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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
AMGN icon
126
CALL
Amgen
AMGN
$212B
$7.26M 0.07%
38,200
-62,900
-62% -$12M
MPC icon
127
CALL
Marathon Petroleum
MPC
$89.3B
$7.24M 0.06%
120,900
+45,300
+60% +$2.85M
MS icon
128
PUT
Morgan Stanley
MS
$333B
$7.18M 0.06%
170,200
+29,500
+21% +$1.24M
BAC icon
129
CALL
Bank of America
BAC
$439B
$7.15M 0.06%
259,200
-526,600
-67% -$14.9M
XLI icon
130
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$7.15M 0.06%
+95,283
New +$6.9M
SOXX icon
131
PUT
iShares Semiconductor ETF
SOXX
$40.6B
$7.01M 0.06%
+111,000
New +$6.55M
AVB icon
132
CALL
AvalonBay Communities
AVB
$27.2B
$6.88M 0.06%
+34,300
New +$6.55M
COO icon
133
CALL
Cooper Companies
COO
$14.1B
$6.72M 0.06%
90,800
+43,600
+92% +$3.04M
MU icon
134
PUT
Micron Technology
MU
$927B
$6.71M 0.06%
162,400
+83,300
+105% +$3.22M
KRE icon
135
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$6.64M 0.06%
129,300
-36,300
-22% -$1.94M
PEP icon
136
PUT
PepsiCo
PEP
$195B
$6.63M 0.06%
54,100
+17,000
+46% +$1.94M
MA icon
137
PUT
Mastercard
MA
$497B
$6.62M 0.06%
28,100
+6,500
+30% +$1.4M
MDT icon
138
CALL
Medtronic
MDT
$111B
$6.61M 0.06%
72,600
-19,300
-21% -$1.73M
LLY icon
139
CALL
Eli Lilly
LLY
$1.09T
$6.61M 0.06%
50,900
-5,600
-10% -$681K
MA icon
140
CALL
Mastercard
MA
$497B
$6.5M 0.06%
27,600
+5,900
+27% +$1.27M
IWO icon
141
iShares Russell 2000 Growth ETF
IWO
$14.4B
$6.48M 0.06%
32,943
+1,300
+4% +$247K
REGN icon
142
CALL
Regeneron Pharmaceuticals
REGN
$72.9B
$6.45M 0.06%
15,700
-3,500
-18% -$1.44M
AMAT icon
143
PUT
Applied Materials
AMAT
$378B
$6.45M 0.06%
162,500
+137,300
+545% +$5.21M
C icon
144
CALL
Citigroup
C
$222B
$6.44M 0.06%
103,500
-215,700
-68% -$13.4M
MS icon
145
CALL
Morgan Stanley
MS
$333B
$6.44M 0.06%
152,600
-7,600
-5% -$320K
PAYX icon
146
CALL
Paychex
PAYX
$42.3B
$6.38M 0.06%
79,600
+11,700
+17% +$863K
IJR icon
147
iShares Core S&P Small-Cap ETF
IJR
$110B
$6.25M 0.06%
+80,995
New +$6.22M
TSLA icon
148
PUT
Tesla
TSLA
$1.21T
$6.16M 0.06%
330,000
+307,500
+1,367% +$6.17M
PPLI
149
CALL
People Inc
PPLI
$3.13B
$5.99M 0.05%
159,469
+30,215
+23% +$1.12M
EXPE icon
150
CALL
Expedia Group
EXPE
$35.5B
$5.97M 0.05%
50,200
+17,700
+54% +$2.15M
4 5
6
7 8

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
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RB
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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.