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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 | |
|---|---|---|---|---|---|---|
1426
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
| $217K | ﹤0.01% |
2,400
-32,800
| -93% | -$2.79M |
|
1427
Anfield Universal Fixed Income ETF
AFIF
$227M
| $216K | ﹤0.01% |
+21,663
| New | +$216K |
|
1428
Ambarella
AMBA
$3.04B
| $216K | ﹤0.01% |
4,990
-2,712
| -35% | -$107K |
|
|
EB
1429
DELISTED
Eventbrite
EB
| $216K | ﹤0.01% |
+11,262
| New | +$318K |
|
1430
Gentex
GNTX
$5.1B
| $216K | ﹤0.01% |
+10,442
| New | +$218K |
|
1431
LKQ Corp
LKQ
$6.72B
| $215K | ﹤0.01% |
7,584
-2,393
| -24% | -$64.4K |
|
1432
CALL
Okta
OKTA
$23.8B
| $215K | ﹤0.01% |
+2,600
| New | +$206K |
|
1433
Target
TGT
$66.3B
| $215K | ﹤0.01% |
2,677
-12,264
| -82% | -$896K |
|
1434
PUT
Yeti Holdings
YETI
$3.87B
| $215K | ﹤0.01% |
+7,100
| New | +$155K |
|
1435
CALL
Alarm.com
ALRM
$2.75B
| $214K | ﹤0.01% |
+3,300
| New | +$200K |
|
1436
Celanese
CE
$4.82B
| $214K | ﹤0.01% |
2,174
-1,507
| -41% | -$148K |
|
1437
PUT
Albemarle
ALB
$13.4B
| $213K | ﹤0.01% |
2,600
-6,500
| -71% | -$531K |
|
1438
Teledyne Technologies
TDY
$29.2B
| $213K | ﹤0.01% |
+900
| New | +$204K |
|
|
NSTG
1439
DELISTED
NanoString Technologies, Inc.
NSTG
| $213K | ﹤0.01% |
+8,921
| New | +$205K |
|
1440
Bristol-Myers Squibb
BMY
$129B
| $212K | ﹤0.01% |
+4,444
| New | +$221K |
|
1441
FIVE9
FIVN
$2.08B
| $212K | ﹤0.01% |
+4,006
| New | +$204K |
|
|
WPS
1442
DELISTED
iShares International Developed Property ETF
WPS
| $212K | ﹤0.01% |
+5,463
| New | +$204K |
|
|
WLL
1443
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $212K | ﹤0.01% |
108
-216
| -67% | -$435K |
|
1444
CALL
Eagle Materials
EXP
$6.49B
| $211K | ﹤0.01% |
2,500
-5,800
| -70% | -$419K |
|
1445
Freeport-McMoran
FCX
$86.2B
| $211K | ﹤0.01% |
16,369
-32,974
| -67% | -$399K |
|
|
XYZ
1446
Block Inc
XYZ
$48.9B
| $211K | ﹤0.01% |
2,822
-2,206
| -44% | -$160K |
|
|
ZNGA
1447
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $211K | ﹤0.01% |
39,500
-14,800
| -27% | -$71.1K |
|
1448
PUT
CVR Energy
CVI
$3.48B
| $210K | ﹤0.01% |
5,100
-5,900
| -54% | -$235K |
|
1449
Jacobs Solutions
J
$16B
| $210K | ﹤0.01% |
3,373
-1,250
| -27% | -$70.4K |
|
1450
CALL
Lazard
LAZ
$3.96B
| $210K | ﹤0.01% |
+5,800
| New | +$218K |
|
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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.