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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 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
RHI icon
2951
CALL
Robert Half
RHI
$4.04B
– –
-6,100
Closed -$353K
RHI icon
2952
Robert Half
RHI
$4.04B
– –
-5,869
Closed -$372K
RJF icon
2953
Raymond James Financial
RJF
$34B
– –
-9,000
Closed -$559K
RDNW
2954
RideNow Group
RDNW
$251M
– –
-528
Closed -$44K
ROK icon
2955
Rockwell Automation
ROK
$52.4B
– –
-2,316
Closed -$403K
RS icon
2956
PUT
Reliance Steel & Aluminium
RS
$21.2B
– –
-5,800
Closed -$497K
RSPG icon
2957
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$543M
– –
-9,702
Closed -$528K
RSPS icon
2958
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$254M
– –
-9,200
Closed -$233K
RWO icon
2959
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.32B
– –
-8,931
Closed -$413K
RYN icon
2960
Rayonier
RYN
$6.64B
– –
-7,668
Closed -$245K
SAND
2961
DELISTED
Sandstorm Gold
SAND
– –
-11,647
Closed -$55K
SCCO icon
2962
Southern Copper
SCCO
$140B
– –
-18,473
Closed -$886K
SCHX icon
2963
Schwab US Large- Cap ETF
SCHX
$71.3B
– –
-42,276
Closed -$444K
SCO icon
2964
ProShares UltraShort Bloomberg Crude Oil
SCO
$731M
– –
-161
Closed -$258K
SDOG icon
2965
ALPS Sector Dividend Dogs ETF
SDOG
$1.44B
– –
-5,101
Closed -$223K
SDOW icon
2966
ProShares UltraPro Short Dow 30
SDOW
$160M
– –
-175
Closed -$219K
SFL icon
2967
SFL Corp
SFL
$1.61B
– –
-28,289
Closed -$414K
SFNC icon
2968
Simmons First National
SFNC
$3.39B
– –
-8,512
Closed -$242K
SGDM icon
2969
Sprott Gold Miners ETF
SGDM
$543M
– –
-10,852
Closed -$213K
SH icon
2970
ProShares Short S&P500
SH
$914M
– –
-6,465
Closed -$784K
SHM icon
2971
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
– –
-24,473
Closed -$1.17M
SJT
2972
San Juan Basin Royalty Trust
SJT
$117M
– –
-15,802
Closed -$125K
SLG icon
2973
SL Green Realty
SLG
$3.77B
– –
-3,616
Closed -$339K
SM icon
2974
SM Energy
SM
$7.11B
– –
-10,574
Closed -$247K
SMLV icon
2975
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$262M
– –
-2,863
Closed -$254K
117 118
119
120 121

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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.