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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
XOP icon
76
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$13.6M 0.12%
110,350
+24,650
+29% +$2.97M
XLP icon
77
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$13.5M 0.12%
241,400
+136,000
+129% +$7.27M
NFLX icon
78
PUT
Netflix
NFLX
$301B
$13.2M 0.12%
371,000
-66,000
-15% -$2.29M
UNP icon
79
PUT
Union Pacific
UNP
$175B
$12.9M 0.12%
77,200
+41,000
+113% +$6.6M
INTC icon
80
PUT
Intel
INTC
$435B
$12.9M 0.12%
239,900
+188,000
+362% +$9.54M
DUK icon
81
CALL
Duke Energy
DUK
$101B
$12.6M 0.11%
139,900
+62,800
+81% +$5.54M
LOW icon
82
CALL
Lowe's Companies
LOW
$122B
$12.5M 0.11%
114,200
+100,200
+716% +$10M
FDX icon
83
CALL
FedEx
FDX
$74B
$12.4M 0.11%
68,200
-22,700
-25% -$4.01M
GDX icon
84
CALL
VanEck Gold Miners ETF
GDX
$22.7B
$12.3M 0.11%
549,100
+474,600
+637% +$10.4M
TGT icon
85
CALL
Target
TGT
$65.5B
$11.8M 0.11%
146,700
-26,800
-15% -$1.96M
PG icon
86
CALL
Procter & Gamble
PG
$347B
$11.6M 0.1%
111,500
-37,700
-25% -$3.67M
BIDU icon
87
CALL
Baidu
BIDU
$35.7B
$11.6M 0.1%
70,200
+2,000
+3% +$335K
TXN icon
88
CALL
Texas Instruments
TXN
$253B
$11.5M 0.1%
108,800
+82,300
+311% +$8.53M
CVX icon
89
PUT
Chevron
CVX
$374B
$11.5M 0.1%
93,100
-68,400
-42% -$8.09M
ACN icon
90
CALL
Accenture
ACN
$101B
$11.3M 0.1%
64,100
-21,900
-25% -$3.44M
CMG icon
91
PUT
Chipotle Mexican Grill
CMG
$43B
$11.2M 0.1%
790,000
+230,000
+41% +$2.67M
MCD icon
92
CALL
McDonald's
MCD
$194B
$11.2M 0.1%
58,800
+17,400
+42% +$3.16M
DIS icon
93
CALL
Walt Disney
DIS
$172B
$11.1M 0.1%
100,400
+12,800
+15% +$1.43M
IWN icon
94
iShares Russell 2000 Value ETF
IWN
$14.5B
$11.1M 0.1%
92,625
+33,782
+57% +$4.04M
XOP icon
95
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$10.3M 0.09%
83,750
-3,425
-4% -$412K
GDX icon
96
PUT
VanEck Gold Miners ETF
GDX
$22.7B
$10.1M 0.09%
450,200
+372,900
+482% +$8.2M
AMAT icon
97
CALL
Applied Materials
AMAT
$378B
$9.97M 0.09%
251,300
+193,900
+338% +$7.36M
XLF icon
98
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$9.96M 0.09%
387,400
+194,700
+101% +$5.02M
ABBV icon
99
CALL
AbbVie
ABBV
$465B
$9.95M 0.09%
123,500
-224,700
-65% -$18.4M
SLB icon
100
CALL
SLB Ltd
SLB
$74.2B
$9.93M 0.09%
227,900
+212,300
+1,361% +$9.18M
2 3
4
5 6

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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.