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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
TRV icon
276
CALL
Travelers Companies
TRV
$82.9B
$2.51M 0.02%
18,300
+14,800
+423% +$1.89M
SBAC icon
277
CALL
SBA Communications
SBAC
$18.6B
$2.5M 0.02%
12,500
-2,600
-17% -$471K
BLK icon
278
CALL
Blackrock
BLK
$170B
$2.48M 0.02%
5,800
+3,900
+205% +$1.64M
ITW icon
279
PUT
Illinois Tool Works
ITW
$84.9B
$2.45M 0.02%
17,100
+5,400
+46% +$747K
MA icon
280
Mastercard
MA
$497B
$2.43M 0.02%
10,313
+8,556
+487% +$1.84M
ADM icon
281
CALL
Archer Daniels Midland
ADM
$40.1B
$2.42M 0.02%
56,100
+30,700
+121% +$1.31M
EWH icon
282
iShares MSCI Hong Kong ETF
EWH
$1.24B
$2.42M 0.02%
92,347
+73,042
+378% +$1.82M
DAL icon
283
PUT
Delta Air Lines
DAL
$58.8B
$2.4M 0.02%
46,400
+38,200
+466% +$1.89M
ED icon
284
CALL
Consolidated Edison
ED
$41.3B
$2.39M 0.02%
28,200
-34,300
-55% -$2.74M
UWM icon
285
ProShares Ultra Russell2000
UWM
$249M
$2.38M 0.02%
+70,654
New +$2.31M
QLD icon
286
ProShares Ultra QQQ
QLD
$12.2B
$2.36M 0.02%
210,168
-137,368
-40% -$1.38M
DRI icon
287
CALL
Darden Restaurants
DRI
$23.7B
$2.36M 0.02%
19,400
+15,400
+385% +$1.69M
ZBH icon
288
CALL
Zimmer Biomet
ZBH
$18.5B
$2.34M 0.02%
18,849
+14,111
+298% +$1.6M
FE icon
289
CALL
FirstEnergy
FE
$28.7B
$2.33M 0.02%
56,100
+27,600
+97% +$1.1M
EA icon
290
PUT
Electronic Arts
EA
$52.4B
$2.33M 0.02%
22,900
+15,600
+214% +$1.48M
EW icon
291
CALL
Edwards Lifesciences
EW
$48.2B
$2.31M 0.02%
36,300
+26,400
+267% +$1.51M
FLOT icon
292
iShares Floating Rate Bond ETF
FLOT
$10.2B
$2.31M 0.02%
45,407
-19,253
-30% -$976K
FIVE icon
293
CALL
Five Below
FIVE
$11.5B
$2.31M 0.02%
18,600
+11,500
+162% +$1.39M
ALL icon
294
PUT
Allstate
ALL
$70.1B
$2.31M 0.02%
24,500
+14,600
+147% +$1.32M
BNY
295
CALL
Bank of New York Mellon
BNY
$106B
$2.29M 0.02%
45,500
-34,300
-43% -$1.77M
XHB icon
296
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
$2.29M 0.02%
59,500
-57,300
-49% -$2.12M
JNJ icon
297
PUT
Johnson & Johnson
JNJ
$643B
$2.29M 0.02%
16,400
-117,400
-88% -$15.7M
TEVA icon
298
PUT
Teva Pharmaceuticals
TEVA
$36.9B
$2.29M 0.02%
146,100
+86,300
+144% +$1.52M
MDY icon
299
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$2.28M 0.02%
6,600
-4,900
-43% -$1.65M
SRE icon
300
CALL
Sempra
SRE
$59.2B
$2.27M 0.02%
36,000
+7,600
+27% +$448K
10 11
12
13 14

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
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QIM
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SLT
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RB
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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.