE
$1.64B
$264K ﹤0.01%
+5,600
New +$274K
PPH icon
2155
VanEck Pharmaceutical ETF
PPH
$970M
$264K ﹤0.01%
+4,483
New +$260K
SYY icon
2156
Sysco
SYY
$40.6B
$264K ﹤0.01%
+3,869
New +$247K
DHC
2157
Diversified Healthcare Trust
DHC
$2.17B
$263K ﹤0.01%
+14,516
New +$240K
NWN icon
2158
Northwest Natural Holdings
NWN
$2.11B
$263K ﹤0.01%
+4,117
New +$248K
FCFS icon
2159
FirstCash
FCFS
$8.76B
$262K ﹤0.01%
2,916
+82
+3% +$7.26K
IFV icon
2160
First Trust Dorsey Wright International Focus 5 ETF
IFV
$227M
$262K ﹤0.01%
+12,566
New +$277K
KIE icon
2161
State Street SPDR S&P Insurance ETF
KIE
$651M
$262K ﹤0.01%
8,776
-1,480
-14% -$45.4K
MAS icon
2162
Masco
MAS
$14.2B
$262K ﹤0.01%
+6,989
New +$269K
NUAN
2163
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$262K ﹤0.01%
21,830
-14,553
-40% -$181K
VAR
2164
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
$262K ﹤0.01%
+2,300
New +$275K
KSS icon
2165
Kohl's
KSS
$2.21B
$261K ﹤0.01%
3,587
-2,683
-43% -$179K
DF
2166
CALL
DELISTED
Dean Foods Company
DF
$261K ﹤0.01%
24,800
-16,900
-41% -$160K
CRI icon
2167
CALL
Carter's
CRI
$1.39B
$260K ﹤0.01%
2,400
-6,300
-72% -$677K
TBT icon
2168
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
$260K ﹤0.01%
+7,231
New +$271K
TSCO icon
2169
CALL
Tractor Supply
TSCO
$15.8B
$260K ﹤0.01%
17,000
-63,500
-79% -$883K
HIW icon
2170
CALL
Highwoods Properties
HIW
$3.73B
$259K ﹤0.01%
5,100
-500
-9% -$23K
OSK icon
2171
Oshkosh
OSK
$8.82B
$259K ﹤0.01%
+3,687
New +$275K
RS icon
2172
Reliance Steel & Aluminium
RS
$20.5B
$259K ﹤0.01%
2,954
+531
+22% +$48.3K
ISBC
2173
DELISTED
Investors Bancorp, Inc.
ISBC
$259K ﹤0.01%
+20,220
New +$272K
IWB icon
2174
PUT
iShares Russell 1000 ETF
IWB
$47.9B
$258K ﹤0.01%
+1,700
New +$256K
AIV
2175
Aimco
AIV
$383M
$257K ﹤0.01%
+45,589
New +$248K
85 86
87
88 89

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AWP
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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.