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 | |
|---|---|---|---|---|---|---|
576
CALL
KB Home
KBH
$3.5B
| $952K | 0.01% |
39,400
+18,900
| +92% | +$419K |
|
577
PUT
Travelers Companies
TRV
$81.1B
| $946K | 0.01% |
6,900
+2,200
| +47% | +$281K |
|
578
CALL
Dollar General
DG
$28.4B
| $942K | 0.01% |
7,900
-3,400
| -30% | -$396K |
|
579
Vanguard S&P 500 ETF
VOO
$956B
| $938K | 0.01% |
+3,613
| New | +$902K |
|
|
MRO
580
PUT
DELISTED
Marathon Oil Corporation
MRO
| $937K | 0.01% |
56,100
-2,000
| -3% | -$32.7K |
|
|
APC
581
CALL
DELISTED
Anadarko Petroleum
APC
| $932K | 0.01% |
20,500
-48,200
| -70% | -$2.19M |
|
582
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $930K | 0.01% |
+9,156
| New | +$927K |
|
583
PUT
Fidelity National Information Services
FIS
$24.2B
| $927K | 0.01% |
8,200
+300
| +4% | +$32K |
|
584
Electronic Arts
EA
$52.4B
| $922K | 0.01% |
9,069
-2,288
| -20% | -$217K |
|
585
CALL
Devon Energy
DVN
$51.3B
| $918K | 0.01% |
29,100
-85,800
| -75% | -$2.4M |
|
586
Baidu
BIDU
$35.7B
| $916K | 0.01% |
5,555
-6,384
| -53% | -$1.07M |
|
587
CALL
Agnico Eagle Mines
AEM
$72.2B
| $914K | 0.01% |
21,000
+2,900
| +16% | +$123K |
|
588
CALL
Arista Networks
ANET
$199B
| $912K | 0.01% |
+46,400
| New | +$736K |
|
589
PUT
Kinder Morgan
KMI
$70.9B
| $906K | 0.01% |
+45,300
| New | +$846K |
|
590
CALL
Moody's
MCO
$83.7B
| $905K | 0.01% |
5,000
-4,900
| -49% | -$805K |
|
591
Invesco Senior Loan ETF
BKLN
$6.96B
| $904K | 0.01% |
39,941
-99,124
| -71% | -$2.24M |
|
592
CALL
Casey's General Stores
CASY
$32.1B
| $901K | 0.01% |
+7,000
| New | +$916K |
|
|
AMED
593
CALL
DELISTED
Amedisys
AMED
| $900K | 0.01% |
+7,300
| New | +$916K |
|
|
BNY
594
PUT
Bank of New York Mellon
BNY
$103B
| $898K | 0.01% |
17,800
-34,700
| -66% | -$1.79M |
|
595
CALL
Baker Hughes
BKR
$58.3B
| $895K | 0.01% |
32,300
-5,600
| -15% | -$142K |
|
|
SCHR
596
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
| $894K | 0.01% |
+33,248
| New | +$882K |
|
|
SCHW
597
Charles Schwab
SCHW
$182B
| $894K | 0.01% |
20,911
+15,867
| +315% | +$716K |
|
598
D.R. Horton
DHI
$41.2B
| $892K | 0.01% |
+21,545
| New | +$844K |
|
599
PUT
Starbucks
SBUX
$119B
| $892K | 0.01% |
12,000
-50,700
| -81% | -$3.48M |
|
600
CALL
Western Digital
WDC
$159B
| $884K | 0.01% |
24,343
| – | – |
|
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.