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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
PEP icon
51
CALL
PepsiCo
PEP
$195B
$20.3M 0.18%
165,700
+100,400
+154% +$11.4M
GS icon
52
PUT
Goldman Sachs
GS
$305B
$20.2M 0.18%
105,400
+61,700
+141% +$11.9M
XOM icon
53
PUT
ExxonMobil
XOM
$634B
$19.9M 0.18%
246,700
+58,800
+31% +$4.48M
JPM icon
54
PUT
JPMorgan Chase
JPM
$950B
$19.9M 0.18%
196,800
+74,600
+61% +$7.69M
T icon
55
PUT
AT&T
T
$169B
$19.5M 0.18%
824,587
+715,489
+656% +$16.5M
UNP icon
56
CALL
Union Pacific
UNP
$175B
$19.4M 0.17%
115,900
-11,100
-9% -$1.79M
PFE icon
57
CALL
Pfizer
PFE
$144B
$18.6M 0.17%
462,706
+284,264
+159% +$11.4M
META icon
58
PUT
Meta Platforms (Facebook)
META
$1.51T
$18.6M 0.17%
111,500
-148,600
-57% -$23.6M
SMH icon
59
CALL
VanEck Semiconductor ETF
SMH
$63.8B
$17.7M 0.16%
332,400
-212,600
-39% -$10.5M
BA icon
60
CALL
Boeing
BA
$175B
$17.5M 0.16%
45,900
-5,300
-10% -$2.04M
ADBE icon
61
PUT
Adobe
ADBE
$99B
$16.9M 0.15%
63,300
+32,100
+103% +$8.09M
UNH icon
62
CALL
UnitedHealth
UNH
$389B
$16.5M 0.15%
66,600
-21,600
-24% -$5.51M
BDX icon
63
CALL
Becton Dickinson
BDX
$45.8B
$16.1M 0.14%
66,215
+19,885
+43% +$4.7M
USB icon
64
CALL
US Bancorp
USB
$100B
$16.1M 0.14%
333,200
-25,000
-7% -$1.25M
CRM icon
65
PUT
Salesforce
CRM
$149B
$16M 0.14%
101,200
+40,700
+67% +$6.31M
GS icon
66
CALL
Goldman Sachs
GS
$305B
$16M 0.14%
83,200
-46,000
-36% -$8.87M
NFLX icon
67
CALL
Netflix
NFLX
$301B
$15.7M 0.14%
439,000
-335,000
-43% -$11.6M
INTC icon
68
CALL
Intel
INTC
$435B
$15.5M 0.14%
288,900
+47,300
+20% +$2.4M
XRT icon
69
CALL
State Street SPDR S&P Retail ETF
XRT
$458M
$15.2M 0.14%
337,400
+282,200
+511% +$12.5M
IBB icon
70
PUT
iShares Biotechnology ETF
IBB
$9.55B
$15.1M 0.14%
135,500
-41,600
-23% -$4.56M
BKNG icon
71
PUT
Booking.com
BKNG
$154B
$14.7M 0.13%
210,000
-180,000
-46% -$12.8M
ELV icon
72
CALL
Elevance Health
ELV
$83.7B
$14.2M 0.13%
49,400
+2,600
+6% +$752K
BABA icon
73
CALL
Alibaba
BABA
$276B
$14.2M 0.13%
77,600
-9,000
-10% -$1.51M
SHV icon
74
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$14M 0.13%
126,320
-4,910
-4% -$542K
COST icon
75
CALL
Costco
COST
$429B
$13.8M 0.12%
56,800
+29,700
+110% +$6.5M
1 2
3
4 5

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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.