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 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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$2.62B 13.02%
9,645,300
+3,296,000
+52% +$890M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$2.2B 10.97%
8,125,500
+1,742,000
+27% +$470M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$445B
$1.4B 6.95%
8,138,800
+3,602,700
+79% +$604M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$434M 2.16%
2,652,800
+730,200
+38% +$117M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$445B
$340M 1.69%
1,979,500
+473,800
+31% +$79.4M
AMZN icon
6
PUT
Amazon
AMZN
$2.48T
$250M 1.24%
2,938,000
+362,000
+14% +$28.7M
IWM icon
7
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$240M 1.2%
1,467,900
-130,900
-8% -$20.9M
GOOG icon
8
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$218M 1.09%
3,910,000
+1,046,000
+37% +$56.5M
DIA icon
9
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$182M 0.91%
750,100
+204,100
+37% +$50.1M
AAPL icon
10
PUT
Apple
AAPL
$4.99T
$178M 0.89%
3,850,000
-502,000
-12% -$22.8M
AMZN icon
11
CALL
Amazon
AMZN
$2.48T
$178M 0.88%
2,090,000
-1,574,000
-43% -$125M
DIA icon
12
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$162M 0.8%
665,600
+414,000
+165% +$102M
GOOG icon
13
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$156M 0.78%
2,796,000
+340,000
+14% +$18.4M
GOOGL icon
14
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$146M 0.73%
2,590,000
+678,000
+35% +$36.9M
MSFT icon
15
CALL
Microsoft
MSFT
$2.92T
$135M 0.67%
1,370,500
-364,800
-21% -$35.4M
BKNG icon
16
PUT
Booking.com
BKNG
$154B
$134M 0.67%
1,655,000
-285,000
-15% -$24M
MSFT icon
17
PUT
Microsoft
MSFT
$2.92T
$115M 0.57%
1,162,500
-693,300
-37% -$67.2M
META icon
18
PUT
Meta Platforms (Facebook)
META
$1.51T
$109M 0.54%
558,500
-393,200
-41% -$71.1M
AAPL icon
19
CALL
Apple
AAPL
$4.99T
$108M 0.54%
2,332,800
-2,906,800
-55% -$132M
META icon
20
CALL
Meta Platforms (Facebook)
META
$1.51T
$101M 0.5%
518,300
-679,800
-57% -$123M
GOOGL icon
21
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$93.2M 0.46%
1,650,000
+188,000
+13% +$10.2M
BAC icon
22
PUT
Bank of America
BAC
$439B
$92.3M 0.46%
3,275,300
+1,829,500
+127% +$54.6M
GS icon
23
PUT
Goldman Sachs
GS
$305B
$80.2M 0.4%
363,500
+30,200
+9% +$7.2M
HD icon
24
PUT
Home Depot
HD
$343B
$79.2M 0.39%
405,700
-300,500
-43% -$56.1M
BA icon
25
PUT
Boeing
BA
$175B
$77M 0.38%
229,600
-53,700
-19% -$18.5M
1
2 3 4 5

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
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
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.