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
AGO icon
1351
PUT
Assured Guaranty
AGO
$3.66B
$986K ﹤0.01%
27,600
+21,000
+318% +$764K
NLY icon
1352
Annaly Capital Management
NLY
$17.1B
$986K ﹤0.01%
23,963
+15,302
+177% +$638K
OHI icon
1353
CALL
Omega Healthcare
OHI
$15.1B
$983K ﹤0.01%
+31,700
New +$906K
PGR icon
1354
CALL
Progressive
PGR
$123B
$982K ﹤0.01%
16,600
+7,800
+89% +$477K
LII icon
1355
CALL
Lennox International
LII
$14.4B
$981K ﹤0.01%
+4,900
New +$992K
ESRX
1356
CALL
DELISTED
Express Scripts Holding Company
ESRX
$981K ﹤0.01%
12,700
-65,800
-84% -$4.94M
CTSH icon
1357
Cognizant
CTSH
$24.9B
$979K ﹤0.01%
12,394
+8,782
+243% +$691K
JCI icon
1358
CALL
Johnson Controls International
JCI
$88.8B
$977K ﹤0.01%
29,200
-34,300
-54% -$1.19M
CAH icon
1359
PUT
Cardinal Health
CAH
$53.9B
$972K ﹤0.01%
19,900
-25,000
-56% -$1.42M
CHK
1360
DELISTED
Chesapeake Energy Corporation
CHK
$971K ﹤0.01%
926
+146
+19% +$113K
VTR icon
1361
Ventas
VTR
$48B
$968K ﹤0.01%
17,001
-11,084
-39% -$580K
WAT icon
1362
CALL
Waters Corp
WAT
$37B
$968K ﹤0.01%
5,000
-3,200
-39% -$630K
APD icon
1363
Air Products & Chemicals
APD
$65.7B
$967K ﹤0.01%
+6,210
New +$1.02M
HAIN icon
1364
Hain Celestial
HAIN
$45M
$967K ﹤0.01%
+32,447
New +$930K
CNI icon
1365
PUT
Canadian National Railway
CNI
$76.9B
$965K ﹤0.01%
11,800
+8,400
+247% +$668K
FLEX icon
1366
PUT
Flex
FLEX
$41.7B
$965K ﹤0.01%
90,767
+3,052
+3% +$34.2K
PAY
1367
PUT
DELISTED
Verifone Systems Inc
PAY
$963K ﹤0.01%
42,200
+11,900
+39% +$263K
MET icon
1368
MetLife
MET
$61.9B
$962K ﹤0.01%
22,061
+3,459
+19% +$161K
BB icon
1369
BlackBerry
BB
$4.98B
$961K ﹤0.01%
99,568
-9,535
-9% -$106K
GG
1370
DELISTED
Goldcorp Inc
GG
$959K ﹤0.01%
69,981
-40,646
-37% -$564K
CAKE icon
1371
PUT
Cheesecake Factory
CAKE
$5.04B
$958K ﹤0.01%
17,400
+9,100
+110% +$482K
F icon
1372
PUT
Ford
F
$58.5B
$958K ﹤0.01%
86,500
-66,800
-44% -$765K
PGR icon
1373
PUT
Progressive
PGR
$123B
$958K ﹤0.01%
+16,200
New +$992K
CPRI icon
1374
Capri Holdings
CPRI
$1.83B
$954K ﹤0.01%
14,327
-2,126
-13% -$139K
THC icon
1375
PUT
Tenet Healthcare
THC
$20.5B
$953K ﹤0.01%
28,400
+4,800
+20% +$149K
53 54
55
56 57

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.