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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
BKNG icon
651
Booking.com
BKNG
$156B
$801K 0.01%
11,475
-3,050
-21% -$218K
KHC icon
652
Kraft Heinz
KHC
$32.8B
$801K 0.01%
+24,522
New +$999K
FDX icon
653
PUT
FedEx
FDX
$73B
$798K 0.01%
4,400
-18,400
-81% -$3.25M
FLEX icon
654
PUT
Flex
FLEX
$37.7B
$796K 0.01%
+105,629
New +$756K
QAI icon
655
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1B
$791K 0.01%
+26,317
New +$782K
SHAK icon
656
CALL
Shake Shack
SHAK
$2.54B
$787K 0.01%
13,300
-13,800
-51% -$707K
NSC icon
657
PUT
Norfolk Southern
NSC
$75.4B
$785K 0.01%
4,200
+1,800
+75% +$311K
BHC icon
658
CALL
Bausch Health
BHC
$1.75B
$781K 0.01%
31,600
-47,100
-60% -$1.12M
ACIA
659
CALL
DELISTED
Acacia Communications Inc
ACIA
$780K 0.01%
+13,600
New +$650K
IEF icon
660
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$779K 0.01%
7,301
+277
+4% +$29K
IBM icon
661
IBM
IBM
$213B
$777K 0.01%
5,763
+2,708
+89% +$345K
VYX icon
662
PUT
NCR Voyix
VYX
$1.19B
$775K 0.01%
+46,292
New +$767K
RTX icon
663
CALL
RTX Corp
RTX
$290B
$773K 0.01%
9,534
+2,701
+40% +$205K
STZ icon
664
PUT
Constellation Brands
STZ
$22.5B
$771K 0.01%
4,400
-8,800
-67% -$1.48M
WBA
665
DELISTED
Walgreens Boots Alliance
WBA
$770K 0.01%
12,171
+8,059
+196% +$550K
FITB
666
PUT
Fifth Third Bancorp
FITB
$51.3B
$769K 0.01%
30,500
+13,600
+80% +$362K
UN
667
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$769K 0.01%
13,200
-6,700
-34% -$368K
PGX icon
668
Invesco Preferred ETF
PGX
$3.79B
$765K 0.01%
52,771
-58,059
-52% -$826K
RIG icon
669
CALL
Transocean
RIG
$5.48B
$764K 0.01%
87,700
-29,600
-25% -$254K
SQQQ icon
670
ProShares UltraPro Short QQQ
SQQQ
$2.31B
$764K 0.01%
30
+21
+233% +$650K
IBB icon
671
iShares Biotechnology ETF
IBB
$9.45B
$763K 0.01%
6,826
-68,792
-91% -$7.55M
ROKU icon
672
CALL
Roku
ROKU
$21.6B
$761K 0.01%
11,800
-17,100
-59% -$915K
DELL icon
673
CALL
Dell
DELL
$239B
$757K 0.01%
+25,452
New +$671K
AXP icon
674
American Express
AXP
$224B
$753K 0.01%
6,885
+3,374
+96% +$355K
WDAY icon
675
PUT
Workday
WDAY
$41.5B
$752K 0.01%
3,900
-9,400
-71% -$1.71M
25 26
27
28 29

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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.