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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
JMEI
3151
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-1,097
Closed -$32K
DERM
3152
DELISTED
Dermira, Inc.
DERM
– –
-13,771
Closed -$110K
BLPH
3153
DELISTED
Bellerophon Therapeutics, Inc.
BLPH
– –
-931
Closed -$29K
WCG
3154
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-3,200
Closed -$620K
MDR
3155
DELISTED
McDermott International
MDR
– –
-7,561
Closed -$138K
ASNA
3156
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-2,614
Closed -$158K
VIAB
3157
CALL
DELISTED
Viacom Inc. Class B
VIAB
– –
-14,100
Closed -$438K
VIAB
3158
DELISTED
Viacom Inc. Class B
VIAB
– –
-26,358
Closed -$819K
BPL
3159
DELISTED
Buckeye Partners, L.P.
BPL
– –
-7,229
Closed -$270K
CJ
3160
DELISTED
C&J Energy Services, Inc.
CJ
– –
-8,031
Closed -$207K
CTWS
3161
DELISTED
Connecticut Water Service Inc
CTWS
– –
-4,794
Closed -$290K
SFLY
3162
PUT
DELISTED
Shutterfly, Inc.
SFLY
– –
-3,100
Closed -$252K
HLTH
3163
DELISTED
Nobilis Health Corp.
HLTH
– –
-14,673
Closed -$24K
DATA
3164
DELISTED
Tableau Software, Inc.
DATA
– –
-2,584
Closed -$237K
JASNW
3165
DELISTED
Jason Industries, Inc.
JASNW
– –
-11,170
Closed –
LLL
3166
DELISTED
L3 Technologies, Inc.
LLL
– –
-3,705
Closed -$740K
DCF
3167
DELISTED
BNY Mellon Alcentra Global Credit Income 2024 Target Term Fund, Inc.
DCF
– –
-14,012
Closed -$131K
VISL
3168
DELISTED
Vislink Technologies, Inc. Common Stock
VISL
– –
-21
Closed -$26K
IDTI
3169
DELISTED
Integrated Device Technology I
IDTI
– –
-9,395
Closed -$299K
DDE
3170
DELISTED
Dover Downs Gaming & Entertain
DDE
– –
-17,846
Closed -$24K
TFCFA
3171
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-57,807
Closed -$2.12M
TFCF
3172
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-11,695
Closed -$425K
ORBK
3173
DELISTED
Orbotech Ltd
ORBK
– –
-4,816
Closed -$299K
ATHN
3174
CALL
DELISTED
Athenahealth, Inc.
ATHN
– –
-2,900
Closed -$415K
ATHN
3175
PUT
DELISTED
Athenahealth, Inc.
ATHN
– –
-4,900
Closed -$701K
125 126
127
128 129

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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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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.