We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1201
Apple
AAPL
$4.9T
| $296K | ﹤0.01% |
6,224
-9,616
| -61% | -$408K |
|
1202
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.23B
| $296K | ﹤0.01% |
5,862
+666
| +13% | +$33.2K |
|
1203
CALL
Ciena
CIEN
$52.7B
| $295K | ﹤0.01% |
7,900
-5,900
| -43% | -$229K |
|
1204
CALL
EOG Resources
EOG
$77.5B
| $295K | ﹤0.01% |
3,100
-9,800
| -76% | -$934K |
|
1205
NewMarket
NEU
$7.97B
| $295K | ﹤0.01% |
680
-483
| -42% | -$204K |
|
1206
iShares North American Natural Resources ETF
IGE
$741M
| $294K | ﹤0.01% |
9,382
+936
| +11% | +$28.6K |
|
|
JNPR
1207
CALL
DELISTED
Juniper Networks
JNPR
| $294K | ﹤0.01% |
11,100
-21,800
| -66% | -$587K |
|
1208
Progress Software
PRGS
$1.65B
| $294K | ﹤0.01% |
+6,637
| New | +$243K |
|
|
WBIH
1209
DELISTED
WBI BullBear Global High Income ETF
WBIH
| $294K | ﹤0.01% |
+13,105
| New | +$292K |
|
1210
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
| $292K | ﹤0.01% |
18,381
+1,632
| +10% | +$25.5K |
|
1211
iShares MSCI United Kingdom ETF
EWU
$4.17B
| $292K | ﹤0.01% |
+8,847
| New | +$282K |
|
1212
PUT
Cracker Barrel
CBRL
$1.28B
| $291K | ﹤0.01% |
+1,800
| New | +$296K |
|
1213
Lockheed Martin
LMT
$132B
| $291K | ﹤0.01% |
+970
| New | +$284K |
|
|
CLR
1214
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $291K | ﹤0.01% |
6,500
-6,500
| -50% | -$291K |
|
1215
iShares Gold Trust
IAU
$63.8B
| $290K | ﹤0.01% |
11,719
-4,196
| -26% | -$105K |
|
1216
PUT
Northern Trust
NTRS
$22.4B
| $289K | ﹤0.01% |
3,200
-700
| -18% | -$63.1K |
|
1217
CALL
Workday
WDAY
$39B
| $289K | ﹤0.01% |
1,500
-5,500
| -79% | -$1M |
|
1218
Cable One
CABO
$224M
| $288K | ﹤0.01% |
+293
| New | +$266K |
|
1219
Nexstar Media Group
NXST
$5.88B
| $288K | ﹤0.01% |
+2,662
| New | +$246K |
|
|
NEWR
1220
DELISTED
New Relic, Inc.
NEWR
| $288K | ﹤0.01% |
+2,916
| New | +$289K |
|
|
PBCT
1221
DELISTED
People's United Financial Inc
PBCT
| $288K | ﹤0.01% |
17,494
+4,751
| +37% | +$79.1K |
|
1222
Vail Resorts
MTN
$5.45B
| $287K | ﹤0.01% |
1,323
-523
| -28% | -$107K |
|
1223
PUT
Nutanix
NTNX
$16B
| $287K | ﹤0.01% |
+7,600
| New | +$348K |
|
1224
CALL
Trinity Industries
TRN
$2.73B
| $287K | ﹤0.01% |
+13,200
| New | +$302K |
|
1225
PUT
Corning
GLW
$116B
| $285K | ﹤0.01% |
8,600
-24,100
| -74% | -$791K |
|
Similar funds
AWP
BCM
OAM
NOCM
TIM
QIM
RB
OMG
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.