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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 | |
|---|---|---|---|---|---|---|
1101
SAP
SAP
$209B
| $342K | ﹤0.01% |
2,960
-7,198
| -71% | -$766K |
|
1102
CALL
Dentsply Sirona
XRAY
$2.75B
| $342K | ﹤0.01% |
+6,900
| New | +$304K |
|
1103
Goodyear
GT
$2.04B
| $341K | ﹤0.01% |
+18,805
| New | +$366K |
|
1104
DuPont de Nemours
DD
$18.7B
| $340K | ﹤0.01% |
2,519
-5,190
| -67% | -$720K |
|
1105
PUT
HF Sinclair
DINO
$16.7B
| $340K | ﹤0.01% |
+6,900
| New | +$367K |
|
1106
PUT
United Therapeutics
UTHR
$26.2B
| $340K | ﹤0.01% |
+2,900
| New | +$338K |
|
|
HOLX
1107
DELISTED
Hologic
HOLX
| $339K | ﹤0.01% |
+7,003
| New | +$316K |
|
1108
CALL
Avis
CAR
$5.37B
| $338K | ﹤0.01% |
9,700
-3,500
| -27% | -$105K |
|
1109
Coca-Cola
KO
$381B
| $338K | ﹤0.01% |
+7,207
| New | +$337K |
|
1110
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
| $337K | ﹤0.01% |
3,378
+660
| +24% | +$65.2K |
|
1111
PUT
Zions Bancorporation
ZION
$10.1B
| $336K | ﹤0.01% |
7,400
-300
| -4% | -$14.3K |
|
1112
CALL
Cameco
CCJ
$38.4B
| $335K | ﹤0.01% |
+28,400
| New | +$341K |
|
1113
CALL
Celanese
CE
$4.91B
| $335K | ﹤0.01% |
+3,400
| New | +$334K |
|
|
CELG
1114
DELISTED
Celgene Corp
CELG
| $334K | ﹤0.01% |
+3,545
| New | +$310K |
|
1115
NextEra Energy
NEE
$183B
| $333K | ﹤0.01% |
6,888
-12,300
| -64% | -$562K |
|
1116
CALL
Royal Caribbean
RCL
$86.1B
| $332K | ﹤0.01% |
2,900
-1,200
| -29% | -$136K |
|
1117
Sherwin-Williams
SHW
$83.7B
| $332K | ﹤0.01% |
2,310
-1,605
| -41% | -$223K |
|
1118
PUT
Televisa
TV
$1.52B
| $332K | ﹤0.01% |
+30,000
| New | +$356K |
|
1119
PUT
Valero Energy
VLO
$92.6B
| $331K | ﹤0.01% |
3,900
-5,800
| -60% | -$479K |
|
1120
PUT
Boston Scientific
BSX
$68.4B
| $330K | ﹤0.01% |
+8,600
| New | +$328K |
|
1121
PUT
Dominion Energy
D
$61.3B
| $330K | ﹤0.01% |
+4,300
| New | +$314K |
|
1122
PUT
Check Point Software Technologies
CHKP
$13.1B
| $329K | ﹤0.01% |
2,600
+500
| +24% | +$58.1K |
|
1123
JetBlue
JBLU
$2.29B
| $329K | ﹤0.01% |
20,088
-4,135
| -17% | -$70.8K |
|
1124
Pinnacle West Capital
PNW
$12.3B
| $329K | ﹤0.01% |
3,446
+997
| +41% | +$90K |
|
1125
Vulcan Materials
VMC
$35.2B
| $329K | ﹤0.01% |
+2,776
| New | +$300K |
|
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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.