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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
BX icon
2201
Blackstone
BX
$102B
$245K ﹤0.01%
7,618
-8,767
-54% -$279K
IBMG
2202
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$245K ﹤0.01%
+9,639
New +$245K
DGS icon
2203
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.69B
$244K ﹤0.01%
+5,122
New +$266K
NUGT icon
2204
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$909M
$244K ﹤0.01%
2,004
-834
-29% -$106K
STWD icon
2205
Starwood Property Trust
STWD
$6.02B
$244K ﹤0.01%
+11,238
New +$242K
VIRT icon
2206
CALL
Virtu Financial
VIRT
$5.15B
$244K ﹤0.01%
+9,200
New +$297K
BSCI
2207
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
$244K ﹤0.01%
11,539
-23,614
-67% -$499K
CHL
2208
CALL
DELISTED
China Mobile Limited
CHL
$244K ﹤0.01%
+5,500
New +$253K
RHT
2209
DELISTED
Red Hat Inc
RHT
$244K ﹤0.01%
+1,816
New +$293K
ARCC icon
2210
CALL
Ares Capital
ARCC
$13.5B
$243K ﹤0.01%
14,800
-66,200
-82% -$1.09M
IYE icon
2211
CALL
iShares US Energy ETF
IYE
$1.73B
$243K ﹤0.01%
+5,800
New +$237K
PZA icon
2212
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.23B
$243K ﹤0.01%
+9,680
New +$243K
VRIG icon
2213
Invesco Variable Rate Investment Grade ETF
VRIG
$1.8B
$243K ﹤0.01%
+9,707
New +$244K
WBII
2214
DELISTED
WBI BullBear Global Income ETF
WBII
$243K ﹤0.01%
+10,189
New +$246K
HIX
2215
Western Asset High Income Fund II
HIX
$350M
$242K ﹤0.01%
+37,600
New +$246K
BP icon
2216
BP
BP
$114B
$241K ﹤0.01%
5,616
-135,593
-96% -$5.7M
CVCO icon
2217
Cavco Industries
CVCO
$4.33B
$241K ﹤0.01%
+1,161
New +$218K
GXC icon
2218
State Street SPDR S&P China ETF
GXC
$460M
$241K ﹤0.01%
+2,296
New +$254K
LOGI icon
2219
CALL
Logitech
LOGI
$14.6B
$241K ﹤0.01%
5,500
-2,000
-27% -$80.7K
MFC icon
2220
Manulife Financial
MFC
$74B
$241K ﹤0.01%
13,396
-3,877
-22% -$73.1K
BSV icon
2221
Vanguard Short-Term Bond ETF
BSV
$44.7B
$240K ﹤0.01%
3,072
-13,786
-82% -$1.08M
DAN icon
2222
PUT
Dana Inc
DAN
$2.91B
$240K ﹤0.01%
+11,900
New +$283K
EXR icon
2223
Extra Space Storage
EXR
$31.3B
$240K ﹤0.01%
+2,405
New +$224K
QEMM icon
2224
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$54M
$240K ﹤0.01%
+4,039
New +$255K
HUN icon
2225
CALL
Huntsman Corp
HUN
$2.12B
$239K ﹤0.01%
+8,200
New +$254K
87 88
89
90 91

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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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RB
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OMG
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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.