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TSS
Two Sigma Securities Portfolio holdings
AUM
$1.16B
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter
Est. Return
+2.61%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$20.1B
AUM Growth
+$2.23B
(+13%)
Cap. Flow
-$85.7M
Cap. Flow
% of AUM
-0.43%
Top 10 Holdings %
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,012
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 | Miscellaneous | 95.88% |
| 2 | Financials | 0.72% |
| 3 | Technology | 0.57% |
| 4 | Consumer Discretionary | 0.5% |
| 5 | Healthcare | 0.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NFX
1851
PUT
DELISTED
Newfield Exploration
NFX
| $420K | ﹤0.01% |
13,900
-57,400
| -81% | -$1.62M |
|
1852
CALL
Scotiabank
BNS
$115B
| $418K | ﹤0.01% |
+7,300
| New | +$440K |
|
1853
SLM Corp
SLM
$4.7B
| $418K | ﹤0.01% |
36,539
+23,827
| +187% | +$276K |
|
1854
Vanguard Short-Term Treasury ETF
VGSH
$34.5B
| $418K | ﹤0.01% |
+6,984
| New | +$418K |
|
1855
KB Home
KBH
$2.98B
| $415K | ﹤0.01% |
15,232
-1,568
| -9% | -$42.2K |
|
1856
Baker Hughes
BKR
$56.1B
| $413K | ﹤0.01% |
+12,511
| New | +$425K |
|
1857
Dell
DELL
$374B
| $413K | ﹤0.01% |
17,406
-36,011
| -67% | -$796K |
|
1858
abrdn Physical Gold Shares ETF
SGOL
$7.26B
| $413K | ﹤0.01% |
+34,130
| New | +$431K |
|
1859
Unilever
UL
$134B
| $413K | ﹤0.01% |
+6,641
| New | +$413K |
|
1860
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$69.1B
| $413K | ﹤0.01% |
+4,943
| New | +$413K |
|
1861
PUT
Owens Corning
OC
$9.84B
| $412K | ﹤0.01% |
+6,500
| New | +$449K |
|
1862
CALL
Zillow
ZG
$6.89B
| $412K | ﹤0.01% |
6,900
-6,500
| -49% | -$359K |
|
1863
Check Point Software Technologies
CHKP
$13.9B
| $410K | ﹤0.01% |
+4,198
| New | +$416K |
|
1864
Invesco
IVZ
$13.3B
| $410K | ﹤0.01% |
15,453
-23,638
| -60% | -$680K |
|
|
DBD
1865
DELISTED
Diebold Nixdorf Incorporated
DBD
| $410K | ﹤0.01% |
34,276
+16,916
| +97% | +$226K |
|
1866
CALL
OneMain Financial
OMF
$7.01B
| $409K | ﹤0.01% |
+12,300
| New | +$398K |
|
|
IPG
1867
DELISTED
Interpublic Group of Companies
IPG
| $408K | ﹤0.01% |
+17,413
| New | +$409K |
|
1868
Wayfair
W
$14B
| $408K | ﹤0.01% |
+3,432
| New | +$298K |
|
1869
PUT
Alkermes
ALKS
$7.84B
| $407K | ﹤0.01% |
+9,900
| New | +$451K |
|
1870
CALL
Copart
CPRT
$27.5B
| $407K | ﹤0.01% |
28,800
+3,200
| +13% | +$43.3K |
|
1871
Box
BOX
$4.76B
| $405K | ﹤0.01% |
+16,204
| New | +$402K |
|
1872
Coty
COTY
$2.17B
| $405K | ﹤0.01% |
+28,756
| New | +$443K |
|
1873
Invesco DB Commodity Index Tracking Fund
DBC
$1.96B
| $405K | ﹤0.01% |
22,898
+4,352
| +23% | +$76.6K |
|
1874
PUT
Fidelity National Information Services
FIS
$18.8B
| $403K | ﹤0.01% |
3,800
+200
| +6% | +$20.4K |
|
1875
Workday
WDAY
$48B
| $403K | ﹤0.01% |
3,325
-8,766
| -73% | -$1.12M |
|
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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's Q2 2018 filing shows 604 new, 1,012 increased, 977 reduced and 628 closed positions. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M. The largest sale was iShares Core S&P 500 ETF, an estimated $18.9M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Financials and Technology.
- 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.