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
UN
1151
DELISTED
Unilever NV New York Registry Shares
UN
$1.35M 0.01%
24,249
-1,416
-6% -$79.2K
SPXS icon
1152
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
$1.35M 0.01%
+509
New +$1.38M
ON icon
1153
PUT
ON Semiconductor
ON
$31.8B
$1.34M 0.01%
60,500
+47,300
+358% +$1.14M
MTN icon
1154
CALL
Vail Resorts
MTN
$5.32B
$1.34M 0.01%
4,900
-100
-2% -$24.5K
GRUB
1155
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.34M 0.01%
6,400
-3,050
-32% -$632K
FTV icon
1156
CALL
Fortive
FTV
$17.9B
$1.34M 0.01%
27,592
+13,954
+102% +$666K
DISH
1157
CALL
DELISTED
DISH Network Corp.
DISH
$1.34M 0.01%
39,900
+11,000
+38% +$375K
AAP icon
1158
Advance Auto Parts
AAP
$3.35B
$1.33M 0.01%
+9,823
New +$1.19M
SEE
1159
PUT
DELISTED
Sealed Air
SEE
$1.33M 0.01%
31,400
+15,400
+96% +$677K
SPR
1160
CALL
DELISTED
Spirit AeroSystems
SPR
$1.33M 0.01%
15,500
+7,100
+85% +$597K
SPXU icon
1161
PUT
ProShares UltraPro Short S&P 500
SPXU
$406M
$1.33M 0.01%
+332
New +$1.37M
WSM icon
1162
CALL
Williams-Sonoma
WSM
$26.9B
$1.33M 0.01%
43,200
-7,800
-15% -$209K
EXC icon
1163
PUT
Exelon
EXC
$47.2B
$1.32M 0.01%
43,602
+36,171
+487% +$1.04M
TAP icon
1164
Molson Coors Class B
TAP
$7.79B
$1.32M 0.01%
19,444
+14,807
+319% +$987K
TT icon
1165
Trane Technologies
TT
$100B
$1.32M 0.01%
+14,718
New +$1.29M
CHTR icon
1166
CALL
Charter Communications
CHTR
$17.3B
$1.32M 0.01%
4,500
-3,600
-44% -$1.03M
AON icon
1167
PUT
Aon
AON
$76.5B
$1.32M 0.01%
9,600
-13,600
-59% -$1.92M
BAC icon
1168
Bank of America
BAC
$435B
$1.31M 0.01%
46,492
-148,091
-76% -$4.42M
ESV
1169
CALL
DELISTED
Ensco Rowan plc
ESV
$1.31M 0.01%
45,075
+9,800
+28% +$240K
PKG icon
1170
CALL
Packaging Corp of America
PKG
$21.9B
$1.31M 0.01%
11,700
+6,100
+109% +$712K
SNY icon
1171
PUT
Sanofi
SNY
$103B
$1.3M 0.01%
32,600
+7,200
+28% +$283K
SINA
1172
CALL
DELISTED
Sina Corp
SINA
$1.3M 0.01%
15,400
+2,200
+17% +$205K
FITB
1173
PUT
Fifth Third Bancorp
FITB
$51.2B
$1.3M 0.01%
45,400
-59,600
-57% -$1.89M
PGR icon
1174
Progressive
PGR
$123B
$1.3M 0.01%
21,983
+17,950
+445% +$1.1M
KMX icon
1175
CarMax
KMX
$8.13B
$1.3M 0.01%
17,813
+3,613
+25% +$241K
45 46
47
48 49

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
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
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

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.