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
Cap. Flow
+$1.48B
Cap. Flow %
7.34%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,013
Reduced
977
Closed
628

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$52.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$28.8M
3
JPM icon
JPMorgan Chase
JPM
+$15.5M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$13.9M
5
CMCSA icon
Comcast
CMCSA
+$10.3M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.9M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18M
3
VTI icon
Vanguard Total Stock Market ETF
VTI
+$16.3M
4
MSFT icon
Microsoft
MSFT
+$14.2M
5
XLI icon
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
IWO icon
276
CALL
iShares Russell 2000 Growth ETF
IWO
$14.4B
$9.99M 0.05%
48,900
-23,000
-32% -$4.6M
XRT icon
277
CALL
State Street SPDR S&P Retail ETF
XRT
$458M
$9.95M 0.05%
204,800
+163,100
+391% +$7.61M
AMZN icon
278
Amazon
AMZN
$2.48T
$9.93M 0.05%
116,800
+86,180
+281% +$6.84M
BIIB icon
279
PUT
Biogen
BIIB
$30.4B
$9.9M 0.05%
34,100
+8,700
+34% +$2.45M
SBUX icon
280
CALL
Starbucks
SBUX
$118B
$9.89M 0.05%
202,500
-75,100
-27% -$4.26M
EWG icon
281
CALL
iShares MSCI Germany ETF
EWG
$1.56B
$9.81M 0.05%
327,400
+252,800
+339% +$8.14M
BNY
282
CALL
Bank of New York Mellon
BNY
$106B
$9.76M 0.05%
181,000
+163,800
+952% +$9.04M
EBAY icon
283
CALL
eBay
EBAY
$52.1B
$9.75M 0.05%
268,800
-1,000
-0.4% -$38.9K
AFL icon
284
CALL
Aflac
AFL
$65.9B
$9.67M 0.05%
224,700
+121,200
+117% +$5.44M
JNJ icon
285
Johnson & Johnson
JNJ
$643B
$9.61M 0.05%
79,229
+36,410
+85% +$4.54M
LMT icon
286
CALL
Lockheed Martin
LMT
$134B
$9.54M 0.05%
32,300
-10,300
-24% -$3.32M
TMO icon
287
PUT
Thermo Fisher Scientific
TMO
$214B
$9.53M 0.05%
46,000
-15,700
-25% -$3.33M
SYK icon
288
PUT
Stryker
SYK
$133B
$9.47M 0.05%
56,100
+18,900
+51% +$3.18M
CB icon
289
CALL
Chubb
CB
$141B
$9.43M 0.05%
74,200
+10,500
+16% +$1.4M
DHR icon
290
CALL
Danaher
DHR
$140B
$9.42M 0.05%
107,724
+44,556
+71% +$3.97M
TM icon
291
Toyota
TM
$221B
$9.33M 0.05%
72,402
+48,662
+205% +$6.41M
AXP icon
292
CALL
American Express
AXP
$227B
$9.3M 0.05%
94,900
+19,700
+26% +$1.94M
GSK icon
293
PUT
GSK
GSK
$108B
$9.23M 0.05%
183,120
-13,040
-7% -$657K
URI icon
294
PUT
United Rentals
URI
$67.9B
$9.23M 0.05%
62,500
+34,600
+124% +$5.65M
LMT icon
295
PUT
Lockheed Martin
LMT
$134B
$9.22M 0.05%
31,200
-41,900
-57% -$13.5M
BUD icon
296
CALL
AB InBev
BUD
$161B
$9.1M 0.05%
90,300
+16,400
+22% +$1.63M
REGN icon
297
PUT
Regeneron Pharmaceuticals
REGN
$72.9B
$9.07M 0.05%
26,300
+5,300
+25% +$1.66M
CCI icon
298
CALL
Crown Castle
CCI
$33.1B
$9.05M 0.05%
83,900
+36,800
+78% +$3.82M
OIH icon
299
CALL
VanEck Oil Services ETF
OIH
$1.99B
$9.03M 0.04%
17,180
+12,775
+290% +$6.84M
CL icon
300
CALL
Colgate-Palmolive
CL
$74.2B
$8.96M 0.04%
138,300
+67,800
+96% +$4.43M
10 11
12
13 14

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.