We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
PPLI
2026
People Inc
PPLI
$3.06B
| $315K | ﹤0.01% |
11,571
-24,961
| -68% | -$683K |
|
2027
National Health Investors
NHI
$3.65B
| $315K | ﹤0.01% |
+4,277
| New | +$302K |
|
2028
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.53B
| $314K | ﹤0.01% |
9,611
-989
| -9% | -$30.9K |
|
|
CZR
2029
DELISTED
Caesars Entertainment Corporation
CZR
| $314K | ﹤0.01% |
+29,392
| New | +$343K |
|
2030
PUT
AngloGold Ashanti
AU
$37.6B
| $312K | ﹤0.01% |
+38,000
| New | +$333K |
|
2031
PUT
Robert Half
RHI
$3.76B
| $312K | ﹤0.01% |
4,800
-800
| -14% | -$50.7K |
|
|
PRTY
2032
DELISTED
Party City Holdco Inc.
PRTY
| $311K | ﹤0.01% |
20,400
+8,061
| +65% | +$124K |
|
2033
Diamondback Energy
FANG
$56.6B
| $309K | ﹤0.01% |
+2,350
| New | +$292K |
|
2034
Vanguard Dividend Appreciation ETF
VIG
$111B
| $309K | ﹤0.01% |
+3,041
| New | +$310K |
|
2035
PUT
Wendy's
WEN
$1.4B
| $309K | ﹤0.01% |
18,000
-9,200
| -34% | -$157K |
|
2036
PUT
Fortive
FTV
$17.5B
| $308K | ﹤0.01% |
6,343
-793
| -11% | -$37.9K |
|
2037
Public Storage
PSA
$59.3B
| $308K | ﹤0.01% |
1,359
-9,974
| -88% | -$2.08M |
|
2038
CALL
Wolfspeed
WOLF
$1.23B
| $308K | ﹤0.01% |
7,400
-23,800
| -76% | -$1.04M |
|
|
NS
2039
PUT
DELISTED
NuStar Energy L.P.
NS
| $308K | ﹤0.01% |
13,600
-26,100
| -66% | -$589K |
|
2040
Universal Health Services
UHS
$9.88B
| $307K | ﹤0.01% |
+2,756
| New | +$323K |
|
|
WCG
2041
DELISTED
Wellcare Health Plans, Inc.
WCG
| $307K | ﹤0.01% |
1,248
+138
| +12% | +$30K |
|
|
CY
2042
PUT
DELISTED
Cypress Semiconductor
CY
| $307K | ﹤0.01% |
19,700
-29,600
| -60% | -$488K |
|
2043
Aptiv
APTV
$12B
| $306K | ﹤0.01% |
3,341
-907
| -21% | -$84.6K |
|
2044
iShares US Regional Banks ETF
IAT
$673M
| $306K | ﹤0.01% |
6,230
-2,311
| -27% | -$118K |
|
|
ZNGA
2045
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $305K | ﹤0.01% |
74,844
+30,741
| +70% | +$121K |
|
|
MIK
2046
DELISTED
Michaels Stores, Inc
MIK
| $305K | ﹤0.01% |
+15,914
| New | +$303K |
|
|
EE
2047
DELISTED
El Paso Electric Company
EE
| $305K | ﹤0.01% |
+5,156
| New | +$281K |
|
2048
Direxion Daily Energy Bull 2X ETF
ERX
$232M
| $304K | ﹤0.01% |
+796
| New | +$288K |
|
2049
Genworth Financial
GNW
$3.78B
| $304K | ﹤0.01% |
67,449
+51,791
| +331% | +$179K |
|
2050
Harmony Gold Mining
HMY
$9.68B
| $304K | ﹤0.01% |
195,022
+110,846
| +132% | +$207K |
|
Similar funds
AWP
BCM
OAM
NOCM
TIM
QIM
RB
OMG
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.