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
(+13%)
Cap. Flow
+$1.48B
Cap. Flow
% of AUM
7.34%
Top 10 Holdings %
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,013
Reduced
977
Closed
628
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$52.4M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$28.8M |
| 3 |
JPMorgan Chase
JPM
|
+$15.5M |
| 4 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$13.9M |
| 5 |
Comcast
CMCSA
|
+$10.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.9M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$18M |
| 3 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$16.3M |
| 4 |
Microsoft
MSFT
|
+$14.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1901
PUT
Crown Holdings
CCK
$12.8B
| $385K | ﹤0.01% |
+8,600
| New | +$403K |
|
|
SOHU
1902
Sohu.com
SOHU
$362M
| $385K | ﹤0.01% |
+10,841
| New | +$390K |
|
1903
Invesco DB Oil Fund
DBO
$403M
| $384K | ﹤0.01% |
+30,819
| New | +$366K |
|
1904
PUT
Fossil Group
FOSL
$293M
| $384K | ﹤0.01% |
14,300
-4,600
| -24% | -$94.3K |
|
1905
PUT
iShares Russell 2000 Value ETF
IWN
$14.3B
| $383K | ﹤0.01% |
2,900
-1,200
| -29% | -$155K |
|
|
XEC
1906
DELISTED
CIMAREX ENERGY CO
XEC
| $383K | ﹤0.01% |
3,765
-279
| -7% | -$26.5K |
|
1907
Boston Properties
BXP
$11.2B
| $382K | ﹤0.01% |
+3,042
| New | +$369K |
|
1908
CALL
Coeur Mining
CDE
$15.4B
| $382K | ﹤0.01% |
50,300
-59,700
| -54% | -$482K |
|
1909
First Trust Value Line Dividend Fund
FVD
$8.32B
| $382K | ﹤0.01% |
+12,621
| New | +$379K |
|
1910
CALL
iShares US Home Construction ETF
ITB
$2.26B
| $382K | ﹤0.01% |
+10,000
| New | +$389K |
|
|
SPR
1911
DELISTED
Spirit AeroSystems
SPR
| $382K | ﹤0.01% |
4,442
-655
| -13% | -$55K |
|
1912
PUT
NCR Voyix
VYX
$1.14B
| $381K | ﹤0.01% |
20,701
-13,692
| -40% | -$258K |
|
1913
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.13B
| $379K | ﹤0.01% |
+21,509
| New | +$371K |
|
|
ANDV
1914
DELISTED
Andeavor
ANDV
| $379K | ﹤0.01% |
2,888
-1,261
| -30% | -$166K |
|
1915
Clean Harbors
CLH
$16.5B
| $378K | ﹤0.01% |
+6,805
| New | +$349K |
|
1916
VanEck Intermediate Muni ETF
ITM
$2.14B
| $378K | ﹤0.01% |
+8,019
| New | +$376K |
|
1917
PUT
Chord Energy
CHRD
$7.9B
| $376K | ﹤0.01% |
+29,000
| New | +$330K |
|
1918
CALL
Gen Digital
GEN
$16.4B
| $376K | ﹤0.01% |
18,200
-8,600
| -32% | -$207K |
|
1919
CALL
Kinross Gold
KGC
$27.4B
| $376K | ﹤0.01% |
100,100
-17,100
| -15% | -$64.2K |
|
1920
Cheniere Energy
LNG
$55.2B
| $376K | ﹤0.01% |
+5,763
| New | +$355K |
|
1921
Republic Services
RSG
$64.8B
| $376K | ﹤0.01% |
5,507
-1,689
| -23% | -$114K |
|
1922
Brink's
BCO
$4.88B
| $375K | ﹤0.01% |
+4,697
| New | +$355K |
|
1923
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
| $374K | ﹤0.01% |
17,062
-15,471
| -48% | -$340K |
|
1924
Danaher
DHR
$137B
| $374K | ﹤0.01% |
+4,280
| New | +$381K |
|
1925
Ubiquiti
UI
$33.7B
| $374K | ﹤0.01% |
+4,418
| New | +$346K |
|
Similar funds
BCM
OAM
NOCM
TIM
QIM
RB
OMG
MCM
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.