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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
LNC icon
1076
PUT
Lincoln National
LNC
$8.8B
$352K ﹤0.01%
6,000
-39,800
-87% -$2.36M
SSRM icon
1077
CALL
SSR Mining
SSRM
$5.54B
$352K ﹤0.01%
+27,800
New +$368K
O icon
1078
Realty Income
O
$60.1B
$351K ﹤0.01%
+4,922
New +$326K
TECL icon
1079
Direxion Daily Technology Bull 3x ETF
TECL
$5.1B
$350K ﹤0.01%
25,220
-65,900
-72% -$737K
AEE icon
1080
Ameren
AEE
$30.1B
$349K ﹤0.01%
+4,746
New +$331K
DE icon
1081
Deere & Co
DE
$162B
$348K ﹤0.01%
2,177
-3,336
-61% -$533K
IRM icon
1082
PUT
Iron Mountain
IRM
$37.1B
$348K ﹤0.01%
+9,800
New +$346K
CHTR icon
1083
PUT
Charter Communications
CHTR
$16.9B
$347K ﹤0.01%
+1,000
New +$329K
DLTR icon
1084
CALL
Dollar Tree
DLTR
$24.7B
$347K ﹤0.01%
3,300
-3,800
-54% -$373K
GOVT icon
1085
iShares US Treasury Bond ETF
GOVT
$43.7B
$347K ﹤0.01%
+13,741
New +$342K
CACI icon
1086
CALL
CACI
CACI
$10.5B
$346K ﹤0.01%
1,900
-200
-10% -$34.1K
MT icon
1087
PUT
ArcelorMittal
MT
$52.3B
$346K ﹤0.01%
17,000
-17,100
-50% -$379K
AMZN icon
1088
Amazon
AMZN
$2.53T
$345K ﹤0.01%
3,880
-4,780
-55% -$398K
CM icon
1089
Canadian Imperial Bank of Commerce
CM
$108B
$345K ﹤0.01%
+8,728
New +$362K
TDTF icon
1090
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
$345K ﹤0.01%
13,885
-15,768
-53% -$385K
ACWV icon
1091
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.33B
$344K ﹤0.01%
+3,843
New +$330K
JBHT icon
1092
CALL
JB Hunt Transport Services
JBHT
$25.3B
$344K ﹤0.01%
+3,400
New +$352K
ADI icon
1093
Analog Devices
ADI
$179B
$343K ﹤0.01%
+3,259
New +$327K
GFI icon
1094
Gold Fields
GFI
$30B
$343K ﹤0.01%
92,027
+63,828
+226% +$246K
GT icon
1095
PUT
Goodyear
GT
$2.04B
$343K ﹤0.01%
+18,900
New +$368K
NTR icon
1096
CALL
Nutrien
NTR
$33.9B
$343K ﹤0.01%
6,500
-2,700
-29% -$141K
VWO icon
1097
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$343K ﹤0.01%
+8,063
New +$332K
WM icon
1098
PUT
Waste Management
WM
$90.9B
$343K ﹤0.01%
3,300
-8,000
-71% -$781K
CUZ icon
1099
Cousins Properties
CUZ
$5.25B
$342K ﹤0.01%
+8,853
New +$324K
JD icon
1100
JD.com
JD
$43.6B
$342K ﹤0.01%
11,342
-1,950
-15% -$49.6K
42 43
44
45 46

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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.