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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
LEN icon
551
CALL
Lennar Class A
LEN
$20.4B
$1.03M 0.01%
21,590
-1,756
-8% -$79.5K
BDX icon
552
PUT
Becton Dickinson
BDX
$46.4B
$1.02M 0.01%
4,203
-2,767
-40% -$654K
C icon
553
Citigroup
C
$213B
$1.02M 0.01%
16,438
-3,973
-19% -$247K
GBT
554
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.02M 0.01%
+19,300
New +$948K
IWV icon
555
iShares Russell 3000 ETF
IWV
$19.2B
$1.01M 0.01%
+6,073
New +$975K
PVH icon
556
CALL
PVH
PVH
$4.07B
$1.01M 0.01%
8,300
-14,000
-63% -$1.53M
IHI icon
557
iShares US Medical Devices ETF
IHI
$3.17B
$1.01M 0.01%
+26,130
New +$949K
COP icon
558
CALL
ConocoPhillips
COP
$144B
$1M 0.01%
15,000
-229,700
-94% -$15.5M
DKS icon
559
PUT
Dick's Sporting Goods
DKS
$18.4B
$998K 0.01%
27,100
+14,400
+113% +$513K
EBAY icon
560
PUT
eBay
EBAY
$51.2B
$992K 0.01%
26,700
+18,200
+214% +$631K
OSK icon
561
CALL
Oshkosh
OSK
$8.91B
$992K 0.01%
13,200
+8,000
+154% +$591K
OMC icon
562
CALL
Omnicom Group
OMC
$23.5B
$985K 0.01%
+13,500
New +$1.01M
LNG icon
563
CALL
Cheniere Energy
LNG
$54.2B
$984K 0.01%
14,400
-16,500
-53% -$1.08M
MDLZ icon
564
PUT
Mondelez International
MDLZ
$83.4B
$983K 0.01%
19,700
-20,800
-51% -$954K
JD icon
565
CALL
JD.com
JD
$43.5B
$980K 0.01%
32,500
-12,200
-27% -$310K
BBBY
566
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$979K 0.01%
57,600
+32,600
+130% +$492K
IBN icon
567
ICICI Bank
IBN
$107B
$978K 0.01%
+85,367
New +$887K
RACE icon
568
CALL
Ferrari
RACE
$67.8B
$977K 0.01%
7,300
-500
-6% -$61.2K
FLRN icon
569
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.07B
$971K 0.01%
31,628
-99,385
-76% -$3.04M
ACN icon
570
PUT
Accenture
ACN
$106B
$968K 0.01%
5,500
-12,800
-70% -$2.01M
SCHW
571
PUT
Charles Schwab
SCHW
$182B
$966K 0.01%
22,600
-6,700
-23% -$302K
AVB icon
572
PUT
AvalonBay Communities
AVB
$27.5B
$964K 0.01%
+4,800
New +$917K
KEY icon
573
KeyCorp
KEY
$23.8B
$957K 0.01%
+60,761
New +$1.01M
AME icon
574
Ametek
AME
$53.9B
$954K 0.01%
+11,496
New +$874K
EOG icon
575
PUT
EOG Resources
EOG
$77.7B
$952K 0.01%
10,000
-3,200
-24% -$305K
21 22
23
24 25

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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.