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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 | |
|---|---|---|---|---|---|---|
2076
Huntington Ingalls Industries
HII
$12.6B
| $289K | ﹤0.01% |
+1,335
| New | +$310K |
|
|
NAV
2077
PUT
DELISTED
Navistar International
NAV
| $289K | ﹤0.01% |
7,100
-6,400
| -47% | -$244K |
|
2078
A.O. Smith
AOS
$8.24B
| $288K | ﹤0.01% |
+4,867
| New | +$307K |
|
2079
iShares Global Utilities ETF
JXI
$315M
| $288K | ﹤0.01% |
+5,882
| New | +$287K |
|
|
TRTN
2080
CALL
DELISTED
Triton International Limited
TRTN
| $288K | ﹤0.01% |
+9,400
| New | +$311K |
|
2081
PUT
CACI
CACI
$10.5B
| $287K | ﹤0.01% |
1,700
-4,700
| -73% | -$758K |
|
2082
Icon
ICLR
$12.8B
| $287K | ﹤0.01% |
+2,162
| New | +$270K |
|
2083
SEI Investments
SEIC
$12.4B
| $287K | ﹤0.01% |
4,592
-1,171
| -20% | -$77.9K |
|
2084
PUT
Western Union
WU
$2.4B
| $287K | ﹤0.01% |
+14,100
| New | +$281K |
|
|
AMTD
2085
DELISTED
TD Ameritrade Holding Corp
AMTD
| $287K | ﹤0.01% |
+5,246
| New | +$313K |
|
|
AXON
2086
PUT
Axon Enterprise
AXON
$42.3B
| $284K | ﹤0.01% |
+4,500
| New | +$243K |
|
2087
Columbia Sportswear
COLM
$3.21B
| $284K | ﹤0.01% |
+3,101
| New | +$265K |
|
2088
PUT
Cirrus Logic
CRUS
$6.65B
| $284K | ﹤0.01% |
7,400
-2,100
| -22% | -$80.3K |
|
2089
CALL
Groupon
GRPN
$1.06B
| $284K | ﹤0.01% |
3,305
+2,015
| +156% | +$187K |
|
|
GTLS
2090
PUT
DELISTED
Chart Industries
GTLS
| $284K | ﹤0.01% |
+4,600
| New | +$289K |
|
2091
PUT
SiriusXM
SIRI
$10.4B
| $284K | ﹤0.01% |
+4,200
| New | +$284K |
|
|
HA
2092
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
| $284K | ﹤0.01% |
+7,900
| New | +$304K |
|
|
SAFM
2093
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $284K | ﹤0.01% |
+2,700
| New | +$293K |
|
2094
CALL
Dana Inc
DAN
$2.91B
| $283K | ﹤0.01% |
14,000
+4,700
| +51% | +$112K |
|
2095
Graham Holdings Company
GHC
$5.28B
| $283K | ﹤0.01% |
+482
| New | +$289K |
|
2096
CALL
iShares US Oil & Gas Exploration & Production ETF
IEO
$572M
| $282K | ﹤0.01% |
+3,800
| New | +$272K |
|
2097
PUT
El Pollo Loco
LOCO
$502M
| $282K | ﹤0.01% |
24,700
-400
| -2% | -$4.17K |
|
2098
Qualcomm
QCOM
$159B
| $282K | ﹤0.01% |
5,026
-21,255
| -81% | -$1.19M |
|
2099
UGI
UGI
$7.76B
| $282K | ﹤0.01% |
+5,407
| New | +$262K |
|
|
BRKL
2100
DELISTED
Brookline Bancorp
BRKL
| $281K | ﹤0.01% |
+15,118
| New | +$265K |
|
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.