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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 | |
|---|---|---|---|---|---|---|
|
K
701
CALL
DELISTED
Kellanova
K
| $723K | 0.01% |
13,419
+6,177
| +85% | +$330K |
|
702
PUT
Kohl's
KSS
$2.16B
| $722K | 0.01% |
10,500
-2,500
| -19% | -$170K |
|
|
TIF
703
DELISTED
Tiffany & Co.
TIF
| $722K | 0.01% |
+6,841
| New | +$628K |
|
704
CALL
PG&E
PCG
$39B
| $721K | 0.01% |
+40,500
| New | +$654K |
|
705
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $720K | 0.01% |
+27,333
| New | +$671K |
|
706
CALL
Iron Mountain
IRM
$35.9B
| $720K | 0.01% |
+20,300
| New | +$717K |
|
707
CALL
AutoZone
AZO
$51.3B
| $717K | 0.01% |
700
-1,100
| -61% | -$987K |
|
708
Verizon
VZ
$197B
| $717K | 0.01% |
+12,121
| New | +$686K |
|
709
CALL
Owens Corning
OC
$11B
| $716K | 0.01% |
15,200
+4,000
| +36% | +$196K |
|
710
Constellation Brands
STZ
$22.5B
| $713K | 0.01% |
4,067
+459
| +13% | +$77.3K |
|
711
CALL
Trade Desk
TTD
$8.97B
| $713K | 0.01% |
+36,000
| New | +$590K |
|
712
CALL
Ball Corp
BALL
$17.5B
| $712K | 0.01% |
12,300
+800
| +7% | +$42.6K |
|
713
CALL
Televisa
TV
$1.49B
| $712K | 0.01% |
+64,400
| New | +$765K |
|
|
SIVB
714
CALL
DELISTED
SVB Financial Group
SIVB
| $712K | 0.01% |
+3,200
| New | +$745K |
|
715
Best Buy
BBY
$19B
| $711K | 0.01% |
+10,007
| New | +$624K |
|
716
PUT
State Street
STT
$48.4B
| $711K | 0.01% |
+10,800
| New | +$749K |
|
|
EXAS
717
CALL
DELISTED
Exact Sciences
EXAS
| $710K | 0.01% |
8,200
-4,200
| -34% | -$357K |
|
718
CALL
Match Group
MTCH
$9.19B
| $708K | 0.01% |
+12,500
| New | +$661K |
|
719
Oracle
ORCL
$339B
| $707K | 0.01% |
13,166
-3,609
| -22% | -$184K |
|
720
PUT
Paychex
PAYX
$43.4B
| $706K | 0.01% |
8,800
-4,300
| -33% | -$317K |
|
721
PUT
AB InBev
BUD
$164B
| $705K | 0.01% |
8,400
-6,700
| -44% | -$515K |
|
|
SWN
722
CALL
DELISTED
Southwestern Energy Company
SWN
| $702K | 0.01% |
149,600
+129,300
| +637% | +$559K |
|
723
CALL
Vornado Realty Trust
VNO
$7.65B
| $701K | 0.01% |
+10,400
| New | +$698K |
|
724
PUT
NetEase
NTES
$83B
| $700K | 0.01% |
14,500
-22,500
| -61% | -$1.07M |
|
|
DNKN
725
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $698K | 0.01% |
+9,300
| New | +$651K |
|
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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.