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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
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
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$122M
Cap. Flow %
0.68%
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 Miscellaneous 95.33%
2 Financials 0.79%
3 Technology 0.66%
4 Healthcare 0.56%
5 Consumer Discretionary 0.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JCI icon
801
CALL
Johnson Controls International
JCI
$85.1B
$2.24M 0.01%
+63,500
New +$2.41M
PII icon
802
CALL
Polaris
PII
$3.15B
$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
$1.73B
$2.23M 0.01%
+76,900
New +$2.15M
MDY icon
805
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.7B
$2.22M 0.01%
6,494
+5,242
+419% +$1.82M
AMZN icon
806
Amazon
AMZN
$2.65T
$2.22M 0.01%
30,620
-77,060
-72% -$5.51M
CPRI icon
807
CALL
Capri Holdings
CPRI
$1.67B
$2.22M 0.01%
+35,700
New +$2.27M
SWKS icon
808
Skyworks Solutions
SWKS
$12.9B
$2.22M 0.01%
+22,099
New +$2.3M
TNL icon
809
Travel + Leisure Co
TNL
$3.95B
$2.22M 0.01%
+42,889
New +$2.29M
STZ icon
810
Constellation Brands
STZ
$21B
$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
$4.71B
$2.2M 0.01%
80,331
+58,831
+274% +$1.62M
IYF icon
812
iShares US Financials ETF
IYF
$4.27B
$2.2M 0.01%
37,308
-27,124
-42% -$1.65M
BEN icon
813
PUT
Franklin Templeton
BEN
$16.6B
$2.19M 0.01%
+63,300
New +$2.57M
AMP icon
814
CALL
Ameriprise Financial
AMP
$47.8B
$2.19M 0.01%
+14,800
New +$2.41M
VTRS icon
815
PUT
Viatris
VTRS
$19.5B
$2.19M 0.01%
53,100
-800
-1% -$34.1K
EZU icon
816
iShare MSCI Eurozone ETF
EZU
$9.58B
$2.18M 0.01%
50,377
+10,669
+27% +$475K
LNC icon
817
Lincoln National
LNC
$8.13B
$2.18M 0.01%
29,848
+21,917
+276% +$1.72M
TT icon
818
CALL
Trane Technologies
TT
$92.8B
$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
$32.3B
$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
$24.6B
$2.17M 0.01%
+34,200
New +$2.2M
TOL icon
824
CALL
Toll Brothers
TOL
$12.2B
$2.16M 0.01%
49,900
+39,100
+362% +$1.84M
DHR icon
825
PUT
Danaher
DHR
$146B
$2.15M 0.01%
+24,816
New +$2.17M
31 32
33
34 35

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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's Q1 2018 filing shows 1,456 new, 953 increased, 215 reduced and 521 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M. The largest sale was iShares Russell 2000 ETF, an estimated $104M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Financials and Technology.

  • 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.