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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
SMH icon
26
PUT
VanEck Semiconductor ETF
SMH
$63.8B
$43.2M 0.39%
812,400
+518,600
+177% +$25.7M
AAPL icon
27
CALL
Apple
AAPL
$4.99T
$42.4M 0.38%
893,600
-612,800
-41% -$26M
GOOGL icon
28
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$41.1M 0.37%
698,000
-8,000
-1% -$452K
CSCO icon
29
CALL
Cisco
CSCO
$456B
$39.4M 0.35%
730,200
+374,100
+105% +$18.2M
SPY icon
30
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$38.8M 0.35%
137,413
+127,458
+1,280% +$34.6M
MSFT icon
31
PUT
Microsoft
MSFT
$2.92T
$36.9M 0.33%
312,900
+108,900
+53% +$11.9M
T icon
32
CALL
AT&T
T
$169B
$35.6M 0.32%
1,503,799
+1,013,787
+207% +$23.3M
CVX icon
33
CALL
Chevron
CVX
$374B
$33M 0.3%
268,000
-154,700
-37% -$18.3M
NVDA icon
34
PUT
NVIDIA
NVDA
$4.77T
$32.9M 0.29%
7,328,000
+4,332,000
+145% +$16.8M
JPM icon
35
CALL
JPMorgan Chase
JPM
$950B
$32.2M 0.29%
318,200
-32,000
-9% -$3.3M
XLU icon
36
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$32.1M 0.29%
1,105,000
+539,800
+96% +$15M
GOOGL icon
37
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$32M 0.29%
544,000
-4,000
-0.7% -$226K
JNJ icon
38
CALL
Johnson & Johnson
JNJ
$643B
$29.1M 0.26%
208,400
-123,600
-37% -$16.6M
XLK icon
39
PUT
State Street Technology Select Sector SPDR ETF
XLK
$112B
$25.8M 0.23%
698,000
+557,600
+397% +$19.1M
XLP icon
40
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$25.7M 0.23%
457,700
+364,900
+393% +$19.5M
XLY icon
41
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$25.5M 0.23%
447,800
+361,000
+416% +$19.6M
MRK icon
42
CALL
Merck
MRK
$326B
$24.7M 0.22%
311,570
-57,431
-16% -$4.3M
XLY icon
43
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$23M 0.21%
404,800
+317,000
+361% +$17.2M
XLF icon
44
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$22.4M 0.2%
872,300
-36,700
-4% -$947K
KO icon
45
CALL
Coca-Cola
KO
$380B
$22.3M 0.2%
475,500
-2,500
-0.5% -$117K
NVDA icon
46
CALL
NVIDIA
NVDA
$4.77T
$22.2M 0.2%
4,936,000
-3,208,000
-39% -$12.4M
XLK icon
47
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
$21.7M 0.19%
587,600
+519,200
+759% +$17.8M
WMT icon
48
CALL
Walmart Inc
WMT
$900B
$21.3M 0.19%
655,800
+184,200
+39% +$5.97M
HD icon
49
PUT
Home Depot
HD
$343B
$21.1M 0.19%
110,200
+46,500
+73% +$8.53M
VZ icon
50
PUT
Verizon
VZ
$201B
$20.3M 0.18%
343,900
+274,300
+394% +$15.5M
1
2
3 4 5

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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.