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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
CROX icon
2376
Crocs
CROX
$6.63B
$196K ﹤0.01%
+11,117
New +$189K
SMTS
2377
DELISTED
Sierra Metals Inc. Common Stock
SMTS
$195K ﹤0.01%
+72,561
New +$195K
CDE icon
2378
PUT
Coeur Mining
CDE
$15.1B
$192K ﹤0.01%
25,200
-8,100
-24% -$65.4K
FAZ icon
2379
Direxion Daily Financial Bear 3x ETF
FAZ
$85.8M
$192K ﹤0.01%
43
+8
+23% +$34.7K
BSMX
2380
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$191K ﹤0.01%
+28,531
New +$198K
FIT
2381
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
$191K ﹤0.01%
29,200
-36,500
-56% -$209K
AUY
2382
PUT
DELISTED
Yamana Gold, Inc.
AUY
$190K ﹤0.01%
65,500
+10,600
+19% +$30.8K
CASI
2383
DELISTED
CASI Pharmaceuticals
CASI
$188K ﹤0.01%
+2,280
New +$154K
NWS icon
2384
News Corp Class B
NWS
$17.7B
$188K ﹤0.01%
11,871
-1,967
-14% -$31.6K
VALE icon
2385
PUT
Vale
VALE
$62.3B
$187K ﹤0.01%
14,600
-51,600
-78% -$705K
ASNA
2386
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
$187K ﹤0.01%
2,345
+960
+69% +$58.1K
ISD
2387
PGIM High Yield Bond Fund
ISD
$414M
$183K ﹤0.01%
13,086
-3,437
-21% -$48.4K
AROC icon
2388
Archrock
AROC
$6.16B
$180K ﹤0.01%
+14,994
New +$166K
ATCO
2389
PUT
DELISTED
Atlas Corp.
ATCO
$180K ﹤0.01%
+17,700
New +$147K
DWT
2390
DELISTED
VelocityShares 3x Inverse Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
DWT
$180K ﹤0.01%
+29,710
New +$254K
HBAN icon
2391
Huntington Bancshares
HBAN
$34B
$179K ﹤0.01%
12,097
-30,192
-71% -$454K
AES icon
2392
PUT
AES
AES
$10.6B
$178K ﹤0.01%
+13,300
New +$164K
FCF icon
2393
First Commonwealth Financial
FCF
$2.2B
$178K ﹤0.01%
+11,493
New +$177K
PBI icon
2394
CALL
Pitney Bowes
PBI
$2.39B
$175K ﹤0.01%
20,400
+9,400
+85% +$90.7K
LFC
2395
DELISTED
China Life Insurance Company Ltd.
LFC
$173K ﹤0.01%
+13,519
New +$188K
HL icon
2396
CALL
Hecla Mining
HL
$9.49B
$172K ﹤0.01%
49,400
+29,000
+142% +$110K
WNEB icon
2397
Western New England Bancorp
WNEB
$259M
$172K ﹤0.01%
+15,636
New +$170K
SPN
2398
DELISTED
Superior Energy Services, Inc.
SPN
$172K ﹤0.01%
1,767
-62
-3% -$6.36K
SA
2399
CALL
Seabridge Gold
SA
$2.72B
$171K ﹤0.01%
+15,300
New +$165K
VTLE
2400
DELISTED
Vital Energy
VTLE
$171K ﹤0.01%
887
+263
+42% +$49.3K
94 95
96
97 98

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AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.