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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 | |
|---|---|---|---|---|---|---|
|
CTRA
1951
DELISTED
Coterra Energy
CTRA
| $357K | ﹤0.01% |
+14,985
| New | +$350K |
|
1952
Kroger
KR
$35.4B
| $357K | ﹤0.01% |
12,540
-845
| -6% | -$21.2K |
|
1953
PUT
Designer Brands
DBI
$307M
| $356K | ﹤0.01% |
+13,800
| New | +$330K |
|
1954
Empire State Realty Trust
ESRT
$872M
| $356K | ﹤0.01% |
+20,805
| New | +$351K |
|
1955
State Street SPDR S&P International Dividend ETF
DWX
$529M
| $355K | ﹤0.01% |
9,259
+3,886
| +72% | +$154K |
|
|
WW
1956
DELISTED
WW International
WW
| $355K | ﹤0.01% |
3,515
-27
| -0.8% | -$2.12K |
|
|
VAR
1957
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
| $353K | ﹤0.01% |
+3,100
| New | +$371K |
|
|
SONC
1958
DELISTED
Sonic Corp
SONC
| $353K | ﹤0.01% |
+10,264
| New | +$286K |
|
|
DCH
1959
PUT
Dauch Corp
DCH
$1.34B
| $352K | ﹤0.01% |
22,600
+4,600
| +26% | +$73.9K |
|
1960
CALL
Nu Skin
NUS
$252M
| $352K | ﹤0.01% |
4,500
+1,700
| +61% | +$132K |
|
|
ODP
1961
DELISTED
ODP
ODP
| $352K | ﹤0.01% |
13,803
+12,160
| +740% | +$296K |
|
|
ENDP
1962
DELISTED
Endo International plc
ENDP
| $351K | ﹤0.01% |
+37,254
| New | +$250K |
|
1963
ProShares Short Russell2000
RWM
$132M
| $350K | ﹤0.01% |
8,979
-4,276
| -32% | -$171K |
|
1964
iShare MSCI Eurozone ETF
EZU
$9.64B
| $349K | ﹤0.01% |
8,512
-41,865
| -83% | -$1.83M |
|
|
WPZ
1965
PUT
DELISTED
Williams Partners L.P.
WPZ
| $349K | ﹤0.01% |
8,600
-12,700
| -60% | -$483K |
|
1966
IPG Photonics
IPGP
$3.61B
| $348K | ﹤0.01% |
1,578
-1,517
| -49% | -$358K |
|
1967
PUT
Sempra
SRE
$57.9B
| $348K | ﹤0.01% |
+6,000
| New | +$328K |
|
|
DNKN
1968
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $348K | ﹤0.01% |
+5,036
| New | +$324K |
|
1969
Yelp
YELP
$1.45B
| $346K | ﹤0.01% |
8,843
+635
| +8% | +$27.5K |
|
1970
Elevance Health
ELV
$81.5B
| $345K | ﹤0.01% |
1,449
-828
| -36% | -$192K |
|
|
P
1971
DELISTED
Pandora Media Inc
P
| $345K | ﹤0.01% |
43,776
-65,570
| -60% | -$438K |
|
1972
PUT
Akamai
AKAM
$16.7B
| $344K | ﹤0.01% |
+4,700
| New | +$353K |
|
|
IDTI
1973
PUT
DELISTED
Integrated Device Technology I
IDTI
| $341K | ﹤0.01% |
10,700
-6,600
| -38% | -$210K |
|
|
UFS
1974
DELISTED
DOMTAR CORPORATION (New)
UFS
| $341K | ﹤0.01% |
+7,146
| New | +$331K |
|
|
CZR
1975
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $341K | ﹤0.01% |
31,900
+13,800
| +76% | +$161K |
|
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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.