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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
DXC icon
1051
CALL
DXC Technology
DXC
$1.82B
$367K ﹤0.01%
5,700
-2,700
-32% -$173K
URI icon
1052
CALL
United Rentals
URI
$66.5B
$366K ﹤0.01%
3,200
-5,300
-62% -$655K
DIN icon
1053
CALL
Dine Brands
DIN
$457M
$365K ﹤0.01%
+4,000
New +$340K
XPO icon
1054
CALL
XPO
XPO
$23.4B
$365K ﹤0.01%
+19,661
New +$377K
ALNY icon
1055
CALL
Alnylam Pharmaceuticals
ALNY
$27.4B
$364K ﹤0.01%
+3,900
New +$326K
SPG icon
1056
PUT
Simon Property Group
SPG
$74.7B
$364K ﹤0.01%
+2,000
New +$355K
WLL
1057
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$363K ﹤0.01%
+185
New +$373K
BUD icon
1058
CALL
AB InBev
BUD
$166B
$361K ﹤0.01%
4,300
-6,200
-59% -$477K
OKTA icon
1059
Okta
OKTA
$24.4B
$361K ﹤0.01%
+4,368
New +$346K
RRC icon
1060
CALL
Range Resources
RRC
$9.24B
$361K ﹤0.01%
32,100
+17,800
+124% +$193K
EXEL icon
1061
CALL
Exelixis
EXEL
$14.1B
$359K ﹤0.01%
+15,100
New +$344K
FIW icon
1062
PUT
First Trust Water ETF
FIW
$1.85B
$358K ﹤0.01%
+7,000
New +$342K
PPLI
1063
People Inc
PPLI
$3.08B
$358K ﹤0.01%
+9,540
New +$353K
PKG icon
1064
CALL
Packaging Corp of America
PKG
$22.2B
$358K ﹤0.01%
3,600
-600
-14% -$57K
UPRO icon
1065
ProShares UltraPro S&P 500
UPRO
$5.13B
$358K ﹤0.01%
14,536
-1,520
-9% -$33.5K
DNR
1066
DELISTED
Denbury Resources, Inc.
DNR
$358K ﹤0.01%
174,650
+157,780
+935% +$314K
OKE icon
1067
PUT
Oneok
OKE
$56.1B
$356K ﹤0.01%
5,100
-7,000
-58% -$453K
STT icon
1068
State Street
STT
$50.2B
$356K ﹤0.01%
+5,406
New +$375K
MXIM
1069
DELISTED
Maxim Integrated Products
MXIM
$356K ﹤0.01%
+6,693
New +$360K
PPL
1070
PUT
PPL Corp
PPL
$26.8B
$355K ﹤0.01%
11,200
-700
-6% -$21.8K
SWK icon
1071
PUT
Stanley Black & Decker
SWK
$14.9B
$354K ﹤0.01%
2,600
+800
+44% +$104K
AMTD
1072
DELISTED
TD Ameritrade Holding Corp
AMTD
$354K ﹤0.01%
7,085
+1,398
+25% +$75.8K
EVRG icon
1073
Evergy
EVRG
$19.2B
$353K ﹤0.01%
6,081
+1,901
+45% +$108K
PHM icon
1074
Pultegroup
PHM
$24.5B
$353K ﹤0.01%
+12,615
New +$344K
BSJJ
1075
DELISTED
Invesco BulletShares 2019 High Yield Corporate Bond ETF
BSJJ
$353K ﹤0.01%
+14,697
New +$352K
41 42
43
44 45

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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.