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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
Cap. Flow
+$1.8B
Cap. Flow %
16.13%
Top 10 Hldgs %
63.2%
Holding
2,721
New
634
Increased
459
Reduced
654
Closed
956

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$34.6M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$8.46M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$6.9M
4
IJR icon
iShares Core S&P Small-Cap ETF
IJR
+$6.22M
5
TNA icon
Direxion Daily Small Cap Bull 3x ETF
TNA
+$5.51M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$9.6M
3
IBB icon
iShares Biotechnology ETF
IBB
+$7.55M
4
OEF icon
iShares S&P 100 ETF
OEF
+$6.96M
5
META icon
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
EXC icon
251
CALL
Exelon
EXC
$48.4B
$2.87M 0.03%
+80,335
New +$2.74M
CCI icon
252
CALL
Crown Castle
CCI
$33.1B
$2.87M 0.03%
22,400
+3,900
+21% +$457K
XLY icon
253
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$2.84M 0.03%
49,848
+8,240
+20% +$447K
FIS icon
254
CALL
Fidelity National Information Services
FIS
$23.2B
$2.81M 0.03%
+24,800
New +$2.64M
AMGN icon
255
PUT
Amgen
AMGN
$212B
$2.79M 0.03%
14,700
-39,100
-73% -$7.47M
CSX icon
256
CALL
CSX Corp
CSX
$94.2B
$2.79M 0.03%
111,900
-191,100
-63% -$4.42M
USB icon
257
PUT
US Bancorp
USB
$100B
$2.79M 0.03%
57,800
+6,800
+13% +$341K
BLK icon
258
PUT
Blackrock
BLK
$170B
$2.78M 0.02%
6,500
-7,200
-53% -$3.02M
AMD icon
259
PUT
Advanced Micro Devices
AMD
$741B
$2.77M 0.02%
108,600
-400
-0.4% -$9.08K
DD icon
260
CALL
DuPont de Nemours
DD
$19B
$2.72M 0.02%
20,178
-8,293
-29% -$1.15M
GOOGL icon
261
Alphabet (Google) Class A
GOOGL
$4.08T
$2.72M 0.02%
46,280
+27,840
+151% +$1.57M
V icon
262
PUT
Visa
V
$697B
$2.72M 0.02%
17,400
-33,900
-66% -$4.89M
XLF icon
263
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$2.68M 0.02%
104,325
-930,921
-90% -$24M
DHR icon
264
CALL
Danaher
DHR
$140B
$2.65M 0.02%
22,673
+19,063
+528% +$1.95M
MRK icon
265
PUT
Merck
MRK
$326B
$2.65M 0.02%
33,431
-61,203
-65% -$4.58M
SO icon
266
PUT
Southern Company
SO
$109B
$2.63M 0.02%
50,900
+43,000
+544% +$2.11M
CMG icon
267
CALL
Chipotle Mexican Grill
CMG
$43B
$2.63M 0.02%
185,000
-965,000
-84% -$11.2M
APD icon
268
CALL
Air Products & Chemicals
APD
$65.2B
$2.62M 0.02%
13,700
-2,200
-14% -$379K
AON icon
269
CALL
Aon
AON
$81.4B
$2.58M 0.02%
15,100
-5,000
-25% -$811K
CNP icon
270
CALL
CenterPoint Energy
CNP
$29B
$2.56M 0.02%
+83,500
New +$2.52M
SWKS icon
271
CALL
Skyworks Solutions
SWKS
$9.73B
$2.55M 0.02%
30,900
-25,600
-45% -$1.98M
IYR icon
272
iShares US Real Estate ETF
IYR
$4.76B
$2.54M 0.02%
+29,131
New +$2.41M
GILD icon
273
CALL
Gilead Sciences
GILD
$167B
$2.52M 0.02%
38,800
-65,400
-63% -$4.35M
MDLZ icon
274
CALL
Mondelez International
MDLZ
$80.2B
$2.52M 0.02%
50,400
-29,400
-37% -$1.35M
CNP icon
275
PUT
CenterPoint Energy
CNP
$29B
$2.51M 0.02%
+81,900
New +$2.48M
9 10
11
12 13

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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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.