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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 | |
|---|---|---|---|---|---|---|
1501
CALL
JetBlue
JBLU
$2.16B
| $173K | ﹤0.01% |
10,600
-20,600
| -66% | -$353K |
|
1502
Virgin Galactic
SPCE
$315M
| $173K | ﹤0.01% |
+849
| New | +$171K |
|
1503
Cleveland-Cliffs
CLF
$6.49B
| $172K | ﹤0.01% |
17,217
+3,594
| +26% | +$36K |
|
|
ETV
1504
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
ETV
$1.66B
| $171K | ﹤0.01% |
11,372
-789
| -6% | -$11.6K |
|
1505
PUT
Hewlett Packard
HPE
$58.8B
| $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
$2.19B
| $168K | ﹤0.01% |
+11,687
| New | +$168K |
|
1508
Invesco Senior Income Trust
VVR
$456M
| $165K | ﹤0.01% |
+39,374
| New | +$162K |
|
1509
CALL
MBIA
MBI
$275M
| $164K | ﹤0.01% |
17,200
-5,300
| -24% | -$52K |
|
|
EVV
1510
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
| $163K | ﹤0.01% |
+12,901
| New | +$161K |
|
1511
Liberty All-Star Equity Fund
USA
$1.78B
| $162K | ﹤0.01% |
26,467
+7,669
| +41% | +$45.3K |
|
1512
Invesco Mortgage Capital
IVR
$759M
| $161K | ﹤0.01% |
+1,021
| New | +$162K |
|
1513
Ovintiv
OVV
$17B
| $160K | ﹤0.01% |
+4,429
| New | +$152K |
|
1514
PUT
Range Resources
RRC
$9.33B
| $160K | ﹤0.01% |
14,200
-49,300
| -78% | -$535K |
|
1515
PUT
SSR Mining
SSRM
$5.19B
| $158K | ﹤0.01% |
+12,500
| New | +$165K |
|
1516
Pitney Bowes
PBI
$2.39B
| $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
$8.05B
| $152K | ﹤0.01% |
+43,780
| New | +$153K |
|
1519
CALL
Annaly Capital Management
NLY
$17.3B
| $151K | ﹤0.01% |
+3,775
| New | +$154K |
|
1520
America Movil
AMX
$74.6B
| $150K | ﹤0.01% |
10,514
-2,812
| -21% | -$42.4K |
|
1521
Oaktree Specialty Lending
OCSL
$1.05B
| $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 |
|
Similar funds
AWP
BCM
OAM
NOCM
TIM
QIM
SLT
RB
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.