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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
(+379%)
Cap. Flow
+$122M
Cap. Flow
% of AUM
0.68%
Top 10 Holdings %
Top 10 Hldgs %
32.01%
Holding
3,162
New
1,456
Increased
953
Reduced
215
Closed
521
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.8M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$18.4M |
| 3 |
Microsoft
MSFT
|
+$18.4M |
| 4 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$15.6M |
| 5 |
ExxonMobil
XOM
|
+$14.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$104M |
| 2 |
iShares Russell 1000 ETF
IWB
|
+$54.8M |
| 3 |
iShares Russell 2000 Value ETF
IWN
|
+$42M |
| 4 |
iShares Russell 2000 Growth ETF
IWO
|
+$34.7M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
2126
PUT
Zimmer Biomet
ZBH
$18B
| $251K | ﹤0.01% |
2,369
+412
| +21% | +$47.8K |
|
2127
UBS Group
UBS
$155B
| $250K | ﹤0.01% |
+14,131
| New | +$269K |
|
2128
Bright Horizons
BFAM
$3.26B
| $249K | ﹤0.01% |
+2,495
| New | +$242K |
|
2129
PUT
Canadian National Railway
CNI
$72.5B
| $249K | ﹤0.01% |
+3,400
| New | +$263K |
|
2130
New York Times
NYT
$11.3B
| $249K | ﹤0.01% |
+10,327
| New | +$237K |
|
2131
Truist Financial
TFC
$59.2B
| $247K | ﹤0.01% |
+4,742
| New | +$255K |
|
|
REN
2132
DELISTED
Resolute Energy Corporaton
REN
| $247K | ﹤0.01% |
+7,119
| New | +$241K |
|
|
BRFS
2133
DELISTED
BRF SA
BRFS
| $246K | ﹤0.01% |
+35,509
| New | +$343K |
|
2134
PUT
Fortinet
FTNT
$127B
| $246K | ﹤0.01% |
+23,000
| New | +$224K |
|
2135
Progressive
PGR
$126B
| $246K | ﹤0.01% |
+4,033
| New | +$230K |
|
2136
Enanta Pharmaceuticals
ENTA
$365M
| $245K | ﹤0.01% |
+3,022
| New | +$233K |
|
2137
CALL
Highwoods Properties
HIW
$3.4B
| $245K | ﹤0.01% |
5,600
-400
| -7% | -$18.1K |
|
2138
Realty Income
O
$54.2B
| $245K | ﹤0.01% |
+4,885
| New | +$243K |
|
2139
Rayonier
RYN
$5.95B
| $245K | ﹤0.01% |
+7,668
| New | +$233K |
|
2140
T-Mobile US
TMUS
$179B
| $245K | ﹤0.01% |
4,010
-10,494
| -72% | -$657K |
|
|
EGN
2141
CALL
DELISTED
Energen
EGN
| $245K | ﹤0.01% |
+3,900
| New | +$219K |
|
|
WTPI
2142
WisdomTree Equity Premium Income Fund
WTPI
$536M
| $244K | ﹤0.01% |
+8,652
| New | +$249K |
|
|
S
2143
CALL
DELISTED
Sprint Corporation
S
| $244K | ﹤0.01% |
+50,000
| New | +$267K |
|
2144
CALL
Iron Mountain
IRM
$33.9B
| $243K | ﹤0.01% |
+7,400
| New | +$249K |
|
2145
Spire
SR
$4.75B
| $243K | ﹤0.01% |
+3,358
| New | +$229K |
|
2146
Navient
NAVI
$923M
| $242K | ﹤0.01% |
+18,433
| New | +$251K |
|
2147
Precigen
PGEN
$2.82B
| $242K | ﹤0.01% |
+15,754
| New | +$225K |
|
2148
Simmons First National
SFNC
$3.31B
| $242K | ﹤0.01% |
+8,512
| New | +$249K |
|
|
SVU
2149
DELISTED
SUPERVALU Inc.
SVU
| $242K | ﹤0.01% |
+15,865
| New | +$252K |
|
2150
Popular Inc
BPOP
$10.3B
| $241K | ﹤0.01% |
+5,794
| New | +$238K |
|
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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.