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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
ADI icon
426
PUT
Analog Devices
ADI
$175B
$1.45M 0.01%
13,800
+5,800
+73% +$582K
APC
427
DELISTED
Anadarko Petroleum
APC
$1.45M 0.01%
31,951
+26,520
+488% +$1.2M
LNG icon
428
PUT
Cheniere Energy
LNG
$54.4B
$1.45M 0.01%
21,200
-20,300
-49% -$1.33M
MRO
429
CALL
DELISTED
Marathon Oil Corporation
MRO
$1.44M 0.01%
86,400
-74,200
-46% -$1.21M
KMI icon
430
CALL
Kinder Morgan
KMI
$71.5B
$1.43M 0.01%
71,500
+56,900
+390% +$1.06M
CIT
431
CALL
DELISTED
CIT Group Inc.
CIT
$1.43M 0.01%
+29,800
New +$1.4M
NEM icon
432
PUT
Newmont
NEM
$95B
$1.43M 0.01%
39,900
+12,500
+46% +$423K
GIS icon
433
CALL
General Mills
GIS
$20.4B
$1.41M 0.01%
27,300
+13,000
+91% +$589K
FCX icon
434
CALL
Freeport-McMoran
FCX
$85.9B
$1.41M 0.01%
109,500
+43,200
+65% +$523K
XLC icon
435
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$1.41M 0.01%
30,167
-34,491
-53% -$1.57M
GDXJ icon
436
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.82B
$1.41M 0.01%
+44,400
New +$1.42M
CMI icon
437
Cummins
CMI
$85.6B
$1.4M 0.01%
8,889
+3,063
+53% +$460K
TAP icon
438
CALL
Molson Coors Class B
TAP
$8.11B
$1.4M 0.01%
+23,500
New +$1.45M
ULTA icon
439
CALL
Ulta Beauty
ULTA
$21.8B
$1.4M 0.01%
4,000
-2,900
-42% -$877K
HYG icon
440
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$1.39M 0.01%
16,110
-25,496
-61% -$2.16M
EXPE icon
441
PUT
Expedia Group
EXPE
$36.3B
$1.39M 0.01%
11,700
+6,000
+105% +$728K
TEVA icon
442
Teva Pharmaceuticals
TEVA
$40B
$1.39M 0.01%
88,754
+72,071
+432% +$1.27M
GDXJ icon
443
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.82B
$1.39M 0.01%
+43,700
New +$1.39M
VTR icon
444
PUT
Ventas
VTR
$47.8B
$1.39M 0.01%
21,700
+16,500
+317% +$1.03M
FITB
445
CALL
Fifth Third Bancorp
FITB
$52B
$1.38M 0.01%
54,800
+41,700
+318% +$1.11M
JCI icon
446
CALL
Johnson Controls International
JCI
$86.3B
$1.38M 0.01%
+37,400
New +$1.28M
ETR icon
447
Entergy
ETR
$51.7B
$1.38M 0.01%
28,882
+18,190
+170% +$822K
WFC icon
448
Wells Fargo
WFC
$257B
$1.38M 0.01%
28,479
+11,396
+67% +$560K
CAG icon
449
Conagra Brands
CAG
$7.44B
$1.37M 0.01%
49,381
+36,162
+274% +$829K
EA icon
450
CALL
Electronic Arts
EA
$52.4B
$1.36M 0.01%
13,400
+5,500
+70% +$521K
16 17
18
19 20

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OAM
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NOCM
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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.