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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
TWTR
101
CALL
DELISTED
Twitter, Inc.
TWTR
$9.77M 0.09%
297,000
+93,800
+46% +$2.97M
PM icon
102
CALL
Philip Morris
PM
$312B
$9.47M 0.08%
107,100
+43,100
+67% +$3.47M
ABT icon
103
CALL
Abbott
ABT
$187B
$9.43M 0.08%
117,900
+35,200
+43% +$2.62M
BABA icon
104
PUT
Alibaba
BABA
$276B
$9.4M 0.08%
51,500
+18,400
+56% +$3.09M
CMCSA icon
105
CALL
Comcast
CMCSA
$85.8B
$9M 0.08%
225,200
+180,900
+408% +$6.81M
CSCO icon
106
PUT
Cisco
CSCO
$456B
$8.84M 0.08%
163,800
+83,800
+105% +$4.07M
CAT icon
107
CALL
Caterpillar
CAT
$387B
$8.78M 0.08%
64,800
+33,100
+104% +$4.4M
BKNG icon
108
CALL
Booking.com
BKNG
$154B
$8.72M 0.08%
125,000
-520,000
-81% -$37.1M
XLV icon
109
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$8.61M 0.08%
+93,798
New +$8.46M
WFC icon
110
CALL
Wells Fargo
WFC
$263B
$8.58M 0.08%
177,500
+84,100
+90% +$4.14M
IBB icon
111
CALL
iShares Biotechnology ETF
IBB
$9.55B
$8.51M 0.08%
76,100
-41,600
-35% -$4.56M
FXI icon
112
PUT
iShares China Large-Cap ETF
FXI
$4.27B
$8.48M 0.08%
191,500
-87,300
-31% -$3.73M
MDY icon
113
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$8.43M 0.08%
24,400
-34,600
-59% -$11.6M
BIDU icon
114
PUT
Baidu
BIDU
$35.7B
$8.14M 0.07%
49,400
+9,200
+23% +$1.54M
V icon
115
CALL
Visa
V
$697B
$8.12M 0.07%
52,000
-70,400
-58% -$10.1M
WBA
116
CALL
DELISTED
Walgreens Boots Alliance
WBA
$7.85M 0.07%
124,100
+100
+0.1% +$6.83K
ETR icon
117
CALL
Entergy
ETR
$52.4B
$7.83M 0.07%
163,800
+132,200
+418% +$5.98M
AVGO icon
118
PUT
Broadcom
AVGO
$1.81T
$7.67M 0.07%
255,000
+191,000
+298% +$5.18M
UPS icon
119
CALL
United Parcel Service
UPS
$89.7B
$7.59M 0.07%
67,900
+12,800
+23% +$1.36M
ISRG icon
120
CALL
Intuitive Surgical
ISRG
$130B
$7.53M 0.07%
39,600
-49,800
-56% -$8.85M
MMM icon
121
CALL
3M
MMM
$94.1B
$7.46M 0.07%
42,936
-33,010
-43% -$5.56M
CME icon
122
CME Group
CME
$93.5B
$7.41M 0.07%
45,000
-6,672
-13% -$1.18M
BIL icon
123
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$7.39M 0.07%
80,642
-54,925
-41% -$5.03M
AVGO icon
124
CALL
Broadcom
AVGO
$1.81T
$7.37M 0.07%
245,000
+140,000
+133% +$3.8M
NEE icon
125
CALL
NextEra Energy
NEE
$186B
$7.27M 0.07%
150,400
+70,800
+89% +$3.24M
3 4
5
6 7

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BCM
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OAM
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NOCM
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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.