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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
AAL icon
376
CALL
American Airlines Group
AAL
$10.2B
$1.69M 0.02%
53,300
-3,700
-6% -$124K
NVS icon
377
PUT
Novartis
NVS
$304B
$1.68M 0.02%
19,530
-20,534
-51% -$1.65M
MOS icon
378
CALL
The Mosaic Company
MOS
$7.34B
$1.68M 0.02%
61,400
-8,900
-13% -$271K
W icon
379
CALL
Wayfair
W
$12.5B
$1.68M 0.02%
11,300
-11,000
-49% -$1.43M
HP icon
380
PUT
Helmerich & Payne
HP
$3.31B
$1.67M 0.01%
+30,000
New +$1.63M
HAL icon
381
CALL
Halliburton
HAL
$26.1B
$1.66M 0.01%
56,800
-89,800
-61% -$2.71M
LQD icon
382
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
$1.66M 0.01%
+13,923
New +$1.61M
SH icon
383
ProShares Short S&P500
SH
$914M
$1.66M 0.01%
14,989
+5,121
+52% +$592K
TTE icon
384
CALL
TotalEnergies
TTE
$187B
$1.66M 0.01%
29,800
-7,400
-20% -$412K
SJM icon
385
CALL
J.M. Smucker
SJM
$13.2B
$1.65M 0.01%
14,200
+7,800
+122% +$815K
NOW icon
386
CALL
ServiceNow
NOW
$114B
$1.65M 0.01%
33,500
-67,500
-67% -$2.97M
PPL
387
CALL
PPL Corp
PPL
$27.3B
$1.64M 0.01%
51,700
+27,500
+114% +$855K
UUP icon
388
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
$1.63M 0.01%
62,703
+2,270
+4% +$58.2K
WEC icon
389
PUT
WEC Energy
WEC
$37B
$1.63M 0.01%
+20,600
New +$1.53M
GE icon
390
CALL
GE Aerospace
GE
$377B
$1.61M 0.01%
32,403
-19,032
-37% -$896K
HPQ icon
391
CALL
HP
HPQ
$25.9B
$1.61M 0.01%
83,000
-18,700
-18% -$396K
KSU
392
CALL
DELISTED
Kansas City Southern
KSU
$1.61M 0.01%
13,900
+2,900
+26% +$313K
LYG icon
393
Lloyds Banking Group
LYG
$87.2B
$1.61M 0.01%
500,373
+140,876
+39% +$431K
NOK icon
394
Nokia
NOK
$49.9B
$1.6M 0.01%
280,451
+243,387
+657% +$1.49M
CRM icon
395
Salesforce
CRM
$149B
$1.6M 0.01%
+10,118
New +$1.57M
COF icon
396
PUT
Capital One
COF
$130B
$1.6M 0.01%
19,600
-40,800
-68% -$3.32M
NLY icon
397
Annaly Capital Management
NLY
$17.4B
$1.6M 0.01%
39,998
+10,660
+36% +$435K
KSS icon
398
CALL
Kohl's
KSS
$2.16B
$1.59M 0.01%
23,200
-29,200
-56% -$1.98M
NVS icon
399
Novartis
NVS
$304B
$1.59M 0.01%
18,516
+249
+1% +$20K
GM icon
400
General Motors
GM
$81.7B
$1.59M 0.01%
42,769
+34,026
+389% +$1.29M
14 15
16
17 18

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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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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.