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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 | |
|---|---|---|---|---|---|---|
1226
PUT
Lear
LEA
$5.96B
| $285K | ﹤0.01% |
+2,100
| New | +$308K |
|
1227
MGM Resorts International
MGM
$9.51B
| $285K | ﹤0.01% |
11,089
-1,734
| -14% | -$47.6K |
|
1228
McEwen Inc
MUX
$1.13B
| $285K | ﹤0.01% |
18,985
+6,333
| +50% | +$112K |
|
1229
U-Haul Holding Co
UHAL
$12.4B
| $285K | ﹤0.01% |
7,660
-4,850
| -39% | -$176K |
|
1230
CALL
Urban Outfitters
URBN
$6.53B
| $285K | ﹤0.01% |
+9,600
| New | +$296K |
|
1231
PUT
CSX Corp
CSX
$87.5B
| $284K | ﹤0.01% |
11,400
-18,300
| -62% | -$424K |
|
1232
Howmet Aerospace
HWM
$90B
| $283K | ﹤0.01% |
19,312
+2,407
| +14% | +$34.5K |
|
1233
WisdomTree Japan Hedged Equity Fund
DXJ
$7.11B
| $282K | ﹤0.01% |
+5,580
| New | +$278K |
|
1234
PUT
Enterprise Products Partners
EPD
$84.1B
| $282K | ﹤0.01% |
9,700
-58,400
| -86% | -$1.63M |
|
|
SA
1235
Seabridge Gold
SA
$3.32B
| $282K | ﹤0.01% |
+22,799
| New | +$311K |
|
1236
Sumitomo Mitsui Financial
SMFG
$165B
| $282K | ﹤0.01% |
+40,143
| New | +$287K |
|
|
MNDT
1237
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $282K | ﹤0.01% |
+16,800
| New | +$283K |
|
1238
State Street SPDR Dow Jones International Real Estate ETF
RWX
$253M
| $281K | ﹤0.01% |
7,143
-2,504
| -26% | -$95.5K |
|
1239
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$129M
| $281K | ﹤0.01% |
+150
| New | +$331K |
|
1240
Wynn Resorts
WYNN
$8.55B
| $281K | ﹤0.01% |
+2,352
| New | +$281K |
|
1241
CALL
Bread Financial
BFH
$4.11B
| $280K | ﹤0.01% |
+2,005
| New | +$273K |
|
|
CYBR
1242
DELISTED
CyberArk
CYBR
| $280K | ﹤0.01% |
+2,350
| New | +$225K |
|
1243
iShares MSCI France ETF
EWQ
$341M
| $280K | ﹤0.01% |
+9,514
| New | +$270K |
|
1244
PUT
CarMax
KMX
$8.33B
| $279K | ﹤0.01% |
4,000
-12,700
| -76% | -$783K |
|
1245
CALL
MKS Inc
MKSI
$16.7B
| $279K | ﹤0.01% |
+3,000
| New | +$242K |
|
|
MITT
1246
TPG Mortgage Investment Trust
MITT
$201M
| $278K | ﹤0.01% |
+5,495
| New | +$288K |
|
|
SCHW
1247
CALL
Charles Schwab
SCHW
$181B
| $278K | ﹤0.01% |
6,500
-67,500
| -91% | -$3.05M |
|
1248
Enbridge
ENB
$106B
| $277K | ﹤0.01% |
+7,626
| New | +$275K |
|
1249
LyondellBasell Industries
LYB
$20.2B
| $277K | ﹤0.01% |
3,297
-2,056
| -38% | -$178K |
|
1250
Invesco BuyBack Achievers ETF
PKW
$1.75B
| $277K | ﹤0.01% |
4,650
-3,071
| -40% | -$177K |
|
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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.