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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
WMT icon
51
CALL
Walmart Inc
WMT
$884B
$48.6M 0.27%
1,637,100
+1,515,300
+1,244% +$48.7M
IYR icon
52
CALL
iShares US Real Estate ETF
IYR
$4.69B
$47M 0.26%
622,900
+383,500
+160% +$29.1M
BIDU icon
53
CALL
Baidu
BIDU
$36.5B
$46.8M 0.26%
209,800
+199,100
+1,861% +$49.1M
IBM icon
54
PUT
IBM
IBM
$209B
$45M 0.25%
306,478
+249,366
+437% +$37.7M
XLU icon
55
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$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
$39.2B
$43.5M 0.24%
1,291,800
+1,035,000
+403% +$36.6M
FDX icon
57
CALL
FedEx
FDX
$73B
$43.5M 0.24%
181,100
+171,000
+1,693% +$43.2M
BAC icon
58
PUT
Bank of America
BAC
$433B
$43.4M 0.24%
1,445,800
+1,255,600
+660% +$39.4M
FDX icon
59
PUT
FedEx
FDX
$73B
$43.3M 0.24%
180,300
+175,300
+3,506% +$44.3M
V icon
60
CALL
Visa
V
$673B
$43.2M 0.24%
361,400
+344,500
+2,038% +$41.8M
C icon
61
CALL
Citigroup
C
$222B
$43.1M 0.24%
639,100
+529,300
+482% +$39.8M
WFC icon
62
PUT
Wells Fargo
WFC
$258B
$41.4M 0.23%
789,800
+649,300
+462% +$38.6M
UNP icon
63
PUT
Union Pacific
UNP
$172B
$41.2M 0.23%
306,700
+302,900
+7,971% +$40.8M
PFE icon
64
CALL
Pfizer
PFE
$142B
$40.8M 0.23%
1,212,943
+995,187
+457% +$34.2M
TSLA icon
65
CALL
Tesla
TSLA
$1.22T
$39.8M 0.22%
2,241,000
+2,014,500
+889% +$44.3M
XOM icon
66
PUT
ExxonMobil
XOM
$651B
$39.6M 0.22%
531,000
+507,400
+2,150% +$40.6M
AMGN icon
67
PUT
Amgen
AMGN
$209B
$39.4M 0.22%
231,200
+220,100
+1,983% +$40.4M
WMT icon
68
PUT
Walmart Inc
WMT
$884B
$38.9M 0.22%
1,310,400
+1,131,300
+632% +$36.4M
UNP icon
69
CALL
Union Pacific
UNP
$172B
$38.5M 0.22%
+286,300
New +$38.5M
WFC icon
70
CALL
Wells Fargo
WFC
$258B
$38.5M 0.22%
733,800
+654,700
+828% +$38.9M
ORCL icon
71
CALL
Oracle
ORCL
$367B
$38.3M 0.21%
836,800
+814,000
+3,570% +$40.5M
UNH icon
72
CALL
UnitedHealth
UNH
$383B
$38.2M 0.21%
178,400
+162,600
+1,029% +$37.1M
CRM icon
73
PUT
Salesforce
CRM
$148B
$37.4M 0.21%
321,900
+274,000
+572% +$31.5M
SPY icon
74
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$37.4M 0.21%
142,049
-17,594
-11% -$4.8M
MA icon
75
PUT
Mastercard
MA
$510B
$37.2M 0.21%
212,100
+194,600
+1,112% +$33.3M
1 2
3
4 5

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BCM
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OAM
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NOCM
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QIM
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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.