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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
UIS icon
2401
PUT
Unisys
UIS
$252M
$170K ﹤0.01%
+13,200
New +$158K
HIO
2402
Western Asset High Income Opportunity Fund
HIO
$331M
$167K ﹤0.01%
34,678
-9,253
-21% -$44.7K
NRK icon
2403
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$901M
$165K ﹤0.01%
13,499
+608
+5% +$7.35K
DNR
2404
DELISTED
Denbury Resources, Inc.
DNR
$164K ﹤0.01%
34,051
-35,356
-51% -$133K
JHA
2405
DELISTED
Nuveen High Inc Dec 2018 Tgt Trm
JHA
$162K ﹤0.01%
+16,442
New +$162K
INFN
2406
CALL
DELISTED
Infinera Corporation Common Stock
INFN
$158K ﹤0.01%
15,900
+1,800
+13% +$18.7K
AUY
2407
CALL
DELISTED
Yamana Gold, Inc.
AUY
$158K ﹤0.01%
54,600
+19,200
+54% +$55.8K
CDE icon
2408
Coeur Mining
CDE
$15.1B
$157K ﹤0.01%
20,702
-8,407
-29% -$67.9K
LEE icon
2409
Lee Enterprises
LEE
$175M
$156K ﹤0.01%
+5,488
New +$130K
AOD
2410
abrdn Total Dynamic Dividend Fund
AOD
$1.08B
$154K ﹤0.01%
+17,640
New +$159K
HYT icon
2411
BlackRock Corporate High Yield Fund
HYT
$1.35B
$154K ﹤0.01%
+14,724
New +$156K
ONIT
2412
CALL
Onity Group
ONIT
$342M
$154K ﹤0.01%
2,587
-320
-11% -$21K
ATCO
2413
CALL
DELISTED
Atlas Corp.
ATCO
$152K ﹤0.01%
+14,900
New +$124K
VIPS icon
2414
Vipshop
VIPS
$7.26B
$150K ﹤0.01%
13,851
-24,326
-64% -$333K
BTZ icon
2415
BlackRock Credit Allocation Income Trust
BTZ
$927M
$149K ﹤0.01%
12,350
-2,632
-18% -$32.6K
CCJ icon
2416
PUT
Cameco
CCJ
$36.8B
$149K ﹤0.01%
13,200
-1,500
-10% -$16.3K
LOCO icon
2417
CALL
El Pollo Loco
LOCO
$503M
$149K ﹤0.01%
13,100
-10,600
-45% -$110K
IAG icon
2418
CALL
IAMGOLD
IAG
$8.05B
$148K ﹤0.01%
25,500
+13,900
+120% +$79.9K
DF
2419
DELISTED
Dean Foods Company
DF
$148K ﹤0.01%
+14,110
New +$133K
CVE icon
2420
Cenovus Energy
CVE
$54.2B
$147K ﹤0.01%
14,205
-34,851
-71% -$351K
EVV
2421
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$147K ﹤0.01%
11,676
+959
+9% +$12.3K
TRUE
2422
CALL
DELISTED
TrueCar
TRUE
$146K ﹤0.01%
+14,500
New +$143K
AWF
2423
AllianceBernstein Global High Income Fund
AWF
$869M
$145K ﹤0.01%
+12,588
New +$147K
MYI icon
2424
BlackRock MuniYield Quality Fund III
MYI
$715M
$145K ﹤0.01%
11,515
-5,253
-31% -$65.8K
SOXS icon
2425
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$2.6B
– –
0
– –
95 96
97
98 99

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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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SLT
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RB
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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.