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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 | |
|---|---|---|---|---|---|---|
2101
PUT
Cracker Barrel
CBRL
$1.28B
| $281K | ﹤0.01% |
+1,800
| New | +$291K |
|
2102
DXC Technology
DXC
$1.82B
| $281K | ﹤0.01% |
+3,483
| New | +$299K |
|
|
EXAS
2103
DELISTED
Exact Sciences
EXAS
| $281K | ﹤0.01% |
+4,701
| New | +$253K |
|
2104
Olin
OLN
$2.53B
| $281K | ﹤0.01% |
+9,790
| New | +$304K |
|
2105
TC Energy
TRP
$70.9B
| $281K | ﹤0.01% |
6,503
-2,728
| -30% | -$116K |
|
2106
CALL
Beazer Homes USA
BZH
$891M
| $279K | ﹤0.01% |
18,900
+5,200
| +38% | +$79.9K |
|
2107
PUT
Flowserve
FLS
$9.63B
| $279K | ﹤0.01% |
6,900
-3,000
| -30% | -$131K |
|
2108
CALL
Tronox
TROX
$999M
| $279K | ﹤0.01% |
14,200
-5,000
| -26% | -$93.2K |
|
2109
PUT
Universal Health Services
UHS
$9.88B
| $279K | ﹤0.01% |
+2,500
| New | +$293K |
|
2110
Church & Dwight Co
CHD
$23.1B
| $278K | ﹤0.01% |
+5,227
| New | +$253K |
|
2111
CALL
First Horizon
FHN
$12.1B
| $278K | ﹤0.01% |
+15,600
| New | +$294K |
|
2112
Murphy Oil
MUR
$5.48B
| $277K | ﹤0.01% |
8,216
-14,682
| -64% | -$453K |
|
2113
NatWest
NWG
$73.7B
| $276K | ﹤0.01% |
37,662
+10,444
| +38% | +$84K |
|
2114
SouthState Bank Corp
SSB
$10.2B
| $276K | ﹤0.01% |
+3,203
| New | +$283K |
|
2115
CALL
Zumiez
ZUMZ
$334M
| $276K | ﹤0.01% |
+11,000
| New | +$274K |
|
2116
PUT
Fortinet
FTNT
$113B
| $275K | ﹤0.01% |
22,000
-1,000
| -4% | -$11.8K |
|
2117
United Parcel Service
UPS
$89.5B
| $275K | ﹤0.01% |
2,593
-46,750
| -95% | -$5.25M |
|
|
RRD
2118
CALL
DELISTED
RR Donnelley & Sons Co.
RRD
| $275K | ﹤0.01% |
47,800
+32,500
| +212% | +$240K |
|
2119
CALL
Terex
TEX
$7.11B
| $274K | ﹤0.01% |
+6,500
| New | +$258K |
|
|
MTOR
2120
CALL
DELISTED
MERITOR, Inc.
MTOR
| $274K | ﹤0.01% |
13,300
-18,100
| -58% | -$380K |
|
2121
CNX Resources
CNX
$4.9B
| $273K | ﹤0.01% |
+15,330
| New | +$246K |
|
2122
Mercado Libre
MELI
$95.6B
| $273K | ﹤0.01% |
913
+333
| +57% | +$105K |
|
2123
Schwab Emerging Markets Equity ETF
SCHE
$12.5B
| $273K | ﹤0.01% |
+10,550
| New | +$290K |
|
2124
VanEck Semiconductor ETF
SMH
$65B
| $272K | ﹤0.01% |
5,294
-12,626
| -70% | -$660K |
|
|
SWN
2125
CALL
DELISTED
Southwestern Energy Company
SWN
| $272K | ﹤0.01% |
51,400
+21,500
| +72% | +$99.6K |
|
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.