We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+2.61%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$20.1B
AUM Growth
+$2.23B
Cap. Flow
-$85.7M
Cap. Flow %
-0.43%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,012
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 Miscellaneous 95.88%
2 Financials 0.72%
3 Technology 0.57%
4 Consumer Discretionary 0.5%
5 Healthcare 0.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CBRL icon
2101
PUT
Cracker Barrel
CBRL
$978M
$281K ﹤0.01%
+1,800
New +$291K
DXC icon
2102
DXC Technology
DXC
$1.84B
$281K ﹤0.01%
+3,483
New +$299K
EXAS
2103
DELISTED
Exact Sciences
EXAS
$281K ﹤0.01%
+4,701
New +$253K
OLN icon
2104
Olin
OLN
$1.97B
$281K ﹤0.01%
+9,790
New +$304K
TRP icon
2105
TC Energy
TRP
$64.4B
$281K ﹤0.01%
6,503
-2,728
-30% -$116K
BZH icon
2106
CALL
Beazer Homes USA
BZH
$889M
$279K ﹤0.01%
18,900
+5,200
+38% +$79.9K
FLS icon
2107
PUT
Flowserve
FLS
$9.37B
$279K ﹤0.01%
6,900
-3,000
-30% -$131K
TROX icon
2108
CALL
Tronox
TROX
$680M
$279K ﹤0.01%
14,200
-5,000
-26% -$93.2K
UHS icon
2109
PUT
Universal Health Services
UHS
$10.7B
$279K ﹤0.01%
+2,500
New +$293K
CHD icon
2110
Church & Dwight Co
CHD
$22.8B
$278K ﹤0.01%
+5,227
New +$253K
FHN icon
2111
CALL
First Horizon
FHN
$11.4B
$278K ﹤0.01%
+15,600
New +$294K
MUR icon
2112
Murphy Oil
MUR
$5.41B
$277K ﹤0.01%
8,216
-14,682
-64% -$453K
NWG icon
2113
NatWest
NWG
$75.2B
$276K ﹤0.01%
37,662
+10,444
+38% +$84K
SSB icon
2114
SouthState Bank Corp
SSB
$10.1B
$276K ﹤0.01%
+3,203
New +$283K
ZUMZ icon
2115
CALL
Zumiez
ZUMZ
$207M
$276K ﹤0.01%
+11,000
New +$274K
FTNT icon
2116
PUT
Fortinet
FTNT
$127B
$275K ﹤0.01%
22,000
-1,000
-4% -$11.8K
UPS icon
2117
United Parcel Service
UPS
$85.7B
$275K ﹤0.01%
2,593
-46,750
-95% -$5.25M
RRD
2118
CALL
DELISTED
RR Donnelley & Sons Co.
RRD
$275K ﹤0.01%
47,800
+32,500
+212% +$240K
TEX icon
2119
CALL
Terex
TEX
$6.7B
$274K ﹤0.01%
+6,500
New +$258K
MTOR
2120
CALL
DELISTED
MERITOR, Inc.
MTOR
$274K ﹤0.01%
13,300
-18,100
-58% -$380K
CNX icon
2121
CNX Resources
CNX
$5B
$273K ﹤0.01%
+15,330
New +$246K
MELI icon
2122
Mercado Libre
MELI
$92.2B
$273K ﹤0.01%
913
+333
+57% +$105K
SCHE icon
2123
Schwab Emerging Markets Equity ETF
SCHE
$12.9B
$273K ﹤0.01%
+10,550
New +$290K
SMH icon
2124
VanEck Semiconductor ETF
SMH
$69.4B
$272K ﹤0.01%
5,294
-12,626
-70% -$660K
SWN
2125
CALL
DELISTED
Southwestern Energy Company
SWN
$272K ﹤0.01%
51,400
+21,500
+72% +$99.6K
83 84
85
86 87

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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's Q2 2018 filing shows 604 new, 1,012 increased, 977 reduced and 628 closed positions. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M. The largest sale was iShares Core S&P 500 ETF, an estimated $18.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Financials and Technology.

  • 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.