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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
TER icon
976
CALL
Teradyne
TER
$55.6B
$1.67M 0.01%
+36,600
New +$1.67M
KSU
977
PUT
DELISTED
Kansas City Southern
KSU
$1.67M 0.01%
15,200
+10,500
+223% +$1.14M
KLAC icon
978
CALL
KLA
KLAC
$221B
$1.67M 0.01%
+153,000
New +$1.7M
CERN
979
PUT
DELISTED
Cerner Corp
CERN
$1.67M 0.01%
+28,700
New +$1.86M
CPB icon
980
CALL
Campbell Soup
CPB
$6.38B
$1.66M 0.01%
38,400
+33,200
+638% +$1.5M
VGK icon
981
Vanguard FTSE Europe ETF
VGK
$30.3B
$1.66M 0.01%
28,606
-21,675
-43% -$1.3M
MT icon
982
PUT
ArcelorMittal
MT
$56.5B
$1.65M 0.01%
+51,900
New +$1.78M
XLK icon
983
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
$1.65M 0.01%
50,400
+26,400
+110% +$887K
DBEF icon
984
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.3B
$1.65M 0.01%
+53,615
New +$1.69M
SHW icon
985
CALL
Sherwin-Williams
SHW
$77.9B
$1.65M 0.01%
12,600
+10,800
+600% +$1.47M
DAL icon
986
Delta Air Lines
DAL
$52.2B
$1.65M 0.01%
30,010
+19,614
+189% +$1.08M
ED icon
987
Consolidated Edison
ED
$39.4B
$1.65M 0.01%
21,101
+15,159
+255% +$1.18M
TAP icon
988
CALL
Molson Coors Class B
TAP
$7.32B
$1.64M 0.01%
+21,800
New +$1.74M
WELL icon
989
Welltower
WELL
$168B
$1.64M 0.01%
+30,168
New +$1.7M
NTRS icon
990
CALL
Northern Trust
NTRS
$32.5B
$1.64M 0.01%
+15,900
New +$1.66M
WAT icon
991
CALL
Waters Corp
WAT
$42.1B
$1.63M 0.01%
+8,200
New +$1.7M
GE icon
992
PUT
GE Aerospace
GE
$328B
$1.62M 0.01%
25,144
+18,196
+262% +$1.35M
PSX icon
993
CALL
Phillips 66
PSX
$109B
$1.62M 0.01%
+16,900
New +$1.65M
EL icon
994
CALL
Estee Lauder
EL
$34B
$1.62M 0.01%
10,800
+4,500
+71% +$623K
GDDY icon
995
CALL
GoDaddy
GDDY
$12.4B
$1.61M 0.01%
+26,300
New +$1.49M
CLB icon
996
CALL
Core Laboratories
CLB
$527M
$1.61M 0.01%
+14,900
New +$1.65M
LM
997
CALL
DELISTED
Legg Mason, Inc.
LM
$1.61M 0.01%
+39,600
New +$1.63M
DLR icon
998
Digital Realty Trust
DLR
$68.4B
$1.6M 0.01%
15,218
+12,823
+535% +$1.35M
EWU icon
999
iShares MSCI United Kingdom ETF
EWU
$3.72B
$1.6M 0.01%
+46,122
New +$1.64M
SO icon
1000
Southern Company
SO
$99.4B
$1.6M 0.01%
+35,854
New +$1.59M
38 39
40
41 42

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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.