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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 | |
|---|---|---|---|---|---|---|
1501
CALL
JetBlue
JBLU
$1.68B
| $173K | ﹤0.01% |
10,600
-20,600
| -66% | -$353K |
|
1502
Virgin Galactic
SPCE
$471M
| $173K | ﹤0.01% |
+849
| New | +$171K |
|
1503
Cleveland-Cliffs
CLF
$7.28B
| $172K | ﹤0.01% |
17,217
+3,594
| +26% | +$36K |
|
|
ETV
1504
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
ETV
$1.77B
| $171K | ﹤0.01% |
11,372
-789
| -6% | -$11.6K |
|
1505
PUT
Hewlett Packard
HPE
$81B
| $171K | ﹤0.01% |
+11,100
| New | +$171K |
|
|
GG
1506
DELISTED
Goldcorp Inc
GG
| $170K | ﹤0.01% |
14,880
-74,296
| -83% | -$798K |
|
1507
Sunstone Hotel Investors
SHO
$2.05B
| $168K | ﹤0.01% |
+11,687
| New | +$168K |
|
1508
Invesco Senior Income Trust
VVR
$445M
| $165K | ﹤0.01% |
+39,374
| New | +$162K |
|
1509
CALL
MBIA
MBI
$231M
| $164K | ﹤0.01% |
17,200
-5,300
| -24% | -$52K |
|
|
EVV
1510
Eaton Vance Limited Duration Income Fund
EVV
$1.01B
| $163K | ﹤0.01% |
+12,901
| New | +$161K |
|
1511
Liberty All-Star Equity Fund
USA
$1.81B
| $162K | ﹤0.01% |
26,467
+7,669
| +41% | +$45.3K |
|
1512
Invesco Mortgage Capital
IVR
$713M
| $161K | ﹤0.01% |
+1,021
| New | +$162K |
|
1513
Ovintiv
OVV
$17.4B
| $160K | ﹤0.01% |
+4,429
| New | +$152K |
|
1514
PUT
Range Resources
RRC
$9.14B
| $160K | ﹤0.01% |
14,200
-49,300
| -78% | -$535K |
|
1515
PUT
SSR Mining
SSRM
$7.37B
| $158K | ﹤0.01% |
+12,500
| New | +$165K |
|
1516
Pitney Bowes
PBI
$2.37B
| $156K | ﹤0.01% |
22,673
+9,501
| +72% | +$65.7K |
|
|
ZNGA
1517
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $154K | ﹤0.01% |
28,900
-18,100
| -39% | -$87K |
|
1518
IAMGOLD
IAG
$11.5B
| $152K | ﹤0.01% |
+43,780
| New | +$153K |
|
1519
CALL
Annaly Capital Management
NLY
$16.1B
| $151K | ﹤0.01% |
+3,775
| New | +$154K |
|
1520
America Movil
AMX
$68.9B
| $150K | ﹤0.01% |
10,514
-2,812
| -21% | -$42.4K |
|
1521
Oaktree Specialty Lending
OCSL
$1.11B
| $150K | ﹤0.01% |
9,665
+1,809
| +23% | +$27K |
|
|
SWN
1522
DELISTED
Southwestern Energy Company
SWN
| $150K | ﹤0.01% |
32,056
+15,423
| +93% | +$66.6K |
|
|
TGP
1523
CALL
DELISTED
Teekay LNG Partners L.P.
TGP
| $150K | ﹤0.01% |
+10,000
| New | +$136K |
|
|
FIT
1524
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $148K | ﹤0.01% |
24,974
+10,575
| +73% | +$64.2K |
|
|
VTLE
1525
DELISTED
Vital Energy
VTLE
| $145K | ﹤0.01% |
+2,341
| New | +$167K |
|
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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.