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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
AXP icon
301
CALL
American Express
AXP
$227B
$2.24M 0.02%
20,500
-24,200
-54% -$2.54M
ZS icon
302
CALL
Zscaler
ZS
$24.5B
$2.24M 0.02%
+31,600
New +$1.68M
EEM icon
303
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$2.23M 0.02%
51,900
-335,300
-87% -$14.1M
AEE icon
304
CALL
Ameren
AEE
$31.1B
$2.22M 0.02%
+30,200
New +$2.1M
MDY icon
305
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$2.22M 0.02%
+6,430
New +$2.16M
EEM icon
306
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$2.22M 0.02%
51,700
-215,800
-81% -$9.08M
BP icon
307
CALL
BP
BP
$107B
$2.22M 0.02%
51,555
-9,423
-15% -$386K
CB icon
308
CALL
Chubb
CB
$141B
$2.2M 0.02%
15,700
-10,100
-39% -$1.34M
DIS icon
309
Walt Disney
DIS
$172B
$2.2M 0.02%
19,802
+11,463
+137% +$1.28M
SBAC icon
310
PUT
SBA Communications
SBAC
$18.6B
$2.2M 0.02%
11,000
+6,500
+144% +$1.18M
GD icon
311
CALL
General Dynamics
GD
$106B
$2.18M 0.02%
12,900
-19,300
-60% -$3.25M
KMB icon
312
Kimberly-Clark
KMB
$37.5B
$2.18M 0.02%
17,617
+15,228
+637% +$1.77M
AEP icon
313
CALL
American Electric Power
AEP
$72.4B
$2.17M 0.02%
25,900
-12,800
-33% -$1.02M
OIH icon
314
PUT
VanEck Oil Services ETF
OIH
$1.99B
$2.15M 0.02%
6,255
+380
+6% +$128K
O icon
315
CALL
Realty Income
O
$61.3B
$2.15M 0.02%
30,134
+15,996
+113% +$1.06M
SPOT icon
316
CALL
Spotify
SPOT
$105B
$2.14M 0.02%
15,400
+2,900
+23% +$397K
TTE icon
317
PUT
TotalEnergies
TTE
$187B
$2.14M 0.02%
38,400
+6,300
+20% +$351K
HP icon
318
CALL
Helmerich & Payne
HP
$3.31B
$2.13M 0.02%
38,400
+14,000
+57% +$763K
WBD icon
319
PUT
Warner Bros
WBD
$64.2B
$2.13M 0.02%
78,700
+67,300
+590% +$1.87M
EQR icon
320
CALL
Equity Residential
EQR
$25.5B
$2.09M 0.02%
+27,700
New +$2M
MELI icon
321
CALL
Mercado Libre
MELI
$94.4B
$2.08M 0.02%
4,100
-7,200
-64% -$2.87M
DE icon
322
PUT
Deere & Co
DE
$173B
$2.08M 0.02%
13,000
+2,200
+20% +$352K
GM icon
323
PUT
General Motors
GM
$81.7B
$2.08M 0.02%
56,000
+32,600
+139% +$1.24M
ALGN icon
324
CALL
Align Technology
ALGN
$12.6B
$2.08M 0.02%
7,300
-7,300
-50% -$1.74M
TWTR
325
PUT
DELISTED
Twitter, Inc.
TWTR
$2.08M 0.02%
63,100
+12,000
+23% +$380K
11 12
13
14 15

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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.