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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
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
+353%
AUM
$20.1B
AUM Growth
+$2.23B
(+13%)
Cap. Flow
-$85.9M
Cap. Flow % of AUM
Cap. Flow %
-0.43%
Top 10 Holdings %
Top 10 Hldgs %
40.12%
Holding
3,238
New
601
Increased
1,012
Reduced
977
Closed
628
Avg Time Held
Equity + Options
0.3
years
Top 10 Avg Time Held
Equity + Options
0.3
years
Top 20 Avg Time Held
Equity + Options
0.4
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.2
years
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 | 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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$780B
| $2.62B | 13.02% |
9,645,300
+3,296,000
| +52% | +$890M |
2017 Q2
4 quarters
|
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$780B
| $2.2B | 10.97% |
8,125,500
+1,742,000
| +27% | +$470M |
2017 Q2
4 quarters
|
|
3
PUT
Invesco QQQ Trust
QQQ
$445B
| $1.4B | 6.95% |
8,138,800
+3,602,700
| +79% | +$604M |
2017 Q4
2 quarters
|
|
|
4
PUT
iShares Russell 2000 ETF
IWM
$76B
| $434M | 2.16% |
2,652,800
+730,200
| +38% | +$117M |
2017 Q3
3 quarters
|
|
|
5
CALL
Invesco QQQ Trust
QQQ
$445B
| $340M | 1.69% |
1,979,500
+473,800
| +31% | +$79.4M |
2017 Q4
2 quarters
|
|
6
PUT
Amazon
AMZN
$2.8T
| $250M | 1.24% |
2,938,000
+362,000
| +14% | +$28.7M |
2017 Q4
2 quarters
|
|
|
7
CALL
iShares Russell 2000 ETF
IWM
$76B
| $240M | 1.2% |
1,467,900
-130,900
| -8% | -$20.9M |
2017 Q4
2 quarters
|
|
8
PUT
Alphabet (Google) Class C
GOOG
$3.49T
| $218M | 1.09% |
3,910,000
+1,046,000
| +37% | +$56.5M |
2017 Q4
2 quarters
|
|
|
9
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $182M | 0.91% |
750,100
+204,100
| +37% | +$50.1M |
2017 Q4
2 quarters
|
|
10
PUT
Apple
AAPL
$4.98T
| $178M | 0.89% |
3,850,000
-502,000
| -12% | -$22.8M |
2017 Q4
2 quarters
|
|
|
11
CALL
Amazon
AMZN
$2.8T
| $178M | 0.88% |
2,090,000
-1,574,000
| -43% | -$125M |
2017 Q4
2 quarters
|
|
|
12
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $162M | 0.8% |
665,600
+414,000
| +165% | +$102M |
2017 Q4
2 quarters
|
|
|
13
CALL
Alphabet (Google) Class C
GOOG
$3.49T
| $156M | 0.78% |
2,796,000
+340,000
| +14% | +$18.4M |
2017 Q4
2 quarters
|
|
14
PUT
Alphabet (Google) Class A
GOOGL
$3.5T
| $146M | 0.73% |
2,590,000
+678,000
| +35% | +$36.9M |
2017 Q3
3 quarters
|
|
|
15
CALL
Microsoft
MSFT
$3.94T
| $135M | 0.67% |
1,370,500
-364,800
| -21% | -$35.4M |
2017 Q4
2 quarters
|
|
16
PUT
Booking.com
BKNG
$119B
| $134M | 0.67% |
1,655,000
-285,000
| -15% | -$24M |
2017 Q4
2 quarters
|
|
|
17
PUT
Microsoft
MSFT
$3.94T
| $115M | 0.57% |
1,162,500
-693,300
| -37% | -$67.2M |
2017 Q4
2 quarters
|
|
18
PUT
Meta Platforms (Facebook)
META
$1.56T
| $109M | 0.54% |
558,500
-393,200
| -41% | -$71.1M |
2017 Q4
2 quarters
|
|
|
19
CALL
Apple
AAPL
$4.98T
| $108M | 0.54% |
2,332,800
-2,906,800
| -55% | -$132M |
2017 Q4
2 quarters
|
|
|
20
CALL
Meta Platforms (Facebook)
META
$1.56T
| $101M | 0.5% |
518,300
-679,800
| -57% | -$123M |
2017 Q4
2 quarters
|
|
|
21
CALL
Alphabet (Google) Class A
GOOGL
$3.5T
| $93.2M | 0.46% |
1,650,000
+188,000
| +13% | +$10.2M |
2017 Q3
3 quarters
|
|
22
PUT
Bank of America
BAC
$341B
| $92.3M | 0.46% |
3,275,300
+1,829,500
| +127% | +$54.6M |
2017 Q4
2 quarters
|
|
23
PUT
Goldman Sachs
GS
$250B
| $80.2M | 0.4% |
363,500
+30,200
| +9% | +$7.2M |
2017 Q4
2 quarters
|
|
24
PUT
Home Depot
HD
$343B
| $79.2M | 0.39% |
405,700
-300,500
| -43% | -$56.1M |
2017 Q4
2 quarters
|
|
25
PUT
Boeing
BA
$137B
| $77M | 0.38% |
229,600
-53,700
| -19% | -$18.5M |
2017 Q4
2 quarters
|
|
Similar funds
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 601 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 601 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.