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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
WMT icon
51
CALL
Walmart Inc
WMT
$865B
$48.6M 0.27%
1,637,100
+1,515,300
+1,244% +$48.7M
IYR icon
52
CALL
iShares US Real Estate ETF
IYR
$4.31B
$47M 0.26%
622,900
+383,500
+160% +$29.1M
BIDU icon
53
CALL
Baidu
BIDU
$31.4B
$46.8M 0.26%
209,800
+199,100
+1,861% +$49.1M
IBM icon
54
PUT
IBM
IBM
$235B
$45M 0.25%
306,478
+249,366
+437% +$37.7M
XLU icon
55
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$21.7B
$44.5M 0.25%
1,761,000
+1,689,200
+2,353% +$42.2M
XLE icon
56
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.4B
$43.5M 0.24%
1,291,800
+1,035,000
+403% +$36.6M
FDX icon
57
CALL
FedEx
FDX
$74B
$43.5M 0.24%
181,100
+171,000
+1,693% +$43.2M
BAC icon
58
PUT
Bank of America
BAC
$416B
$43.4M 0.24%
1,445,800
+1,255,600
+660% +$39.4M
FDX icon
59
PUT
FedEx
FDX
$74B
$43.3M 0.24%
180,300
+175,300
+3,506% +$44.3M
V icon
60
CALL
Visa
V
$701B
$43.2M 0.24%
361,400
+344,500
+2,038% +$41.8M
C icon
61
CALL
Citigroup
C
$228B
$43.1M 0.24%
639,100
+529,300
+482% +$39.8M
WFC icon
62
PUT
Wells Fargo
WFC
$268B
$41.4M 0.23%
789,800
+649,300
+462% +$38.6M
UNP icon
63
PUT
Union Pacific
UNP
$169B
$41.2M 0.23%
306,700
+302,900
+7,971% +$40.8M
PFE icon
64
CALL
Pfizer
PFE
$158B
$40.8M 0.23%
1,212,943
+995,187
+457% +$34.2M
TSLA icon
65
CALL
Tesla
TSLA
$1.42T
$39.8M 0.22%
2,241,000
+2,014,500
+889% +$44.3M
XOM icon
66
PUT
ExxonMobil
XOM
$679B
$39.6M 0.22%
531,000
+507,400
+2,150% +$40.6M
AMGN icon
67
PUT
Amgen
AMGN
$206B
$39.4M 0.22%
231,200
+220,100
+1,983% +$40.4M
WMT icon
68
PUT
Walmart Inc
WMT
$865B
$38.9M 0.22%
1,310,400
+1,131,300
+632% +$36.4M
UNP icon
69
CALL
Union Pacific
UNP
$169B
$38.5M 0.22%
+286,300
New +$38.5M
WFC icon
70
CALL
Wells Fargo
WFC
$268B
$38.5M 0.22%
733,800
+654,700
+828% +$38.9M
ORCL icon
71
CALL
Oracle
ORCL
$417B
$38.3M 0.21%
836,800
+814,000
+3,570% +$40.5M
UNH icon
72
CALL
UnitedHealth
UNH
$344B
$38.2M 0.21%
178,400
+162,600
+1,029% +$37.1M
CRM icon
73
PUT
Salesforce
CRM
$214B
$37.4M 0.21%
321,900
+274,000
+572% +$31.5M
SPY icon
74
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$37.4M 0.21%
142,049
-17,594
-11% -$4.8M
MA icon
75
PUT
Mastercard
MA
$503B
$37.2M 0.21%
212,100
+194,600
+1,112% +$33.3M
1 2
3
4 5

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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.