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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
MCK icon
501
CALL
McKesson
MCK
$104B
$1.18M 0.01%
10,100
-14,700
-59% -$1.81M
TEF
502
DELISTED
Telefonica
TEF
$1.17M 0.01%
173,717
+104,979
+153% +$734K
JPM icon
503
JPMorgan Chase
JPM
$918B
$1.17M 0.01%
+11,522
New +$1.19M
CHRW icon
504
CALL
C.H. Robinson
CHRW
$20.5B
$1.15M 0.01%
13,200
-25,300
-66% -$2.22M
WB icon
505
CALL
Weibo
WB
$1.96B
$1.15M 0.01%
18,500
+15,000
+429% +$931K
VRSN icon
506
PUT
VeriSign
VRSN
$26.4B
$1.14M 0.01%
6,300
+3,700
+142% +$635K
STI
507
CALL
DELISTED
SunTrust Banks, Inc.
STI
$1.14M 0.01%
19,300
+5,600
+41% +$343K
ABBV icon
508
PUT
AbbVie
ABBV
$467B
$1.14M 0.01%
14,100
-64,800
-82% -$5.3M
HCA icon
509
CALL
HCA Healthcare
HCA
$90.5B
$1.13M 0.01%
8,700
-4,000
-31% -$537K
MDB icon
510
CALL
MongoDB
MDB
$25.8B
$1.13M 0.01%
+7,700
New +$790K
BBVA icon
511
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$1.13M 0.01%
197,455
+164,469
+499% +$969K
KEY icon
512
CALL
KeyCorp
KEY
$23.8B
$1.13M 0.01%
71,800
+59,900
+503% +$999K
IBM icon
513
PUT
IBM
IBM
$214B
$1.13M 0.01%
8,368
-15,899
-66% -$2.03M
BSX icon
514
CALL
Boston Scientific
BSX
$68.7B
$1.13M 0.01%
29,400
-6,600
-18% -$252K
BNDX icon
515
Vanguard Total International Bond ETF
BNDX
$82B
$1.13M 0.01%
20,200
-12,505
-38% -$686K
SFIX
516
CALL
Stitch Fix
SFIX
$563M
$1.13M 0.01%
+39,900
New +$991K
AAP icon
517
CALL
Advance Auto Parts
AAP
$3.5B
$1.13M 0.01%
6,600
-100
-1% -$16.1K
BUD icon
518
AB InBev
BUD
$164B
$1.12M 0.01%
13,310
-9,847
-43% -$757K
MCHP icon
519
PUT
Microchip Technology
MCHP
$38.9B
$1.11M 0.01%
26,800
+8,800
+49% +$365K
DVY icon
520
CALL
iShares Select Dividend ETF
DVY
$23.8B
$1.11M 0.01%
11,300
-10,700
-49% -$1.02M
HLF icon
521
CALL
Herbalife
HLF
$1.29B
$1.11M 0.01%
+20,900
New +$1.2M
SYK icon
522
PUT
Stryker
SYK
$135B
$1.11M 0.01%
5,600
+1,000
+22% +$180K
ABT icon
523
PUT
Abbott
ABT
$188B
$1.1M 0.01%
13,800
-34,100
-71% -$2.54M
CMA
524
DELISTED
Comerica
CMA
$1.1M 0.01%
14,987
-7,486
-33% -$600K
GE icon
525
GE Aerospace
GE
$364B
$1.09M 0.01%
21,963
+14,437
+192% +$680K
19 20
21
22 23

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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.