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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
FXR icon
2351
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$721M
$204K ﹤0.01%
+5,213
New +$207K
GPRO icon
2352
GoPro
GPRO
$120M
$204K ﹤0.01%
31,737
+14,039
+79% +$78.2K
IAK icon
2353
iShares US Insurance ETF
IAK
$521M
$204K ﹤0.01%
3,317
-13,943
-81% -$893K
TWM icon
2354
ProShares UltraShort Russell2000
TWM
$45M
$204K ﹤0.01%
+696
New +$215K
WIT icon
2355
Wipro
WIT
$19.5B
$204K ﹤0.01%
+113,445
New +$206K
ABB
2356
DELISTED
ABB Ltd
ABB
$204K ﹤0.01%
9,356
-32,468
-78% -$753K
PRAH
2357
DELISTED
PRA Health Sciences, Inc.
PRAH
$204K ﹤0.01%
+2,188
New +$188K
WPZ
2358
DELISTED
Williams Partners L.P.
WPZ
$204K ﹤0.01%
+5,033
New +$191K
XLRE icon
2359
CALL
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.72B
$203K ﹤0.01%
+6,200
New +$194K
CTXS
2360
DELISTED
Citrix Systems Inc
CTXS
$203K ﹤0.01%
1,933
-2,559
-57% -$263K
BANC icon
2361
Banc of California
BANC
$2.87B
$202K ﹤0.01%
+10,345
New +$198K
SPHQ icon
2362
Invesco S&P 500 Quality ETF
SPHQ
$19B
$202K ﹤0.01%
+6,733
New +$203K
SPMB icon
2363
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.97B
$202K ﹤0.01%
+7,967
New +$202K
FTSD icon
2364
Franklin Short Duration US Government ETF
FTSD
$300M
$201K ﹤0.01%
+2,123
New +$202K
RS icon
2365
CALL
Reliance Steel & Aluminium
RS
$20.6B
$201K ﹤0.01%
2,300
-7,400
-76% -$673K
VVR icon
2366
Invesco Senior Income Trust
VVR
$456M
$201K ﹤0.01%
47,029
-3,869
-8% -$17K
GPT
2367
DELISTED
Gramercy Property Trust
GPT
$201K ﹤0.01%
+7,352
New +$188K
FIXD icon
2368
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.23B
$200K ﹤0.01%
+4,071
New +$200K
ICUI icon
2369
ICU Medical
ICUI
$4.16B
$200K ﹤0.01%
+682
New +$186K
MOO icon
2370
VanEck Agribusiness ETF
MOO
$992M
$200K ﹤0.01%
3,223
-543
-14% -$34K
ORI icon
2371
Old Republic International
ORI
$10.9B
$200K ﹤0.01%
+10,029
New +$210K
BERY
2372
DELISTED
Berry Global Group, Inc.
BERY
$200K ﹤0.01%
+4,745
New +$220K
MLNX
2373
DELISTED
Mellanox Technologies, Ltd.
MLNX
$200K ﹤0.01%
+2,374
New +$194K
GFI icon
2374
CALL
Gold Fields
GFI
$28.8B
$198K ﹤0.01%
55,500
+16,500
+42% +$61.7K
FBP icon
2375
First Bancorp
FBP
$4.41B
$197K ﹤0.01%
25,718
+15,455
+151% +$114K
93 94
95
96 97

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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.