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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
IVZ icon
1176
Invesco
IVZ
$13B
$308K ﹤0.01%
15,934
-8,817
-36% -$165K
BIIB icon
1177
PUT
Biogen
BIIB
$30.7B
$307K ﹤0.01%
1,300
-4,700
-78% -$1.48M
TAL icon
1178
CALL
TAL Education Group
TAL
$6.85B
$307K ﹤0.01%
+8,500
New +$276K
HA
1179
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$307K ﹤0.01%
11,700
-10,800
-48% -$314K
APD icon
1180
PUT
Air Products & Chemicals
APD
$66.8B
$306K ﹤0.01%
1,600
-7,900
-83% -$1.36M
BHC icon
1181
PUT
Bausch Health
BHC
$2.25B
$306K ﹤0.01%
12,400
-36,800
-75% -$879K
HDV
1182
iShares Core High Dividend ETF
HDV
$14.5B
$306K ﹤0.01%
+16,410
New +$295K
SMG icon
1183
CALL
ScottsMiracle-Gro
SMG
$3.97B
$306K ﹤0.01%
+3,900
New +$294K
KBH icon
1184
PUT
KB Home
KBH
$3.45B
$305K ﹤0.01%
12,600
-50,300
-80% -$1.11M
LUV icon
1185
Southwest Airlines
LUV
$22.3B
$305K ﹤0.01%
5,866
+1,401
+31% +$73.9K
SIRI icon
1186
SiriusXM
SIRI
$10.4B
$305K ﹤0.01%
5,383
-3,592
-40% -$214K
SMTC icon
1187
Semtech
SMTC
$10.7B
$305K ﹤0.01%
+6,000
New +$310K
MLM icon
1188
Martin Marietta Materials
MLM
$32.4B
$304K ﹤0.01%
1,511
-3,411
-69% -$637K
VUG icon
1189
Vanguard Morningstar Growth ETF
VUG
$218B
$303K ﹤0.01%
+11,640
New +$287K
AMP icon
1190
Ameriprise Financial
AMP
$48.1B
$302K ﹤0.01%
2,355
-4,290
-65% -$532K
PLNT icon
1191
PUT
Planet Fitness
PLNT
$4.43B
$302K ﹤0.01%
+4,400
New +$267K
URI icon
1192
United Rentals
URI
$66.5B
$302K ﹤0.01%
2,646
-3,522
-57% -$435K
IYT icon
1193
CALL
iShares US Transportation ETF
IYT
$2.26B
$300K ﹤0.01%
6,400
-15,600
-71% -$710K
MNST icon
1194
CALL
Monster Beverage
MNST
$95.5B
$300K ﹤0.01%
11,000
-7,200
-40% -$205K
RF icon
1195
Regions Financial
RF
$26.3B
$300K ﹤0.01%
21,213
-79,195
-79% -$1.21M
PRGO icon
1196
CALL
Perrigo
PRGO
$1.43B
$299K ﹤0.01%
6,200
-11,600
-65% -$543K
XME icon
1197
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
$299K ﹤0.01%
10,065
-20,806
-67% -$617K
FSK icon
1198
FS KKR Capital
FSK
$2.96B
$298K ﹤0.01%
12,319
+553
+5% +$13.7K
PSCF icon
1199
Invesco S&P SmallCap Financials ETF
PSCF
$27.5M
$298K ﹤0.01%
5,697
-3,548
-38% -$187K
NCLH icon
1200
PUT
Norwegian Cruise Line
NCLH
$8.59B
$297K ﹤0.01%
+5,400
New +$278K
46 47
48
49 50

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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.