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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
DFS
351
PUT
DELISTED
Discover Financial Services
DFS
$1.89M 0.02%
+26,500
New +$1.81M
LII icon
352
CALL
Lennox International
LII
$18.9B
$1.88M 0.02%
7,100
+700
+11% +$167K
PFF icon
353
iShares Preferred and Income Securities ETF
PFF
$13.2B
$1.87M 0.02%
+51,229
New +$1.84M
OEF icon
354
iShares S&P 100 ETF
OEF
$19.8B
$1.87M 0.02%
14,927
-57,790
-79% -$6.96M
APC
355
PUT
DELISTED
Anadarko Petroleum
APC
$1.87M 0.02%
41,100
+11,500
+39% +$522K
ELV icon
356
PUT
Elevance Health
ELV
$83.7B
$1.86M 0.02%
6,500
+4,400
+210% +$1.27M
QQQ icon
357
Invesco QQQ Trust
QQQ
$445B
$1.86M 0.02%
10,333
-3,594
-26% -$610K
VTI icon
358
Vanguard Total Stock Market ETF
VTI
$656B
$1.86M 0.02%
+12,829
New +$1.79M
FIVE icon
359
PUT
Five Below
FIVE
$11.5B
$1.85M 0.02%
+14,900
New +$1.8M
LULU icon
360
CALL
lululemon athletica
LULU
$13.7B
$1.83M 0.02%
11,200
+400
+4% +$58.4K
BBY icon
361
PUT
Best Buy
BBY
$18.9B
$1.81M 0.02%
25,500
+19,500
+325% +$1.22M
WHR icon
362
CALL
Whirlpool
WHR
$2.49B
$1.81M 0.02%
13,600
+9,700
+249% +$1.28M
SYY icon
363
CALL
Sysco
SYY
$40.8B
$1.8M 0.02%
27,000
+14,200
+111% +$924K
CHKP icon
364
CALL
Check Point Software Technologies
CHKP
$14.1B
$1.8M 0.02%
14,200
+5,100
+56% +$593K
ZTS icon
365
CALL
Zoetis
ZTS
$32.5B
$1.79M 0.02%
17,800
-13,700
-43% -$1.24M
TGT icon
366
PUT
Target
TGT
$65.5B
$1.79M 0.02%
22,300
+5,400
+32% +$395K
DIS icon
367
PUT
Walt Disney
DIS
$172B
$1.78M 0.02%
16,000
-75,100
-82% -$8.39M
STT icon
368
CALL
State Street
STT
$50.2B
$1.77M 0.02%
26,900
+1,700
+7% +$118K
GWPH
369
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$1.77M 0.02%
+10,500
New +$1.56M
WEC icon
370
CALL
WEC Energy
WEC
$37B
$1.76M 0.02%
+22,300
New +$1.65M
GLW icon
371
CALL
Corning
GLW
$108B
$1.74M 0.02%
52,700
+43,900
+499% +$1.44M
ETR icon
372
PUT
Entergy
ETR
$52.4B
$1.74M 0.02%
+36,400
New +$1.65M
AMT icon
373
PUT
American Tower
AMT
$79.9B
$1.71M 0.02%
8,700
-14,200
-62% -$2.49M
AAL icon
374
PUT
American Airlines Group
AAL
$10.2B
$1.71M 0.02%
53,900
+18,200
+51% +$611K
PSX icon
375
CALL
Phillips 66
PSX
$82.5B
$1.7M 0.02%
17,900
-12,900
-42% -$1.23M
13 14
15
16 17

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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.