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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 | |
|---|---|---|---|---|---|---|
1226
PUT
Lear
LEA
$7.33B
| $285K | ﹤0.01% |
+2,100
| New | +$308K |
|
1227
MGM Resorts International
MGM
$11.7B
| $285K | ﹤0.01% |
11,089
-1,734
| -14% | -$47.6K |
|
1228
McEwen Inc
MUX
$1.06B
| $285K | ﹤0.01% |
18,985
+6,333
| +50% | +$112K |
|
1229
U-Haul Holding Co
UHAL
$13.9B
| $285K | ﹤0.01% |
7,660
-4,850
| -39% | -$176K |
|
1230
CALL
Urban Outfitters
URBN
$6.49B
| $285K | ﹤0.01% |
+9,600
| New | +$296K |
|
1231
PUT
CSX Corp
CSX
$93B
| $284K | ﹤0.01% |
11,400
-18,300
| -62% | -$424K |
|
1232
Howmet Aerospace
HWM
$111B
| $283K | ﹤0.01% |
19,312
+2,407
| +14% | +$34.5K |
|
1233
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
| $282K | ﹤0.01% |
+5,580
| New | +$278K |
|
1234
PUT
Enterprise Products Partners
EPD
$82.5B
| $282K | ﹤0.01% |
9,700
-58,400
| -86% | -$1.63M |
|
|
SA
1235
Seabridge Gold
SA
$2.89B
| $282K | ﹤0.01% |
+22,799
| New | +$311K |
|
1236
Sumitomo Mitsui Financial
SMFG
$164B
| $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
$273M
| $281K | ﹤0.01% |
7,143
-2,504
| -26% | -$95.5K |
|
1239
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$158M
| $281K | ﹤0.01% |
+150
| New | +$331K |
|
1240
Wynn Resorts
WYNN
$10.5B
| $281K | ﹤0.01% |
+2,352
| New | +$281K |
|
1241
CALL
Bread Financial
BFH
$4.47B
| $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
$335M
| $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
$19.8B
| $279K | ﹤0.01% |
+3,000
| New | +$242K |
|
|
MITT
1246
TPG Mortgage Investment Trust
MITT
$225M
| $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
$121B
| $277K | ﹤0.01% |
+7,626
| New | +$275K |
|
1249
LyondellBasell Industries
LYB
$19.5B
| $277K | ﹤0.01% |
3,297
-2,056
| -38% | -$178K |
|
1250
Invesco BuyBack Achievers ETF
PKW
$1.72B
| $277K | ﹤0.01% |
4,650
-3,071
| -40% | -$177K |
|
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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.