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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
LMT icon
626
PUT
Lockheed Martin
LMT
$131B
$840K 0.01%
2,800
-200
-7% -$58.7K
PGR icon
627
Progressive
PGR
$128B
$839K 0.01%
11,638
+1,748
+18% +$120K
SO icon
628
Southern Company
SO
$108B
$837K 0.01%
16,202
+9,575
+144% +$469K
SONY icon
629
CALL
Sony
SONY
$137B
$836K 0.01%
+99,000
New +$927K
PPG icon
630
PUT
PPG Industries
PPG
$24.9B
$835K 0.01%
+7,400
New +$793K
SWKS icon
631
PUT
Skyworks Solutions
SWKS
$9.2B
$833K 0.01%
10,100
-13,600
-57% -$1.05M
AES icon
632
AES
AES
$10.6B
$832K 0.01%
+46,039
New +$774K
IEO icon
633
iShares US Oil & Gas Exploration & Production ETF
IEO
$566M
$831K 0.01%
14,275
+5,129
+56% +$295K
RL icon
634
PUT
Ralph Lauren
RL
$22.4B
$830K 0.01%
6,400
+200
+3% +$23.8K
EMR icon
635
PUT
Emerson Electric
EMR
$81.6B
$828K 0.01%
+12,100
New +$796K
FEZ icon
636
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.29B
$826K 0.01%
22,593
+13,805
+157% +$490K
HON icon
637
Honeywell
HON
$76.4B
$826K 0.01%
5,517
-6,704
-55% -$937K
JD icon
638
PUT
JD.com
JD
$43.5B
$826K 0.01%
27,400
-7,900
-22% -$201K
MOS icon
639
The Mosaic Company
MOS
$7.19B
$826K 0.01%
30,229
-6,922
-19% -$211K
XEC
640
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$825K 0.01%
+11,800
New +$849K
WYNN icon
641
CALL
Wynn Resorts
WYNN
$10.3B
$823K 0.01%
6,900
-19,100
-73% -$2.28M
DLR icon
642
CALL
Digital Realty Trust
DLR
$69.6B
$821K 0.01%
6,900
-5,700
-45% -$636K
TMO icon
643
PUT
Thermo Fisher Scientific
TMO
$214B
$821K 0.01%
3,000
-5,300
-64% -$1.32M
NTNX icon
644
CALL
Nutanix
NTNX
$16.1B
$819K 0.01%
+21,700
New +$993K
YUM icon
645
CALL
Yum! Brands
YUM
$41.9B
$818K 0.01%
8,200
-25,000
-75% -$2.37M
UAL icon
646
PUT
United Airlines
UAL
$38.8B
$814K 0.01%
10,200
-6,700
-40% -$565K
AFL icon
647
PUT
Aflac
AFL
$65.5B
$805K 0.01%
16,100
-20,200
-56% -$973K
MO icon
648
PUT
Altria Group
MO
$125B
$804K 0.01%
14,000
-18,400
-57% -$940K
CCK icon
649
CALL
Crown Holdings
CCK
$13B
$802K 0.01%
+14,700
New +$758K
NFLX icon
650
Netflix
NFLX
$307B
$802K 0.01%
22,500
-59,520
-73% -$2.06M
24 25
26
27 28

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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.