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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
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
$20.8B
$5.37M 0.03%
48,643
+37,221
+326% +$4.1M
BP icon
453
BP
BP
$114B
$5.32M 0.03%
141,209
+118,530
+523% +$4.47M
MELI icon
454
CALL
Mercado Libre
MELI
$95.6B
$5.31M 0.03%
+14,900
New +$5.45M
KMB icon
455
CALL
Kimberly-Clark
KMB
$36.6B
$5.31M 0.03%
+48,200
New +$5.49M
YUM icon
456
PUT
Yum! Brands
YUM
$43.3B
$5.3M 0.03%
62,300
+53,900
+642% +$4.42M
CLX icon
457
CALL
Clorox
CLX
$11.7B
$5.28M 0.03%
+39,700
New +$5.33M
PHM icon
458
CALL
Pultegroup
PHM
$24.5B
$5.22M 0.03%
+176,900
New +$5.49M
BRK.B icon
459
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$5.17M 0.03%
25,900
+23,700
+1,077% +$4.87M
UPS icon
460
United Parcel Service
UPS
$89.5B
$5.16M 0.03%
49,343
+35,200
+249% +$4.07M
CCI icon
461
CALL
Crown Castle
CCI
$33.4B
$5.16M 0.03%
+47,100
New +$5.11M
ACN icon
462
Accenture
ACN
$99.9B
$5.15M 0.03%
+33,530
New +$5.31M
SAP icon
463
SAP
SAP
$209B
$5.15M 0.03%
48,941
+45,576
+1,354% +$4.92M
HPQ icon
464
CALL
HP
HPQ
$24.6B
$5.14M 0.03%
234,700
+134,700
+135% +$3.04M
ADM icon
465
CALL
Archer Daniels Midland
ADM
$38.9B
$5.14M 0.03%
118,600
+82,800
+231% +$3.49M
LVS icon
466
CALL
Las Vegas Sands
LVS
$32.3B
$5.13M 0.03%
71,300
+45,100
+172% +$3.31M
XRT icon
467
State Street SPDR S&P Retail ETF
XRT
$453M
$5.12M 0.03%
115,542
+13,155
+13% +$603K
EPD icon
468
CALL
Enterprise Products Partners
EPD
$82.5B
$5.11M 0.03%
208,600
+197,000
+1,698% +$5.25M
OXY icon
469
PUT
Occidental Petroleum
OXY
$55.6B
$5.09M 0.03%
78,300
+59,400
+314% +$4.15M
F icon
470
CALL
Ford
F
$59.3B
$5.06M 0.03%
456,900
+398,300
+680% +$4.49M
CL icon
471
CALL
Colgate-Palmolive
CL
$73.3B
$5.05M 0.03%
+70,500
New +$5.07M
GLW icon
472
PUT
Corning
GLW
$116B
$5.01M 0.03%
179,600
+149,600
+499% +$4.61M
BIDU icon
473
Baidu
BIDU
$36.5B
$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
$66.8B
$4.99M 0.03%
+31,400
New +$5.18M
17 18
19
20 21

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BCM
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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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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.