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 | |
|---|---|---|---|---|---|---|
2276
America Movil
AMX
$76B
| $223K | ﹤0.01% |
13,375
-27,554
| -67% | -$477K |
|
|
SNBR
2277
CALL
DELISTED
Sleep Number
SNBR
| $223K | ﹤0.01% |
+7,700
| New | +$235K |
|
2278
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
| $223K | ﹤0.01% |
+5,000
| New | +$219K |
|
2279
Towne Bank
TOWN
$3.49B
| $223K | ﹤0.01% |
+6,948
| New | +$216K |
|
2280
Xerox
XRX
$456M
| $223K | ﹤0.01% |
9,307
-9,146
| -50% | -$259K |
|
|
ARRS
2281
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $223K | ﹤0.01% |
+9,106
| New | +$240K |
|
2282
Amplify Cybersecurity ETF
HACK
$2.64B
| $222K | ﹤0.01% |
+6,010
| New | +$223K |
|
2283
PUT
TD Synnex
SNX
$20.2B
| $222K | ﹤0.01% |
+4,600
| New | +$245K |
|
|
GHL
2284
DELISTED
Greenhill & Co., Inc.
GHL
| $222K | ﹤0.01% |
+7,812
| New | +$191K |
|
|
WCG
2285
PUT
DELISTED
Wellcare Health Plans, Inc.
WCG
| $222K | ﹤0.01% |
900
-1,700
| -65% | -$370K |
|
2286
Atmos Energy
ATO
$29.1B
| $220K | ﹤0.01% |
+2,440
| New | +$211K |
|
2287
PUT
BorgWarner
BWA
$13.2B
| $220K | ﹤0.01% |
5,794
-52,369
| -90% | -$2.31M |
|
2288
iShares Russell Mid-Cap ETF
IWR
$56.1B
| $220K | ﹤0.01% |
4,156
-11,460
| -73% | -$603K |
|
2289
Jefferies Financial Group
JEF
$12.7B
| $220K | ﹤0.01% |
+10,808
| New | +$226K |
|
2290
Ferrari
RACE
$69.9B
| $220K | ﹤0.01% |
1,632
-5,494
| -77% | -$722K |
|
2291
CALL
SFL Corp
SFL
$1.64B
| $220K | ﹤0.01% |
14,700
-2,900
| -16% | -$42.4K |
|
|
AET
2292
CALL
DELISTED
Aetna Inc
AET
| $220K | ﹤0.01% |
1,200
-2,800
| -70% | -$499K |
|
2293
Brunswick
BC
$5.18B
| $219K | ﹤0.01% |
3,396
-3,806
| -53% | -$238K |
|
2294
JB Hunt Transport Services
JBHT
$25.3B
| $219K | ﹤0.01% |
1,803
-1,411
| -44% | -$173K |
|
2295
Pan American Silver
PAAS
$18.6B
| $219K | ﹤0.01% |
12,260
-6,850
| -36% | -$118K |
|
2296
Petrobras
PBR
$123B
| $219K | ﹤0.01% |
21,788
+8,742
| +67% | +$112K |
|
2297
QCR Holdings
QCRH
$1.69B
| $219K | ﹤0.01% |
+4,607
| New | +$217K |
|
2298
iShares Morningstar Multi-Asset Income ETF
IYLD
$125M
| $218K | ﹤0.01% |
+8,877
| New | +$219K |
|
|
EBSB
2299
DELISTED
Meridian Bancorp, Inc.
EBSB
| $217K | ﹤0.01% |
+11,328
| New | +$221K |
|
|
TIF
2300
DELISTED
Tiffany & Co.
TIF
| $217K | ﹤0.01% |
1,652
-8,142
| -83% | -$930K |
|
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.