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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
ATI icon
2626
ATI
ATI
$25.4B
– –
-14,149
Closed -$383K
ATOS icon
2627
Atossa Therapeutics
ATOS
$23.7M
– –
-77
Closed -$6K
AWK icon
2628
American Water Works
AWK
$27.4B
– –
-3,786
Closed -$311K
AWP
2629
abrdn Global Premier Properties Fund
AWP
$337M
– –
-4,322
Closed -$81K
AXSM icon
2630
Axsome Therapeutics
AXSM
$10.7B
– –
-20,126
Closed -$49K
AYI icon
2631
Acuity Brands
AYI
$8.98B
– –
-1,928
Closed -$235K
BABA icon
2632
Alibaba
BABA
$272B
– –
-9,331
Closed -$1.78M
BALL icon
2633
Ball Corp
BALL
$16.1B
– –
-5,966
Closed -$229K
BBVA icon
2634
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
– –
-122,242
Closed -$966K
BCS icon
2635
Barclays
BCS
$85.2B
– –
-48,442
Closed -$524K
BCS icon
2636
PUT
Barclays
BCS
$85.2B
– –
-44,141
Closed -$499K
BDJ icon
2637
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.72B
– –
-20,551
Closed -$179K
BEN icon
2638
CALL
Franklin Templeton
BEN
$16.9B
– –
-13,300
Closed -$461K
BFAM icon
2639
Bright Horizons
BFAM
$3.28B
– –
-2,495
Closed -$249K
BFK
2640
DELISTED
BlackRock Municipal Income Trust
BFK
– –
-16,777
Closed -$216K
BFOR icon
2641
Barron's 400 ETF
BFOR
$229M
– –
-54,116
Closed -$563K
BFZ
2642
DELISTED
BlackRock CA Municipal Income Trust
BFZ
– –
-11,409
Closed -$148K
BG icon
2643
Bunge Global
BG
$23.4B
– –
-14,454
Closed -$1.03M
BG icon
2644
PUT
Bunge Global
BG
$23.4B
– –
-7,100
Closed -$525K
BHR
2645
Braemar Hotels & Resorts
BHR
$128M
– –
-14,383
Closed -$138K
BIZD icon
2646
VanEck BDC Income ETF
BIZD
$1.62B
– –
-11,234
Closed -$183K
BKE icon
2647
CALL
Buckle
BKE
$2.04B
– –
-18,800
Closed -$416K
BLW icon
2648
BlackRock Limited Duration Income Trust
BLW
$474M
– –
-15,618
Closed -$236K
BMO icon
2649
CALL
Bank of Montreal
BMO
$121B
– –
-7,500
Closed -$567K
BMO icon
2650
PUT
Bank of Montreal
BMO
$121B
– –
-4,100
Closed -$310K
104 105
106
107 108

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PGCM
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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.