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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
(+379%)
Cap. Flow
+$14.7B
Cap. Flow
% of AUM
82.18%
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 | 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 | |
|---|---|---|---|---|---|---|
2126
PUT
Zimmer Biomet
ZBH
$18.2B
| $251K | ﹤0.01% |
2,369
+412
| +21% | +$47.8K |
|
2127
UBS Group
UBS
$173B
| $250K | ﹤0.01% |
+14,131
| New | +$269K |
|
2128
Bright Horizons
BFAM
$3.92B
| $249K | ﹤0.01% |
+2,495
| New | +$242K |
|
2129
PUT
Canadian National Railway
CNI
$76.9B
| $249K | ﹤0.01% |
+3,400
| New | +$263K |
|
2130
New York Times
NYT
$12.1B
| $249K | ﹤0.01% |
+10,327
| New | +$237K |
|
2131
Truist Financial
TFC
$63.3B
| $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
$119B
| $246K | ﹤0.01% |
+23,000
| New | +$224K |
|
2135
Progressive
PGR
$123B
| $246K | ﹤0.01% |
+4,033
| New | +$230K |
|
2136
Enanta Pharmaceuticals
ENTA
$366M
| $245K | ﹤0.01% |
+3,022
| New | +$233K |
|
2137
CALL
Highwoods Properties
HIW
$3.65B
| $245K | ﹤0.01% |
5,600
-400
| -7% | -$18.1K |
|
2138
Realty Income
O
$59.6B
| $245K | ﹤0.01% |
+4,885
| New | +$243K |
|
2139
Rayonier
RYN
$6.55B
| $245K | ﹤0.01% |
+7,668
| New | +$233K |
|
2140
T-Mobile US
TMUS
$185B
| $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
$494M
| $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
$36.4B
| $243K | ﹤0.01% |
+7,400
| New | +$249K |
|
2145
Spire
SR
$4.72B
| $243K | ﹤0.01% |
+3,358
| New | +$229K |
|
2146
Navient
NAVI
$789M
| $242K | ﹤0.01% |
+18,433
| New | +$251K |
|
2147
Precigen
PGEN
$2.24B
| $242K | ﹤0.01% |
+15,754
| New | +$225K |
|
2148
Simmons First National
SFNC
$3.41B
| $242K | ﹤0.01% |
+8,512
| New | +$249K |
|
|
SVU
2149
DELISTED
SUPERVALU Inc.
SVU
| $242K | ﹤0.01% |
+15,865
| New | +$252K |
|
2150
Popular Inc
BPOP
$11.2B
| $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 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.