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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 | |
|---|---|---|---|---|---|---|
1376
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
| $232K | ﹤0.01% |
+8,123
| New | +$228K |
|
1377
Waters Corp
WAT
$37.3B
| $232K | ﹤0.01% |
920
-592
| -39% | -$135K |
|
1378
State Street SPDR S&P Retail ETF
XRT
$457M
| $232K | ﹤0.01% |
+5,146
| New | +$229K |
|
|
BIG
1379
CALL
DELISTED
Big Lots, Inc.
BIG
| $232K | ﹤0.01% |
6,100
-14,200
| -70% | -$463K |
|
1380
Dollar General
DG
$28.4B
| $231K | ﹤0.01% |
1,933
-10,632
| -85% | -$1.24M |
|
1381
PUT
AMC Entertainment Holdings
AMC
$2.45B
| $230K | ﹤0.01% |
+1,550
| New | +$221K |
|
1382
Gen Digital
GEN
$16.5B
| $229K | ﹤0.01% |
9,959
-4,994
| -33% | -$109K |
|
1383
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$560M
| $228K | ﹤0.01% |
7,757
-6,584
| -46% | -$185K |
|
1384
Waste Management
WM
$95B
| $228K | ﹤0.01% |
+2,199
| New | +$215K |
|
1385
CALL
Paycom
PAYC
$7.88B
| $227K | ﹤0.01% |
+1,200
| New | +$195K |
|
1386
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.23B
| $227K | ﹤0.01% |
8,828
-20,294
| -70% | -$511K |
|
1387
Southern Copper
SCCO
$138B
| $227K | ﹤0.01% |
6,181
-16,872
| -73% | -$539K |
|
|
1388
PUT
Waters Corp
WAT
$37.3B
| $227K | ﹤0.01% |
900
-3,700
| -80% | -$843K |
|
1389
iShares MSCI Japan ETF
EWJ
$21.2B
| $226K | ﹤0.01% |
4,134
-65,792
| -94% | -$3.54M |
|
1390
Fidelity National Information Services
FIS
$24.2B
| $226K | ﹤0.01% |
1,996
-6,582
| -77% | -$702K |
|
1391
Palo Alto Networks
PANW
$256B
| $226K | ﹤0.01% |
5,592
-35,904
| -87% | -$1.33M |
|
1392
iShares MSCI Switzerland ETF
EWL
$2.17B
| $225K | ﹤0.01% |
+6,372
| New | +$216K |
|
1393
CALL
Fastenal
FAST
$54.8B
| $225K | ﹤0.01% |
14,000
-133,200
| -90% | -$2M |
|
|
GRMN
1394
PUT
Garmin
GRMN
$56.9B
| $225K | ﹤0.01% |
2,600
-7,800
| -75% | -$587K |
|
1395
iShares Core MSCI Emerging Markets ETF
IEMG
$144B
| $225K | ﹤0.01% |
+4,344
| New | +$220K |
|
1396
Cisco
CSCO
$443B
| $224K | ﹤0.01% |
4,145
-14,026
| -77% | -$681K |
|
1397
iShares Latin America 40 ETF
ILF
$3.73B
| $223K | ﹤0.01% |
+6,715
| New | +$229K |
|
1398
MBIA
MBI
$275M
| $223K | ﹤0.01% |
+23,417
| New | +$230K |
|
1399
TJX Companies
TJX
$179B
| $223K | ﹤0.01% |
4,199
-12,035
| -74% | -$600K |
|
1400
Walmart Inc
WMT
$909B
| $223K | ﹤0.01% |
6,873
-18,168
| -73% | -$589K |
|
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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.