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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 | |
|---|---|---|---|---|---|---|
|
NSH
2326
DELISTED
NuStar GP Holdings LLC
NSH
| $211K | ﹤0.01% |
+17,020
| New | +$213K |
|
2327
PUT
Iron Mountain
IRM
$35.9B
| $210K | ﹤0.01% |
6,000
-1,100
| -15% | -$37.2K |
|
2328
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$70.3M
| $210K | ﹤0.01% |
+40
| New | +$243K |
|
2329
Navient
NAVI
$819M
| $210K | ﹤0.01% |
16,093
-2,340
| -13% | -$31.9K |
|
2330
PUT
Boston Beer
SAM
$1.95B
| $210K | ﹤0.01% |
+700
| New | +$171K |
|
|
ABMD
2331
DELISTED
Abiomed Inc
ABMD
| $210K | ﹤0.01% |
513
-883
| -63% | -$320K |
|
2332
Globe Life
GL
$14B
| $209K | ﹤0.01% |
2,567
-2,699
| -51% | -$229K |
|
|
HDV
2333
iShares Core High Dividend ETF
HDV
$14.7B
| $209K | ﹤0.01% |
12,280
-5,305
| -30% | -$90.2K |
|
2334
PUT
Kimco Realty
KIM
$17.5B
| $209K | ﹤0.01% |
12,300
-10,400
| -46% | -$157K |
|
2335
Sabre
SABR
$716M
| $209K | ﹤0.01% |
8,488
-10,183
| -55% | -$236K |
|
2336
Silicon Laboratories
SLAB
$7.14B
| $209K | ﹤0.01% |
+2,101
| New | +$210K |
|
2337
Vale
VALE
$62.3B
| $209K | ﹤0.01% |
16,303
-15,039
| -48% | -$205K |
|
2338
Public Service Enterprise Group
PEG
$38.7B
| $208K | ﹤0.01% |
+3,843
| New | +$197K |
|
|
STEW
2339
SRH Total Return Fund
STEW
$1.77B
| $208K | ﹤0.01% |
+20,190
| New | +$217K |
|
|
RDS.A
2340
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $208K | ﹤0.01% |
3,000
-14,000
| -82% | -$970K |
|
|
ESRX
2341
DELISTED
Express Scripts Holding Company
ESRX
| $208K | ﹤0.01% |
2,688
-37,555
| -93% | -$2.82M |
|
|
PPL
2342
PPL Corp
PPL
$26.9B
| $207K | ﹤0.01% |
7,239
-3,024
| -29% | -$83.7K |
|
2343
RLI Corp
RLI
$6.02B
| $207K | ﹤0.01% |
+6,240
| New | +$205K |
|
2344
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.22B
| $207K | ﹤0.01% |
+1,069
| New | +$198K |
|
2345
Cracker Barrel
CBRL
$1.26B
| $206K | ﹤0.01% |
+1,319
| New | +$213K |
|
2346
C.H. Robinson
CHRW
$20.5B
| $206K | ﹤0.01% |
2,457
-594
| -19% | -$53K |
|
2347
Nutanix
NTNX
$16.1B
| $206K | ﹤0.01% |
+3,995
| New | +$220K |
|
2348
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.83B
| $206K | ﹤0.01% |
4,792
-7,800
| -62% | -$352K |
|
2349
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.31B
| $206K | ﹤0.01% |
+13,010
| New | +$205K |
|
|
LN
2350
CALL
DELISTED
LINE Corporation
LN
| $205K | ﹤0.01% |
+5,000
| New | +$189K |
|
Similar funds
AWP
BCM
OAM
NOCM
TIM
QIM
SLT
RB
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.