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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 | |
|---|---|---|---|---|---|---|
2226
TripAdvisor
TRIP
$1.65B
| $239K | ﹤0.01% |
4,292
-10,839
| -72% | -$518K |
|
|
SGI
2227
Somnigroup International
SGI
$14.1B
| $239K | ﹤0.01% |
19,864
-41,672
| -68% | -$491K |
|
|
CAVM
2228
DELISTED
Cavium, Inc.
CAVM
| $239K | ﹤0.01% |
2,763
-3,017
| -52% | -$242K |
|
|
EHI
2229
Western Asset Global High Income Fund
EHI
$175M
| $238K | ﹤0.01% |
26,102
+9,909
| +61% | +$92.7K |
|
2230
Eastman Chemical
EMN
$8.01B
| $238K | ﹤0.01% |
+2,382
| New | +$251K |
|
2231
Lindsay Corp
LNN
$1.12B
| $238K | ﹤0.01% |
+2,449
| New | +$231K |
|
2232
LendingTree
TREE
$443M
| $237K | ﹤0.01% |
+1,110
| New | +$308K |
|
2233
PUT
Alnylam Pharmaceuticals
ALNY
$27.4B
| $236K | ﹤0.01% |
2,400
-10,800
| -82% | -$1.07M |
|
2234
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$430M
| $236K | ﹤0.01% |
12,903
-9,635
| -43% | -$176K |
|
2235
MGE Energy Inc
MGEE
$3B
| $236K | ﹤0.01% |
+3,749
| New | +$219K |
|
2236
Cheesecake Factory
CAKE
$5.03B
| $234K | ﹤0.01% |
4,243
-1,241
| -23% | -$65.7K |
|
2237
Curtiss-Wright
CW
$26.5B
| $234K | ﹤0.01% |
+1,965
| New | +$256K |
|
2238
Essex Property Trust
ESS
$18.1B
| $234K | ﹤0.01% |
+979
| New | +$233K |
|
2239
PUT
Southern Copper
SCCO
$145B
| $234K | ﹤0.01% |
5,394
+108
| +2% | +$5.18K |
|
|
CZR
2240
PUT
DELISTED
Caesars Entertainment Corporation
CZR
| $234K | ﹤0.01% |
+21,900
| New | +$256K |
|
|
DCH
2241
Dauch Corp
DCH
$1.39B
| $233K | ﹤0.01% |
+14,966
| New | +$241K |
|
2242
Bank of Hawaii
BOH
$3.15B
| $233K | ﹤0.01% |
+2,796
| New | +$237K |
|
2243
CALL
Crown Holdings
CCK
$12.9B
| $233K | ﹤0.01% |
+5,200
| New | +$244K |
|
2244
Jazz Pharmaceuticals
JAZZ
$16.2B
| $233K | ﹤0.01% |
+1,354
| New | +$221K |
|
2245
Omega Healthcare
OHI
$15B
| $233K | ﹤0.01% |
7,505
-8,619
| -53% | -$246K |
|
2246
VanEck Short Muni ETF
SMB
$312M
| $233K | ﹤0.01% |
13,506
+280
| +2% | +$4.81K |
|
|
FTR
2247
CALL
DELISTED
Frontier Communications Corp.
FTR
| $233K | ﹤0.01% |
43,500
-11,500
| -21% | -$93.8K |
|
2248
CF Industries
CF
$19.3B
| $232K | ﹤0.01% |
5,216
-1,792
| -26% | -$73.1K |
|
2249
Nuveen Credit Strategies Income Fund
JQC
$705M
| $232K | ﹤0.01% |
29,205
+3,406
| +13% | +$27.4K |
|
2250
Occidental Petroleum
OXY
$55.6B
| $232K | ﹤0.01% |
2,775
-20,947
| -88% | -$1.67M |
|
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.