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
GRA
1376
PUT
DELISTED
W.R. Grace & Co.
GRA
$953K ﹤0.01%
13,000
+7,400
+132% +$519K
Z icon
1377
CALL
Zillow
Z
$7.79B
$951K ﹤0.01%
16,100
+5,900
+58% +$327K
AXON
1378
CALL
Axon Enterprise
AXON
$42.5B
$948K ﹤0.01%
15,000
+2,800
+23% +$151K
ACM icon
1379
CALL
Aecom
ACM
$9.3B
$945K ﹤0.01%
28,600
-12,700
-31% -$436K
UAA icon
1380
CALL
Under Armour
UAA
$2.84B
$944K ﹤0.01%
42,000
+18,600
+79% +$367K
RL icon
1381
CALL
Ralph Lauren
RL
$22.6B
$943K ﹤0.01%
7,500
+2,300
+44% +$279K
BB icon
1382
CALL
BlackBerry
BB
$4.98B
$942K ﹤0.01%
97,600
-18,200
-16% -$203K
BXP icon
1383
CALL
Boston Properties
BXP
$11.2B
$941K ﹤0.01%
7,500
+200
+3% +$24.3K
MDCO
1384
DELISTED
Medicines Co
MDCO
$937K ﹤0.01%
25,542
+14,760
+137% +$480K
FLG
1385
CALL
Flagstar Bank National Association
FLG
$5.93B
$935K ﹤0.01%
28,233
-2,867
-9% -$103K
ENDP
1386
CALL
DELISTED
Endo International plc
ENDP
$935K ﹤0.01%
99,200
+60,400
+156% +$406K
MXIM
1387
CALL
DELISTED
Maxim Integrated Products
MXIM
$933K ﹤0.01%
15,900
+9,300
+141% +$541K
AON icon
1388
Aon
AON
$76.5B
$929K ﹤0.01%
6,771
+1,187
+21% +$167K
TROW icon
1389
CALL
T. Rowe Price
TROW
$23.9B
$929K ﹤0.01%
8,000
-36,400
-82% -$4.23M
IRM icon
1390
CALL
Iron Mountain
IRM
$36.4B
$928K ﹤0.01%
26,500
+19,100
+258% +$645K
OC icon
1391
CALL
Owens Corning
OC
$11.2B
$925K ﹤0.01%
14,600
+7,200
+97% +$497K
WYNN icon
1392
Wynn Resorts
WYNN
$10.3B
$925K ﹤0.01%
5,527
+4,291
+347% +$792K
ATI icon
1393
PUT
ATI
ATI
$25.6B
$922K ﹤0.01%
36,700
+5,000
+16% +$135K
SEE
1394
DELISTED
Sealed Air
SEE
$922K ﹤0.01%
21,715
+16,154
+290% +$710K
TER icon
1395
PUT
Teradyne
TER
$57.6B
$921K ﹤0.01%
24,200
-14,000
-37% -$546K
RDC
1396
PUT
DELISTED
Rowan Companies Plc
RDC
$920K ﹤0.01%
56,700
-600
-1% -$9.01K
S
1397
DELISTED
Sprint Corporation
S
$919K ﹤0.01%
169,004
+149,690
+775% +$810K
EXAS
1398
PUT
DELISTED
Exact Sciences
EXAS
$915K ﹤0.01%
15,300
+8,400
+122% +$452K
MOMO
1399
CALL
Hello Group
MOMO
$885M
$914K ﹤0.01%
21,000
-2,800
-12% -$116K
CLB icon
1400
Core Laboratories
CLB
$488M
$913K ﹤0.01%
7,232
+1,421
+24% +$173K
54 55
56
57 58

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.