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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
BSJI
2301
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
$217K ﹤0.01%
8,661
-2,894
-25% -$72.7K
CIM
2302
PUT
Chimera Investment
CIM
$912M
$216K ﹤0.01%
+3,933
New +$212K
WT icon
2303
WisdomTree
WT
$3.37B
$216K ﹤0.01%
23,834
-20,448
-46% -$213K
FIHD
2304
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
$216K ﹤0.01%
+1,352
New +$219K
BZH icon
2305
PUT
Beazer Homes USA
BZH
$890M
$215K ﹤0.01%
+14,600
New +$224K
DHY
2306
UBS Asset Management High Yield Credit Fund
DHY
$224M
$215K ﹤0.01%
81,240
+19,485
+32% +$51.4K
EMHY icon
2307
iShares JPMorgan EM High Yield Bond ETF
EMHY
$618M
$215K ﹤0.01%
+4,679
New +$221K
SIX
2308
DELISTED
Six Flags Entertainment Corp.
SIX
$215K ﹤0.01%
+3,068
New +$200K
GEN icon
2309
Gen Digital
GEN
$18.3B
$214K ﹤0.01%
+10,380
New +$249K
HLT icon
2310
PUT
Hilton Worldwide
HLT
$68.8B
$214K ﹤0.01%
2,700
-8,900
-77% -$724K
IDCC icon
2311
InterDigital
IDCC
$8.48B
$214K ﹤0.01%
+2,645
New +$210K
LYB icon
2312
LyondellBasell Industries
LYB
$21B
$214K ﹤0.01%
+1,950
New +$214K
PZT icon
2313
Invesco New York AMT-Free Municipal Bond ETF
PZT
$137M
$214K ﹤0.01%
+8,945
New +$214K
SNA icon
2314
Snap-on
SNA
$19.3B
$214K ﹤0.01%
+1,331
New +$201K
SOXX icon
2315
PUT
iShares Semiconductor ETF
SOXX
$42.9B
$214K ﹤0.01%
+3,600
New +$219K
AEE icon
2316
PUT
Ameren
AEE
$28.5B
$213K ﹤0.01%
+3,500
New +$201K
AOK icon
2317
iShares Core Conservative Allocation ETF
AOK
$782M
$213K ﹤0.01%
6,276
-1,845
-23% -$62.9K
IONS icon
2318
Ionis Pharmaceuticals
IONS
$7.45B
$213K ﹤0.01%
5,113
-2,781
-35% -$123K
JJSF icon
2319
J&J Snack Foods
JJSF
$1.51B
$213K ﹤0.01%
1,396
-874
-39% -$125K
KSU
2320
DELISTED
Kansas City Southern
KSU
$213K ﹤0.01%
+2,009
New +$218K
LDOS icon
2321
PUT
Leidos
LDOS
$16.2B
$212K ﹤0.01%
+3,600
New +$224K
SUI icon
2322
Sun Communities
SUI
$14B
$212K ﹤0.01%
2,167
-1,497
-41% -$141K
TFI icon
2323
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$2.97B
$212K ﹤0.01%
+4,419
New +$211K
BHC icon
2324
Bausch Health
BHC
$2.13B
$211K ﹤0.01%
9,077
-18,007
-66% -$372K
LOGM
2325
DELISTED
LogMein, Inc.
LOGM
$211K ﹤0.01%
+2,047
New +$229K
91 92
93
94 95

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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.