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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
NEM icon
476
CALL
Newmont
NEM
$96B
$1.26M 0.01%
35,300
-36,100
-51% -$1.22M
ALXN
477
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$1.26M 0.01%
9,300
-19,600
-68% -$2.44M
PVH icon
478
PUT
PVH
PVH
$3.99B
$1.26M 0.01%
10,300
+2,500
+32% +$274K
BAC icon
479
Bank of America
BAC
$435B
$1.25M 0.01%
45,432
-59,522
-57% -$1.68M
MRSH
480
PUT
Marsh
MRSH
$93.9B
$1.24M 0.01%
13,200
+500
+4% +$44.2K
SBUX icon
481
Starbucks
SBUX
$118B
$1.24M 0.01%
16,669
-4,631
-22% -$318K
IDTI
482
DELISTED
Integrated Device Technology I
IDTI
$1.24M 0.01%
+25,287
New +$1.22M
LAMR icon
483
PUT
Lamar Advertising Co
LAMR
$16.7B
$1.24M 0.01%
15,600
+3,100
+25% +$234K
SYF icon
484
CALL
Synchrony
SYF
$24.7B
$1.23M 0.01%
38,600
-37,500
-49% -$1.13M
DVY icon
485
iShares Select Dividend ETF
DVY
$24B
$1.23M 0.01%
+12,529
New +$1.2M
GIS icon
486
General Mills
GIS
$20.3B
$1.23M 0.01%
23,764
+13,782
+138% +$624K
INTU icon
487
PUT
Intuit
INTU
$90.5B
$1.23M 0.01%
4,700
-8,200
-64% -$1.9M
EPD icon
488
CALL
Enterprise Products Partners
EPD
$83.8B
$1.23M 0.01%
42,100
-48,800
-54% -$1.36M
ETN icon
489
PUT
Eaton
ETN
$141B
$1.23M 0.01%
15,200
+6,400
+73% +$488K
ATVI
490
CALL
DELISTED
Activision Blizzard
ATVI
$1.22M 0.01%
26,800
+12,100
+82% +$547K
AMTD
491
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.22M 0.01%
24,300
-19,700
-45% -$1.07M
XLE icon
492
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
$1.21M 0.01%
36,646
+2,884
+9% +$92.6K
AFL icon
493
CALL
Aflac
AFL
$65.8B
$1.21M 0.01%
24,200
-154,700
-86% -$7.45M
JOYY
494
PUT
JOYY Inc
JOYY
$3.74B
$1.21M 0.01%
14,400
+9,000
+167% +$654K
WWE
495
CALL
DELISTED
World Wrestling Entertainment
WWE
$1.21M 0.01%
+13,900
New +$1.17M
DOV icon
496
PUT
Dover
DOV
$26.9B
$1.2M 0.01%
+12,800
New +$1.11M
SLB icon
497
SLB Ltd
SLB
$73.4B
$1.2M 0.01%
+27,429
New +$1.19M
FCX icon
498
PUT
Freeport-McMoran
FCX
$86.2B
$1.19M 0.01%
92,400
-100
-0.1% -$1.21K
WMB icon
499
PUT
Williams Companies
WMB
$85.8B
$1.18M 0.01%
41,200
+7,600
+23% +$204K
BIIB icon
500
CALL
Biogen
BIIB
$30.9B
$1.18M 0.01%
5,000
-14,900
-75% -$4.69M
18 19
20
21 22

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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.