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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 | |
|---|---|---|---|---|---|---|
1301
Ferrari
RACE
$72.7B
| $254K | ﹤0.01% |
+1,897
| New | +$232K |
|
1302
J.M. Smucker
SJM
$13.2B
| $254K | ﹤0.01% |
+2,176
| New | +$227K |
|
1303
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.16B
| $253K | ﹤0.01% |
4,881
-5,202
| -52% | -$265K |
|
1304
CALL
Textron
TXT
$13.9B
| $253K | ﹤0.01% |
5,000
-1,200
| -19% | -$61.9K |
|
1305
PUT
C.H. Robinson
CHRW
$18B
| $252K | ﹤0.01% |
+2,900
| New | +$255K |
|
|
S
1306
DELISTED
Sprint Corporation
S
| $252K | ﹤0.01% |
44,597
+18,655
| +72% | +$116K |
|
1307
PUT
NextEra Energy
NEE
$170B
| $251K | ﹤0.01% |
+5,200
| New | +$238K |
|
|
FLG
1308
Flagstar Bank National Association
FLG
$5.26B
| $250K | ﹤0.01% |
7,206
-7,080
| -50% | -$244K |
|
|
FTCH
1309
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $250K | ﹤0.01% |
+9,300
| New | +$208K |
|
|
BNY
1310
Bank of New York Mellon
BNY
$104B
| $249K | ﹤0.01% |
4,931
-14,875
| -75% | -$767K |
|
|
RDS.A
1311
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $249K | ﹤0.01% |
+3,973
| New | +$246K |
|
1312
PUT
First Solar
FSLR
$21.6B
| $248K | ﹤0.01% |
+4,700
| New | +$237K |
|
1313
iShares US Healthcare Providers ETF
IHF
$1.31B
| $248K | ﹤0.01% |
7,375
-56,065
| -88% | -$1.95M |
|
1314
Morgan Stanley
MS
$320B
| $248K | ﹤0.01% |
5,866
-25,696
| -81% | -$1.08M |
|
1315
Ball Corp
BALL
$16.1B
| $247K | ﹤0.01% |
4,267
-3,286
| -44% | -$175K |
|
|
BXMX
1316
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
| $247K | ﹤0.01% |
18,697
+6,734
| +56% | +$87.1K |
|
1317
CALL
Charles River Laboratories
CRL
$13.4B
| $247K | ﹤0.01% |
+1,700
| New | +$223K |
|
1318
Five Below
FIVE
$13B
| $247K | ﹤0.01% |
+1,989
| New | +$241K |
|
1319
CALL
Goodyear
GT
$1.48B
| $247K | ﹤0.01% |
13,600
-2,000
| -13% | -$38.9K |
|
1320
ProShares UltraPro Short Dow 30
SDOW
$176M
| $247K | ﹤0.01% |
+283
| New | +$275K |
|
|
FAX
1321
abrdn Asia-Pacific Income Fund
FAX
$575M
| $246K | ﹤0.01% |
+9,684
| New | +$241K |
|
1322
Groupon
GRPN
$765M
| $246K | ﹤0.01% |
3,466
+1,678
| +94% | +$118K |
|
1323
CALL
Southern Copper
SCCO
$166B
| $246K | ﹤0.01% |
+6,768
| New | +$214K |
|
1324
Synchrony
SYF
$24.2B
| $246K | ﹤0.01% |
7,723
-5,206
| -40% | -$157K |
|
1325
American Homes 4 Rent
AMH
$11.3B
| $245K | ﹤0.01% |
+10,784
| New | +$236K |
|
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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.