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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
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
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
Top 10 Hldgs %
32.01%
Holding
3,162
New
1,456
Increased
953
Reduced
215
Closed
521

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.8M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18.4M
3
MSFT icon
Microsoft
MSFT
+$18.4M
4
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$15.6M
5
XOM icon
ExxonMobil
XOM
+$14.2M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$104M
2
IWB icon
iShares Russell 1000 ETF
IWB
+$54.8M
3
IWN icon
iShares Russell 2000 Value ETF
IWN
+$42M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$34.7M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$20.1M

Sector Composition

Rank Sector Weight
1 Financials 0.77%
2 Technology 0.65%
3 Healthcare 0.56%
4 Consumer Discretionary 0.53%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JCI icon
801
CALL
Johnson Controls International
JCI
$88.8B
$2.24M 0.01%
+63,500
New +$2.41M
PII icon
802
CALL
Polaris
PII
$3.82B
$2.23M 0.01%
19,500
-3,100
-14% -$373K
DNKN
803
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.23M 0.01%
+37,400
New +$2.32M
MLCO icon
804
PUT
Melco Resorts & Entertainment
MLCO
$2.22B
$2.23M 0.01%
+76,900
New +$2.15M
MDY icon
805
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$2.22M 0.01%
6,494
+5,242
+419% +$1.82M
AMZN icon
806
Amazon
AMZN
$2.92T
$2.22M 0.01%
30,620
-77,060
-72% -$5.51M
CPRI icon
807
CALL
Capri Holdings
CPRI
$1.83B
$2.22M 0.01%
+35,700
New +$2.27M
SWKS icon
808
Skyworks Solutions
SWKS
$9.37B
$2.22M 0.01%
+22,099
New +$2.3M
TNL icon
809
Travel + Leisure Co
TNL
$4.66B
$2.22M 0.01%
+42,889
New +$2.29M
STZ icon
810
Constellation Brands
STZ
$22.2B
$2.21M 0.01%
9,674
+7,124
+279% +$1.57M
SJNK icon
811
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$2.2M 0.01%
80,331
+58,831
+274% +$1.62M
IYF icon
812
iShares US Financials ETF
IYF
$4.67B
$2.2M 0.01%
37,308
-27,124
-42% -$1.65M
BEN icon
813
PUT
Franklin Resources
BEN
$17.6B
$2.19M 0.01%
+63,300
New +$2.57M
AMP icon
814
CALL
Ameriprise Financial
AMP
$48.3B
$2.19M 0.01%
+14,800
New +$2.41M
VTRS icon
815
PUT
Viatris
VTRS
$20.4B
$2.19M 0.01%
53,100
-800
-1% -$34.1K
EZU icon
816
iShare MSCI Eurozone ETF
EZU
$9.64B
$2.18M 0.01%
50,377
+10,669
+27% +$475K
LNC icon
817
Lincoln National
LNC
$8.73B
$2.18M 0.01%
29,848
+21,917
+276% +$1.72M
TT icon
818
CALL
Trane Technologies
TT
$100B
$2.18M 0.01%
25,500
+22,000
+629% +$1.97M
EPD icon
819
Enterprise Products Partners
EPD
$82.3B
$2.18M 0.01%
88,919
+78,209
+730% +$2.08M
WBA
820
DELISTED
Walgreens Boots Alliance
WBA
$2.17M 0.01%
33,121
+21,428
+183% +$1.53M
NTRS icon
821
PUT
Northern Trust
NTRS
$33.3B
$2.17M 0.01%
+21,000
New +$2.2M
SHPG
822
DELISTED
Shire pic
SHPG
$2.17M 0.01%
+14,498
New +$2M
EXPD icon
823
CALL
Expeditors International
EXPD
$22B
$2.17M 0.01%
+34,200
New +$2.2M
TOL icon
824
CALL
Toll Brothers
TOL
$13.6B
$2.16M 0.01%
49,900
+39,100
+362% +$1.84M
DHR icon
825
PUT
Danaher
DHR
$137B
$2.15M 0.01%
+24,816
New +$2.17M
31 32
33
34 35

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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Two Sigma Securities's Q1 2018 Portfolio in Review

As of Q1 2018, Two Sigma Securities held 3,162 positions worth $17.9B, up 379% from $3.73B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Two Sigma Securities deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.

By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.

  • Two Sigma Securities's largest Q1 2018 buy was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $18.8M increase.
  • Two Sigma Securities's biggest Q1 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $104M.
  • Two Sigma Securities fully exited Vanguard Morningstar Mid-Cap ETF in Q1 2018, selling an estimated $14.7M.
  • Two Sigma Securities's ten largest holdings make up 32% of its $17.9B portfolio in Q1 2018.
  • Two Sigma Securities opened 1,456 new positions and closed 521 in Q1 2018.
  • Two Sigma Securities's portfolio value rose 379% quarter-over-quarter to $17.9B.

Based on Two Sigma Securities's 13F filing for Q1 2018, filed 15 May 2018.