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
CLR
1751
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$498K ﹤0.01%
+7,692
New +$497K
APH icon
1752
PUT
Amphenol
APH
$198B
$497K ﹤0.01%
+22,800
New +$496K
CIM
1753
CALL
Chimera Investment
CIM
$1.04B
$495K ﹤0.01%
9,033
+1,433
+19% +$77.3K
PPC icon
1754
CALL
Pilgrim's Pride
PPC
$6.51B
$495K ﹤0.01%
24,600
+9,000
+58% +$193K
CENX icon
1755
PUT
Century Aluminum
CENX
$4.43B
$493K ﹤0.01%
+31,300
New +$530K
LPX icon
1756
PUT
Louisiana-Pacific
LPX
$5.06B
$493K ﹤0.01%
18,100
-3,400
-16% -$97.9K
BX icon
1757
CALL
Blackstone
BX
$102B
$492K ﹤0.01%
15,300
-37,700
-71% -$1.2M
IJR icon
1758
PUT
iShares Core S&P Small-Cap ETF
IJR
$109B
$492K ﹤0.01%
+5,900
New +$481K
UI icon
1759
PUT
Ubiquiti
UI
$33.7B
$491K ﹤0.01%
5,800
-9,100
-61% -$713K
CAKE icon
1760
CALL
Cheesecake Factory
CAKE
$5.04B
$490K ﹤0.01%
+8,900
New +$471K
PX
1761
CALL
DELISTED
Praxair Inc
PX
$490K ﹤0.01%
+3,100
New +$479K
FNSR
1762
CALL
DELISTED
Finisar Corp
FNSR
$490K ﹤0.01%
27,200
-4,000
-13% -$66.2K
TSLA icon
1763
Tesla
TSLA
$1.23T
$489K ﹤0.01%
21,405
-96,045
-82% -$1.95M
IEV icon
1764
iShares Europe ETF
IEV
$1.67B
$488K ﹤0.01%
10,921
-5,579
-34% -$262K
NOK icon
1765
CALL
Nokia
NOK
$51B
$488K ﹤0.01%
84,900
+65,300
+333% +$386K
GTLS
1766
CALL
DELISTED
Chart Industries
GTLS
$487K ﹤0.01%
7,900
+3,100
+65% +$195K
HYG icon
1767
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$486K ﹤0.01%
5,709
-28,707
-83% -$2.46M
AG icon
1768
PUT
First Majestic Silver
AG
$7.41B
$485K ﹤0.01%
+63,500
New +$445K
IP icon
1769
PUT
International Paper
IP
$21.6B
$484K ﹤0.01%
9,821
-2,745
-22% -$140K
PLCE icon
1770
PUT
Children's Place
PLCE
$54.3M
$483K ﹤0.01%
4,000
-1,100
-22% -$142K
WFT
1771
PUT
DELISTED
Weatherford International plc
WFT
$483K ﹤0.01%
146,800
+29,700
+25% +$92.5K
RGR icon
1772
CALL
Sturm, Ruger & Co
RGR
$594M
$482K ﹤0.01%
+8,600
New +$501K
SINA
1773
DELISTED
Sina Corp
SINA
$481K ﹤0.01%
5,685
-5,892
-51% -$548K
AA icon
1774
Alcoa
AA
$11.9B
$480K ﹤0.01%
+10,249
New +$515K
SLV icon
1775
iShares Silver Trust
SLV
$28B
$480K ﹤0.01%
+31,661
New +$493K
69 70
71
72 73

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.