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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
(+13%)
Cap. Flow
+$1.48B
Cap. Flow
% of AUM
7.34%
Top 10 Holdings %
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,013
Reduced
977
Closed
628
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$52.4M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$28.8M |
| 3 |
JPMorgan Chase
JPM
|
+$15.5M |
| 4 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$13.9M |
| 5 |
Comcast
CMCSA
|
+$10.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.9M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$18M |
| 3 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$16.3M |
| 4 |
Microsoft
MSFT
|
+$14.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1276
PUT
Fluor
FLR
$7.01B
| $1.1M | 0.01% |
22,600
+6,800
| +43% | +$356K |
|
1277
PUT
Baker Hughes
BKR
$60B
| $1.1M | 0.01% |
33,300
+25,100
| +306% | +$852K |
|
1278
BHP
BHP
$215B
| $1.1M | 0.01% |
24,632
-22,747
| -48% | -$984K |
|
1279
PUT
Centene
CNC
$30.7B
| $1.1M | 0.01% |
17,800
+1,400
| +9% | +$80.7K |
|
1280
PUT
Sony
SONY
$137B
| $1.1M | 0.01% |
107,000
-17,000
| -14% | -$165K |
|
1281
CALL
ProShares UltraPro Short S&P 500
SPXU
$406M
| $1.1M | 0.01% |
+274
| New | +$1.13M |
|
|
SHPG
1282
PUT
DELISTED
Shire pic
SHPG
| $1.1M | 0.01% |
6,500
-24,800
| -79% | -$4M |
|
1283
PUT
Deutsche Bank
DB
$69B
| $1.1M | 0.01% |
103,200
-207,400
| -67% | -$2.64M |
|
|
RDS.A
1284
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.09M | 0.01% |
15,791
+7,475
| +90% | +$518K |
|
1285
JD.com
JD
$44.6B
| $1.09M | 0.01% |
27,992
-4,155
| -13% | -$160K |
|
1286
Celanese
CE
$4.9B
| $1.09M | 0.01% |
9,791
+4,088
| +72% | +$451K |
|
1287
TJX Companies
TJX
$174B
| $1.09M | 0.01% |
22,814
+14,646
| +179% | +$643K |
|
1288
CALL
TSMC
TSM
$2.1T
| $1.09M | 0.01% |
29,700
-55,600
| -65% | -$2.2M |
|
|
CRZO
1289
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $1.09M | 0.01% |
39,000
+19,600
| +101% | +$452K |
|
|
BBBY
1290
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.08M | 0.01% |
54,400
+7,000
| +15% | +$131K |
|
1291
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $1.08M | 0.01% |
28,730
-4,415
| -13% | -$164K |
|
|
EXAS
1292
CALL
DELISTED
Exact Sciences
EXAS
| $1.08M | 0.01% |
18,100
-21,100
| -54% | -$1.14M |
|
1293
CALL
Qorvo
QRVO
$7.99B
| $1.08M | 0.01% |
13,500
-45,200
| -77% | -$3.49M |
|
1294
Freeport-McMoran
FCX
$90B
| $1.07M | 0.01% |
62,196
+49,395
| +386% | +$838K |
|
1295
PUT
SBA Communications
SBAC
$19.2B
| $1.07M | 0.01% |
6,500
-4,200
| -39% | -$678K |
|
|
DFS
1296
PUT
DELISTED
Discover Financial Services
DFS
| $1.07M | 0.01% |
15,200
-75,700
| -83% | -$5.55M |
|
1297
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
| $1.07M | 0.01% |
40,365
+12,119
| +43% | +$330K |
|
1298
PUT
GameStop
GME
$9.75B
| $1.07M | 0.01% |
292,800
+193,200
| +194% | +$662K |
|
|
CTRA
1299
CALL
DELISTED
Coterra Energy
CTRA
| $1.07M | 0.01% |
44,800
+27,700
| +162% | +$647K |
|
1300
CALL
Regions Financial
RF
$26.4B
| $1.06M | 0.01% |
59,900
+12,200
| +26% | +$228K |
|
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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.