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 Morningstar 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
EL icon
801
Estee Lauder
EL
$30.6B
$2.43M 0.01%
17,050
-1,650
-9% -$244K
HCA icon
802
CALL
HCA Healthcare
HCA
$88B
$2.43M 0.01%
23,700
+8,100
+52% +$820K
HBI
803
CALL
DELISTED
Hanesbrands
HBI
$2.43M 0.01%
110,400
+82,600
+297% +$1.56M
OIH icon
804
VanEck Oil Services ETF
OIH
$1.89B
$2.43M 0.01%
4,624
-3,965
-46% -$2.12M
VNO icon
805
CALL
Vornado Realty Trust
VNO
$7.51B
$2.42M 0.01%
32,800
-1,200
-4% -$83K
GS icon
806
Goldman Sachs
GS
$303B
$2.42M 0.01%
10,980
-13,182
-55% -$3.14M
APTV icon
807
CALL
Aptiv
APTV
$12.1B
$2.42M 0.01%
26,400
+14,200
+116% +$1.32M
RHT
808
PUT
DELISTED
Red Hat Inc
RHT
$2.42M 0.01%
18,000
-48,700
-73% -$7.86M
QLD icon
809
ProShares Ultra QQQ
QLD
$13.2B
$2.42M 0.01%
+223,576
New +$2.32M
IONS icon
810
CALL
Ionis Pharmaceuticals
IONS
$9.06B
$2.41M 0.01%
57,800
+28,100
+95% +$1.25M
MCD icon
811
McDonald's
MCD
$188B
$2.41M 0.01%
15,357
-31,992
-68% -$5.19M
ZTS icon
812
PUT
Zoetis
ZTS
$32.3B
$2.4M 0.01%
28,200
+3,000
+12% +$253K
J icon
813
CALL
Jacobs Solutions
J
$16.4B
$2.4M 0.01%
45,699
+32,521
+247% +$1.67M
CELG
814
DELISTED
Celgene Corp
CELG
$2.4M 0.01%
30,174
-5,115
-14% -$425K
B
815
Barrick Mining
B
$62.6B
$2.39M 0.01%
181,983
+22,989
+14% +$301K
ALB icon
816
PUT
Albemarle
ALB
$14B
$2.37M 0.01%
25,100
+2,700
+12% +$259K
DVY icon
817
iShares Select Dividend ETF
DVY
$23.6B
$2.37M 0.01%
24,218
+8,295
+52% +$805K
FFIV icon
818
CALL
F5
FFIV
$23.1B
$2.36M 0.01%
13,700
-19,300
-58% -$3.22M
AMTD
819
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.35M 0.01%
43,000
-21,300
-33% -$1.27M
ETN icon
820
Eaton
ETN
$170B
$2.34M 0.01%
31,333
+28,385
+963% +$2.2M
AVB icon
821
CALL
AvalonBay Communities
AVB
$27B
$2.34M 0.01%
13,600
-1,900
-12% -$314K
DEO icon
822
Diageo
DEO
$49.2B
$2.34M 0.01%
16,223
+9,406
+138% +$1.35M
URBN icon
823
CALL
Urban Outfitters
URBN
$6.65B
$2.33M 0.01%
52,400
+13,400
+34% +$560K
BKLN icon
824
Invesco Senior Loan ETF
BKLN
$6.78B
$2.33M 0.01%
+101,765
New +$2.35M
RJF icon
825
CALL
Raymond James Financial
RJF
$34.1B
$2.32M 0.01%
39,000
-13,650
-26% -$847K
31 32
33
34 35

Similar funds

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
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.