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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 | |
|---|---|---|---|---|---|---|
2126
iShares MSCI USA Momentum Factor ETF
MTUM
$24.9B
| $271K | ﹤0.01% |
2,468
-632
| -20% | -$69.2K |
|
|
SKX
2127
DELISTED
Skechers
SKX
| $271K | ﹤0.01% |
+9,015
| New | +$288K |
|
2128
PUT
Ball Corp
BALL
$17.4B
| $270K | ﹤0.01% |
7,600
-5,300
| -41% | -$203K |
|
2129
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$269M
| $270K | ﹤0.01% |
+8,636
| New | +$277K |
|
2130
Chemed
CHE
$7.1B
| $270K | ﹤0.01% |
+838
| New | +$262K |
|
|
FISV
2131
Fiserv Inc
FISV
$28.8B
| $270K | ﹤0.01% |
+3,643
| New | +$265K |
|
2132
Moody's
MCO
$83.5B
| $270K | ﹤0.01% |
+1,584
| New | +$268K |
|
2133
Pentair
PNR
$10.6B
| $270K | ﹤0.01% |
+6,419
| New | +$288K |
|
|
SKX
2134
PUT
DELISTED
Skechers
SKX
| $270K | ﹤0.01% |
9,000
-3,800
| -30% | -$122K |
|
|
AGGP
2135
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
| $270K | ﹤0.01% |
14,173
-18,115
| -56% | -$346K |
|
2136
Boyd Gaming
BYD
$6.47B
| $269K | ﹤0.01% |
+7,770
| New | +$273K |
|
2137
DuPont de Nemours
DD
$18.7B
| $269K | ﹤0.01% |
1,610
-16,038
| -91% | -$2.68M |
|
2138
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $269K | ﹤0.01% |
7,750
-1,540
| -17% | -$52.8K |
|
|
USG
2139
DELISTED
Usg
USG
| $269K | ﹤0.01% |
6,237
-5,575
| -47% | -$232K |
|
2140
iShares Agency Bond ETF
AGZ
$559M
| $268K | ﹤0.01% |
+2,408
| New | +$268K |
|
2141
PUT
Pitney Bowes
PBI
$2.46B
| $268K | ﹤0.01% |
31,300
-9,900
| -24% | -$95.5K |
|
2142
PUT
iShares Russell 1000 Value ETF
IWD
$81.8B
| $267K | ﹤0.01% |
+2,200
| New | +$268K |
|
2143
CALL
ManpowerGroup
MAN
$2.41B
| $267K | ﹤0.01% |
3,100
-7,000
| -69% | -$687K |
|
2144
Microchip Technology
MCHP
$40.7B
| $267K | ﹤0.01% |
5,862
-4,644
| -44% | -$215K |
|
2145
Teva Pharmaceuticals
TEVA
$41.2B
| $267K | ﹤0.01% |
10,959
-53,590
| -83% | -$1.09M |
|
2146
Cognex
CGNX
$10.4B
| $265K | ﹤0.01% |
+5,948
| New | +$282K |
|
2147
Open Text
OTEX
$6.15B
| $265K | ﹤0.01% |
+7,518
| New | +$264K |
|
2148
Ulta Beauty
ULTA
$22.2B
| $265K | ﹤0.01% |
1,133
-1,125
| -50% | -$272K |
|
|
HDS
2149
DELISTED
HD Supply Holdings, Inc.
HDS
| $265K | ﹤0.01% |
+6,167
| New | +$250K |
|
|
CA
2150
DELISTED
CA, Inc.
CA
| $265K | ﹤0.01% |
+7,435
| New | +$262K |
|
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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.