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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
DHR icon
751
PUT
Danaher
DHR
$138B
$660K 0.01%
5,640
-8,911
-61% -$913K
EMN icon
752
PUT
Eastman Chemical
EMN
$7.69B
$660K 0.01%
+8,700
New +$691K
MELI icon
753
PUT
Mercado Libre
MELI
$94.5B
$660K 0.01%
1,300
-200
-13% -$79.7K
USFR
754
DELISTED
WisdomTree Bloomberg Floating Rate Treasury Fund
USFR
$660K 0.01%
+26,335
New +$660K
HUYA
755
CALL
Huya Inc
HUYA
$558M
$658K 0.01%
+23,400
New +$523K
RF icon
756
CALL
Regions Financial
RF
$26.4B
$658K 0.01%
46,500
-15,200
-25% -$233K
OLED icon
757
PUT
Universal Display
OLED
$3.75B
$657K 0.01%
4,300
+1,600
+59% +$198K
RIO icon
758
CALL
Rio Tinto
RIO
$152B
$653K 0.01%
+11,100
New +$610K
TQQQ icon
759
ProShares UltraPro QQQ
TQQQ
$28.6B
$653K 0.01%
92,248
-441,888
-83% -$2.68M
ANF icon
760
CALL
Abercrombie & Fitch
ANF
$4.55B
$652K 0.01%
23,800
-3,700
-13% -$83K
CVS icon
761
CVS Health
CVS
$135B
$651K 0.01%
12,072
+7,418
+159% +$458K
XHB icon
762
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$651K 0.01%
16,900
-20,500
-55% -$759K
BIIB icon
763
Biogen
BIIB
$30.9B
$645K 0.01%
2,730
+1,975
+262% +$622K
AMTD
764
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$645K 0.01%
12,900
-23,800
-65% -$1.29M
AGN
765
DELISTED
Allergan plc
AGN
$640K 0.01%
4,373
+1,516
+53% +$220K
EOG icon
766
EOG Resources
EOG
$77.7B
$638K 0.01%
6,708
-1,593
-19% -$152K
TCOM icon
767
CALL
Trip.com Group
TCOM
$29B
$634K 0.01%
14,500
-6,200
-30% -$218K
VEEV icon
768
CALL
Veeva Systems
VEEV
$33.8B
$634K 0.01%
+5,000
New +$564K
MBI icon
769
PUT
MBIA
MBI
$275M
$633K 0.01%
+66,500
New +$653K
VMBS icon
770
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$633K 0.01%
12,093
+5,956
+97% +$308K
CMG icon
771
Chipotle Mexican Grill
CMG
$43.9B
$632K 0.01%
+44,500
New +$516K
PSCH icon
772
Invesco S&P SmallCap Health Care ETF
PSCH
$162M
$632K 0.01%
16,407
-87,150
-84% -$3.39M
TSN icon
773
CALL
Tyson Foods
TSN
$21.5B
$632K 0.01%
9,100
-23,700
-72% -$1.47M
CAH icon
774
PUT
Cardinal Health
CAH
$53.7B
$631K 0.01%
13,100
+6,500
+98% +$326K
VEA icon
775
Vanguard FTSE Developed Markets ETF
VEA
$223B
$631K 0.01%
15,443
-32,579
-68% -$1.3M
29 30
31
32 33

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.