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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 | |
|---|---|---|---|---|---|---|
1451
Ventas
VTR
$47.5B
| $210K | ﹤0.01% |
3,294
-5,479
| -62% | -$342K |
|
1452
iShares US Energy ETF
IYE
$1.72B
| $209K | ﹤0.01% |
+5,806
| New | +$203K |
|
1453
AdvisorShares Insider Advantage ETF
SURE
$56.5M
| $209K | ﹤0.01% |
+3,184
| New | +$203K |
|
1454
Advance Auto Parts
AAP
$3.53B
| $208K | ﹤0.01% |
+1,222
| New | +$197K |
|
|
FITB
1455
Fifth Third Bancorp
FITB
$51.3B
| $208K | ﹤0.01% |
8,257
-23,740
| -74% | -$632K |
|
1456
NNN REIT
NNN
$9.29B
| $208K | ﹤0.01% |
+3,763
| New | +$195K |
|
1457
CALL
Williams-Sonoma
WSM
$27.5B
| $208K | ﹤0.01% |
7,400
-18,000
| -71% | -$497K |
|
1458
BCE
BCE
$20.8B
| $207K | ﹤0.01% |
+4,664
| New | +$201K |
|
1459
CALL
New Oriental
EDU
$9.32B
| $207K | ﹤0.01% |
+2,300
| New | +$173K |
|
1460
CALL
FTI Consulting
FCN
$5.14B
| $207K | ﹤0.01% |
+2,700
| New | +$191K |
|
1461
Nuveen Mortgage and Income Fund
JLS
$94.6M
| $207K | ﹤0.01% |
+8,908
| New | +$204K |
|
|
WCC
1462
CALL
WESCO International
WCC
$15.1B
| $207K | ﹤0.01% |
3,900
-1,500
| -28% | -$79.3K |
|
1463
Zebra Technologies
ZBRA
$13.5B
| $207K | ﹤0.01% |
+990
| New | +$186K |
|
1464
PUT
Alcoa
AA
$11.3B
| $206K | ﹤0.01% |
7,300
-6,100
| -46% | -$174K |
|
1465
PUT
AstraZeneca
AZN
$269B
| $206K | ﹤0.01% |
2,550
-8,200
| -76% | -$646K |
|
1466
JPMorgan BetaBuilders Europe ETF
BBEU
$9.17B
| $206K | ﹤0.01% |
+4,368
| New | +$200K |
|
1467
PUT
Brunswick
BC
$5.23B
| $206K | ﹤0.01% |
+4,100
| New | +$207K |
|
1468
Littelfuse
LFUS
$10.4B
| $206K | ﹤0.01% |
+1,131
| New | +$209K |
|
1469
PUT
Annaly Capital Management
NLY
$17.3B
| $206K | ﹤0.01% |
5,150
+1,925
| +60% | +$78.6K |
|
1470
PUT
Royal Caribbean
RCL
$86.5B
| $206K | ﹤0.01% |
1,800
-6,700
| -79% | -$762K |
|
1471
State Street Multi-Asset Real Return ETF
RLY
$1.26B
| $206K | ﹤0.01% |
+8,212
| New | +$202K |
|
1472
AngloGold Ashanti
AU
$39.4B
| $205K | ﹤0.01% |
+15,673
| New | +$211K |
|
1473
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
| $205K | ﹤0.01% |
+7,361
| New | +$204K |
|
1474
HF Sinclair
DINO
$16.2B
| $205K | ﹤0.01% |
4,158
-363
| -8% | -$19.3K |
|
1475
PPG Industries
PPG
$24.9B
| $205K | ﹤0.01% |
1,816
-4,213
| -70% | -$451K |
|
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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.