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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
SRLN icon
776
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$628K 0.01%
13,632
-52,257
-79% -$2.4M
WPC icon
777
W.P. Carey
WPC
$16.8B
$624K 0.01%
8,133
-327
-4% -$23.6K
HLT icon
778
Hilton Worldwide
HLT
$72.1B
$623K 0.01%
7,498
+1,064
+17% +$83.3K
TEL icon
779
PUT
TE Connectivity
TEL
$59.6B
$622K 0.01%
+7,700
New +$621K
APA icon
780
PUT
APA Corp
APA
$13.2B
$620K 0.01%
17,900
-28,700
-62% -$935K
EWT icon
781
iShares MSCI Taiwan ETF
EWT
$9.86B
$620K 0.01%
17,939
+2,680
+18% +$88.3K
HPE icon
782
CALL
Hewlett Packard
HPE
$63.4B
$620K 0.01%
+40,200
New +$619K
AOR icon
783
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.66B
$615K 0.01%
+13,768
New +$598K
IVW icon
784
iShares S&P 500 Growth ETF
IVW
$73.8B
$615K 0.01%
+14,268
New +$585K
ARE icon
785
Alexandria Real Estate Equities
ARE
$8.97B
$612K 0.01%
+4,294
New +$565K
TRIP icon
786
CALL
TripAdvisor
TRIP
$1.65B
$612K 0.01%
11,900
-17,700
-60% -$970K
SPOT icon
787
PUT
Spotify
SPOT
$103B
$611K 0.01%
4,400
+1,300
+42% +$178K
XLNX
788
CALL
DELISTED
Xilinx Inc
XLNX
$609K 0.01%
+4,800
New +$539K
MRVL icon
789
CALL
Marvell Technology
MRVL
$168B
$607K 0.01%
30,500
+16,100
+112% +$301K
LIN icon
790
Linde
LIN
$221B
$605K 0.01%
3,439
-6,469
-65% -$1.07M
VMC icon
791
PUT
Vulcan Materials
VMC
$34.8B
$604K 0.01%
+5,100
New +$551K
CX icon
792
Cemex
CX
$17.1B
$603K 0.01%
129,909
+101,155
+352% +$506K
O icon
793
PUT
Realty Income
O
$59.6B
$603K 0.01%
+8,462
New +$561K
TSLA icon
794
Tesla
TSLA
$1.23T
$603K 0.01%
32,310
-45,825
-59% -$920K
HUBS icon
795
PUT
HubSpot
HUBS
$12.2B
$598K 0.01%
+3,600
New +$570K
NTAP icon
796
CALL
NetApp
NTAP
$35B
$596K 0.01%
8,600
-41,300
-83% -$2.67M
LUMN icon
797
Lumen
LUMN
$6.57B
$595K 0.01%
49,610
+14,434
+41% +$201K
EW icon
798
PUT
Edwards Lifesciences
EW
$49.6B
$593K 0.01%
+9,300
New +$531K
CFO icon
799
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$417M
$590K 0.01%
12,610
-54,859
-81% -$2.5M
AZO icon
800
AutoZone
AZO
$49.2B
$587K 0.01%
573
+317
+124% +$285K
30 31
32
33 34

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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.