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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
STT icon
451
PUT
State Street
STT
$50.2B
$5.38M 0.03%
53,900
+38,300
+246% +$4.01M
SHV icon
452
iShares 0-1 Year Treasury Bond ETF
SHV
$21.1B
$5.37M 0.03%
48,643
+37,221
+326% +$4.1M
BP icon
453
BP
BP
$117B
$5.32M 0.03%
141,209
+118,530
+523% +$4.47M
MELI icon
454
CALL
Mercado Libre
MELI
$93.3B
$5.31M 0.03%
+14,900
New +$5.45M
KMB icon
455
CALL
Kimberly-Clark
KMB
$32.6B
$5.31M 0.03%
+48,200
New +$5.49M
YUM icon
456
PUT
Yum! Brands
YUM
$37.6B
$5.3M 0.03%
62,300
+53,900
+642% +$4.42M
CLX icon
457
CALL
Clorox
CLX
$10.3B
$5.28M 0.03%
+39,700
New +$5.33M
PHM icon
458
CALL
Pultegroup
PHM
$22.4B
$5.22M 0.03%
+176,900
New +$5.49M
BRK.B icon
459
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$5.17M 0.03%
25,900
+23,700
+1,077% +$4.87M
UPS icon
460
United Parcel Service
UPS
$84B
$5.16M 0.03%
49,343
+35,200
+249% +$4.07M
CCI icon
461
CALL
Crown Castle
CCI
$31.2B
$5.16M 0.03%
+47,100
New +$5.11M
ACN icon
462
Accenture
ACN
$116B
$5.15M 0.03%
+33,530
New +$5.31M
SAP icon
463
SAP
SAP
$246B
$5.15M 0.03%
48,941
+45,576
+1,354% +$4.92M
HPQ icon
464
CALL
HP
HPQ
$29.5B
$5.14M 0.03%
234,700
+134,700
+135% +$3.04M
ADM icon
465
CALL
Archer Daniels Midland
ADM
$41B
$5.14M 0.03%
118,600
+82,800
+231% +$3.49M
LVS icon
466
CALL
Las Vegas Sands
LVS
$26.6B
$5.13M 0.03%
71,300
+45,100
+172% +$3.31M
XRT icon
467
State Street SPDR S&P Retail ETF
XRT
$393M
$5.12M 0.03%
115,542
+13,155
+13% +$603K
EPD icon
468
CALL
Enterprise Products Partners
EPD
$82.3B
$5.11M 0.03%
208,600
+197,000
+1,698% +$5.25M
OXY icon
469
PUT
Occidental Petroleum
OXY
$59.3B
$5.09M 0.03%
78,300
+59,400
+314% +$4.15M
F icon
470
CALL
Ford
F
$53.2B
$5.06M 0.03%
456,900
+398,300
+680% +$4.49M
CL icon
471
CALL
Colgate-Palmolive
CL
$69.4B
$5.05M 0.03%
+70,500
New +$5.07M
GLW icon
472
PUT
Corning
GLW
$124B
$5.01M 0.03%
179,600
+149,600
+499% +$4.61M
BIDU icon
473
Baidu
BIDU
$30.2B
$5M 0.03%
22,398
+14,968
+201% +$3.69M
ANDV
474
PUT
DELISTED
Andeavor
ANDV
$5M 0.03%
49,700
+13,600
+38% +$1.42M
APD icon
475
CALL
Air Products & Chemicals
APD
$63.9B
$4.99M 0.03%
+31,400
New +$5.18M
17 18
19
20 21

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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.