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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
+12.14%
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
$11.2B
AUM Growth
+$2.97B
(+36%)
Cap. Flow
+$1.8B
Cap. Flow
% of AUM
16.13%
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 | Financials | 0.39% |
| 2 | Consumer Discretionary | 0.24% |
| 3 | Technology | 0.18% |
| 4 | Communication Services | 0.17% |
| 5 | Healthcare | 0.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1301
Ferrari
RACE
$67.8B
| $254K | ﹤0.01% |
+1,897
| New | +$232K |
|
1302
J.M. Smucker
SJM
$13.5B
| $254K | ﹤0.01% |
+2,176
| New | +$227K |
|
1303
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.15B
| $253K | ﹤0.01% |
4,881
-5,202
| -52% | -$265K |
|
1304
CALL
Textron
TXT
$14.7B
| $253K | ﹤0.01% |
5,000
-1,200
| -19% | -$61.9K |
|
1305
PUT
C.H. Robinson
CHRW
$20.5B
| $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
$185B
| $251K | ﹤0.01% |
+5,200
| New | +$238K |
|
|
FLG
1308
Flagstar Bank National Association
FLG
$5.87B
| $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
$103B
| $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
$21.4B
| $248K | ﹤0.01% |
+4,700
| New | +$237K |
|
1313
iShares US Healthcare Providers ETF
IHF
$1.22B
| $248K | ﹤0.01% |
7,375
-56,065
| -88% | -$1.95M |
|
1314
Morgan Stanley
MS
$319B
| $248K | ﹤0.01% |
5,866
-25,696
| -81% | -$1.08M |
|
1315
Ball Corp
BALL
$17.5B
| $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
$11.3B
| $247K | ﹤0.01% |
+1,700
| New | +$223K |
|
1318
Five Below
FIVE
$11.6B
| $247K | ﹤0.01% |
+1,989
| New | +$241K |
|
1319
CALL
Goodyear
GT
$2.09B
| $247K | ﹤0.01% |
13,600
-2,000
| -13% | -$38.9K |
|
1320
ProShares UltraPro Short Dow 30
SDOW
$170M
| $247K | ﹤0.01% |
+283
| New | +$275K |
|
|
FAX
1321
abrdn Asia-Pacific Income Fund
FAX
$592M
| $246K | ﹤0.01% |
+9,684
| New | +$241K |
|
1322
Groupon
GRPN
$1.03B
| $246K | ﹤0.01% |
3,466
+1,678
| +94% | +$118K |
|
1323
CALL
Southern Copper
SCCO
$138B
| $246K | ﹤0.01% |
+6,688
| New | +$214K |
|
1324
Synchrony
SYF
$24.4B
| $246K | ﹤0.01% |
7,723
-5,206
| -40% | -$157K |
|
1325
American Homes 4 Rent
AMH
$12.1B
| $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 deployed $1.8B of net new capital in Q1 2019, opening 634 new positions and adding to 459 existing holdings. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M.
By sector, the portfolio is most concentrated in Financials at 0.39% of assets, down from 0.72% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $24M trimmed.
- 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.