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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
FTV icon
926
Fortive
FTV
$17.7B
$461K ﹤0.01%
8,715
+2,971
+52% +$145K
HON icon
927
PUT
Honeywell
HON
$76.7B
$461K ﹤0.01%
3,077
-27,162
-90% -$3.8M
HRL icon
928
CALL
Hormel Foods
HRL
$14B
$461K ﹤0.01%
10,300
+3,000
+41% +$128K
INFY icon
929
Infosys
INFY
$48.4B
$461K ﹤0.01%
+42,222
New +$447K
WPM icon
930
CALL
Wheaton Precious Metals
WPM
$51.5B
$460K ﹤0.01%
19,300
-60,000
-76% -$1.28M
BLV icon
931
Vanguard Long-Term Bond ETF
BLV
$5.74B
$459K ﹤0.01%
+4,982
New +$442K
LH icon
932
PUT
Labcorp
LH
$25.9B
$459K ﹤0.01%
3,492
+698
+25% +$86K
TCOM icon
933
PUT
Trip.com Group
TCOM
$29.3B
$459K ﹤0.01%
+10,500
New +$368K
TDG icon
934
TransDigm Group
TDG
$69.9B
$459K ﹤0.01%
+1,011
New +$410K
AMD icon
935
Advanced Micro Devices
AMD
$791B
$457K ﹤0.01%
17,896
+3,625
+25% +$82.3K
EXPD icon
936
CALL
Expeditors International
EXPD
$21.8B
$455K ﹤0.01%
6,000
-11,000
-65% -$794K
FIZZ icon
937
National Beverage
FIZZ
$3B
$455K ﹤0.01%
+15,776
New +$561K
IVV icon
938
CALL
iShares Core S&P 500 ETF
IVV
$872B
$455K ﹤0.01%
+1,600
New +$437K
KRE icon
939
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
$452K ﹤0.01%
8,800
-60,400
-87% -$3.22M
LUV icon
940
PUT
Southwest Airlines
LUV
$22.3B
$452K ﹤0.01%
8,700
-600
-6% -$31.7K
YELP icon
941
CALL
Yelp
YELP
$1.44B
$452K ﹤0.01%
13,100
-1,300
-9% -$47K
CNQ icon
942
CALL
Canadian Natural Resources
CNQ
$98.6B
$451K ﹤0.01%
33,489
-73,512
-69% -$977K
EQIX icon
943
Equinix
EQIX
$103B
$451K ﹤0.01%
995
+133
+15% +$54.2K
TROW icon
944
CALL
T. Rowe Price
TROW
$25.6B
$451K ﹤0.01%
4,500
-6,200
-58% -$598K
CAR icon
945
PUT
Avis
CAR
$5.37B
$450K ﹤0.01%
12,900
+3,200
+33% +$95.9K
HOLX
946
CALL
DELISTED
Hologic
HOLX
$450K ﹤0.01%
+9,300
New +$419K
IEV icon
947
iShares Europe ETF
IEV
$1.68B
$450K ﹤0.01%
+10,380
New +$436K
PSQ icon
948
ProShares Short QQQ
PSQ
$829M
$450K ﹤0.01%
3,061
+733
+31% +$115K
ADBE icon
949
Adobe
ADBE
$98.5B
$449K ﹤0.01%
+1,685
New +$425K
CTAS icon
950
Cintas
CTAS
$82.8B
$449K ﹤0.01%
+8,892
New +$431K
36 37
38
39 40

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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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RB
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OMG
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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.