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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
+12.14%
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
$11.2B
AUM Growth
+$2.97B
(+36%)
Cap. Flow
-$201M
Cap. Flow
% of AUM
-1.8%
Top 10 Holdings %
Top 10 Hldgs %
63.2%
Holding
2,721
New
634
Increased
459
Reduced
654
Closed
956
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$34.6M |
| 2 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$8.46M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$6.9M |
| 4 |
iShares Core S&P Small-Cap ETF
IJR
|
+$6.22M |
| 5 |
Direxion Daily Small Cap Bull 3x ETF
TNA
|
+$5.51M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$24M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$9.6M |
| 3 |
iShares Biotechnology ETF
IBB
|
+$7.55M |
| 4 |
iShares S&P 100 ETF
OEF
|
+$6.96M |
| 5 |
Meta Platforms (Facebook)
META
|
+$5.95M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 98.14% |
| 2 | Financials | 0.4% |
| 3 | Consumer Discretionary | 0.25% |
| 4 | Technology | 0.21% |
| 5 | Communication Services | 0.17% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
K
701
CALL
DELISTED
Kellanova
K
| $723K | 0.01% |
13,419
+6,177
| +85% | +$330K |
|
702
PUT
Kohl's
KSS
$1.87B
| $722K | 0.01% |
10,500
-2,500
| -19% | -$170K |
|
|
TIF
703
DELISTED
Tiffany & Co.
TIF
| $722K | 0.01% |
+6,841
| New | +$628K |
|
704
CALL
PG&E
PCG
$29.3B
| $721K | 0.01% |
+40,500
| New | +$654K |
|
705
WisdomTree India Earnings Fund ETF
EPI
$1.96B
| $720K | 0.01% |
+27,333
| New | +$671K |
|
706
CALL
Iron Mountain
IRM
$34.2B
| $720K | 0.01% |
+20,300
| New | +$717K |
|
707
CALL
AutoZone
AZO
$47.3B
| $717K | 0.01% |
700
-1,100
| -61% | -$987K |
|
708
Verizon
VZ
$210B
| $717K | 0.01% |
+12,121
| New | +$686K |
|
709
CALL
Owens Corning
OC
$10.3B
| $716K | 0.01% |
15,200
+4,000
| +36% | +$196K |
|
710
Constellation Brands
STZ
$21B
| $713K | 0.01% |
4,067
+459
| +13% | +$77.3K |
|
711
CALL
Trade Desk
TTD
$6.99B
| $713K | 0.01% |
+36,000
| New | +$590K |
|
712
CALL
Ball Corp
BALL
$16.3B
| $712K | 0.01% |
12,300
+800
| +7% | +$42.6K |
|
713
CALL
Televisa
TV
$1.18B
| $712K | 0.01% |
+64,400
| New | +$765K |
|
|
SIVB
714
CALL
DELISTED
SVB Financial Group
SIVB
| $712K | 0.01% |
+3,200
| New | +$745K |
|
715
Best Buy
BBY
$19.5B
| $711K | 0.01% |
+10,007
| New | +$624K |
|
716
PUT
State Street
STT
$51B
| $711K | 0.01% |
+10,800
| New | +$749K |
|
|
EXAS
717
CALL
DELISTED
Exact Sciences
EXAS
| $710K | 0.01% |
8,200
-4,200
| -34% | -$357K |
|
718
CALL
Match Group
MTCH
$10.2B
| $708K | 0.01% |
+12,500
| New | +$661K |
|
719
Oracle
ORCL
$435B
| $707K | 0.01% |
13,166
-3,609
| -22% | -$184K |
|
720
PUT
Paychex
PAYX
$41.9B
| $706K | 0.01% |
8,800
-4,300
| -33% | -$317K |
|
721
PUT
AB InBev
BUD
$157B
| $705K | 0.01% |
8,400
-6,700
| -44% | -$515K |
|
|
SWN
722
CALL
DELISTED
Southwestern Energy Company
SWN
| $702K | 0.01% |
149,600
+129,300
| +637% | +$559K |
|
723
CALL
Vornado Realty Trust
VNO
$6.6B
| $701K | 0.01% |
+10,400
| New | +$698K |
|
724
PUT
NetEase
NTES
$76B
| $700K | 0.01% |
14,500
-22,500
| -61% | -$1.07M |
|
|
DNKN
725
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $698K | 0.01% |
+9,300
| New | +$651K |
|
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Two Sigma Securities's Q1 2019 Portfolio in Review
As of Q1 2019, Two Sigma Securities held 2,721 positions worth $11.2B, up 36% from $8.19B the previous quarter. Its ten largest holdings account for 63% of the portfolio.
Two Sigma Securities's Q1 2019 filing shows 634 new, 459 increased, 654 reduced and 956 closed positions. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M. The largest sale was State Street Financial Select Sector SPDR ETF, an estimated $24M.
By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 96% a quarter earlier, followed by Financials and Consumer Discretionary.
- Two Sigma Securities's largest Q1 2019 buy was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M.
- Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q1 2019, an estimated $34.6M increase.
- Two Sigma Securities's biggest Q1 2019 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $24M.
- Two Sigma Securities fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2019, selling an estimated $9.6M.
- Two Sigma Securities's ten largest holdings make up 63% of its $11.2B portfolio in Q1 2019.
- Two Sigma Securities opened 634 new positions and closed 956 in Q1 2019.
- Two Sigma Securities's portfolio value rose 36% quarter-over-quarter to $11.2B.
Based on Two Sigma Securities's 13F filing for Q1 2019, filed 15 May 2019.