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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 | |
|---|---|---|---|---|---|---|
1926
PUT
Viavi Solutions
VIAV
$9.12B
| $374K | ﹤0.01% |
36,500
-20,400
| -36% | -$202K |
|
1927
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
| $373K | ﹤0.01% |
8,103
+2,512
| +45% | +$119K |
|
1928
CALL
Oshkosh
OSK
$8.79B
| $373K | ﹤0.01% |
5,300
-9,000
| -63% | -$672K |
|
|
EXPR
1929
CALL
DELISTED
Express, Inc.
EXPR
| $373K | ﹤0.01% |
+2,040
| New | +$354K |
|
1930
CALL
AngloGold Ashanti
AU
$40.1B
| $371K | ﹤0.01% |
45,200
-16,200
| -26% | -$142K |
|
1931
Bank of Montreal
BMO
$126B
| $370K | ﹤0.01% |
4,783
-8,087
| -63% | -$623K |
|
1932
Idacorp
IDA
$7.92B
| $370K | ﹤0.01% |
+4,015
| New | +$360K |
|
1933
NewMarket
NEU
$7.82B
| $370K | ﹤0.01% |
914
+181
| +25% | +$70.8K |
|
|
SA
1934
PUT
Seabridge Gold
SA
$2.78B
| $370K | ﹤0.01% |
+33,200
| New | +$358K |
|
1935
PUT
Stellantis
STLA
$16.7B
| $370K | ﹤0.01% |
19,600
-19,800
| -50% | -$434K |
|
1936
CALL
Silicon Laboratories
SLAB
$7.17B
| $369K | ﹤0.01% |
+3,700
| New | +$370K |
|
1937
Telefônica Brasil
VIV
$20.6B
| $368K | ﹤0.01% |
+30,970
| New | +$408K |
|
1938
CALL
BioMarin Pharmaceuticals
BMRN
$11.6B
| $367K | ﹤0.01% |
3,900
-5,600
| -59% | -$490K |
|
1939
PUT
Ionis Pharmaceuticals
IONS
$8.6B
| $367K | ﹤0.01% |
8,800
-300
| -3% | -$13.3K |
|
1940
Old National Bancorp
ONB
$10.2B
| $367K | ﹤0.01% |
+19,740
| New | +$352K |
|
|
WFT
1941
CALL
DELISTED
Weatherford International plc
WFT
| $367K | ﹤0.01% |
111,400
+10,800
| +11% | +$33.6K |
|
1942
Weibo
WB
$2B
| $365K | ﹤0.01% |
+4,114
| New | +$447K |
|
1943
Evergy
EVRG
$19.1B
| $364K | ﹤0.01% |
+6,478
| New | +$347K |
|
1944
Texas Instruments
TXN
$252B
| $363K | ﹤0.01% |
3,288
-23,905
| -88% | -$2.59M |
|
1945
iShares International Treasury Bond ETF
IGOV
$1.53B
| $362K | ﹤0.01% |
+7,358
| New | +$367K |
|
|
TRTN
1946
PUT
DELISTED
Triton International Limited
TRTN
| $362K | ﹤0.01% |
+11,800
| New | +$390K |
|
|
CBPO
1947
DELISTED
China Biologic Products Holdings, Inc.
CBPO
| $362K | ﹤0.01% |
+3,641
| New | +$315K |
|
|
DISCK
1948
CALL
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $360K | ﹤0.01% |
+14,100
| New | +$314K |
|
1949
First Trust Europe AlphaDEX Fund
FEP
$526M
| $358K | ﹤0.01% |
+9,336
| New | +$375K |
|
1950
Cintas
CTAS
$81.9B
| $357K | ﹤0.01% |
7,708
-32,716
| -81% | -$1.47M |
|
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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.