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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
PSA icon
726
PUT
Public Storage
PSA
$61.5B
$697K 0.01%
3,200
+400
+14% +$83.7K
TIF
727
PUT
DELISTED
Tiffany & Co.
TIF
$697K 0.01%
6,600
-10,800
-62% -$991K
BX icon
728
Blackstone
BX
$104B
$692K 0.01%
+19,798
New +$661K
SJNK icon
729
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.87B
$690K 0.01%
25,333
-20,208
-44% -$544K
HBAN icon
730
Huntington Bancshares
HBAN
$34B
$689K 0.01%
54,351
-15,389
-22% -$207K
LYB icon
731
PUT
LyondellBasell Industries
LYB
$19.5B
$689K 0.01%
+8,200
New +$709K
IQ icon
732
CALL
iQIYI
IQ
$1.19B
$687K 0.01%
+28,700
New +$634K
AXON
733
CALL
Axon Enterprise
AXON
$42.8B
$686K 0.01%
+12,600
New +$646K
ABMD
734
CALL
DELISTED
Abiomed Inc
ABMD
$685K 0.01%
+2,400
New +$798K
BXP icon
735
CALL
Boston Properties
BXP
$11.6B
$683K 0.01%
5,100
+1,800
+55% +$231K
DRI icon
736
PUT
Darden Restaurants
DRI
$24.3B
$680K 0.01%
+5,600
New +$614K
CCI icon
737
Crown Castle
CCI
$34.6B
$679K 0.01%
+5,307
New +$622K
BLUE
738
PUT
DELISTED
bluebird bio
BLUE
$677K 0.01%
+332
New +$585K
CHK
739
DELISTED
Chesapeake Energy Corporation
CHK
$671K 0.01%
1,082
-440
-29% -$246K
CASY icon
740
PUT
Casey's General Stores
CASY
$32.1B
$670K 0.01%
+5,200
New +$680K
SCHO icon
741
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$669K 0.01%
26,674
+17,146
+180% +$428K
B
742
Barrick Mining
B
$60.9B
$667K 0.01%
+48,670
New +$629K
YUM icon
743
Yum! Brands
YUM
$41.9B
$667K 0.01%
6,682
-7,587
-53% -$718K
SIVB
744
PUT
DELISTED
SVB Financial Group
SIVB
$667K 0.01%
+3,000
New +$699K
TOL icon
745
CALL
Toll Brothers
TOL
$14B
$666K 0.01%
+18,400
New +$661K
DBJP icon
746
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$675M
$664K 0.01%
+16,678
New +$647K
DDS icon
747
PUT
Dillards
DDS
$9.2B
$663K 0.01%
9,200
+3,800
+70% +$261K
MAR icon
748
CALL
Marriott International
MAR
$100B
$663K 0.01%
5,300
-15,200
-74% -$1.79M
CTSH icon
749
Cognizant
CTSH
$26.5B
$661K 0.01%
+9,123
New +$639K
LYV icon
750
CALL
Live Nation Entertainment
LYV
$42.9B
$661K 0.01%
+10,400
New +$590K
28 29
30
31 32

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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.