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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
ADBE icon
151
CALL
Adobe
ADBE
$99B
$5.84M 0.05%
21,900
-9,200
-30% -$2.32M
TFC icon
152
CALL
Truist Financial
TFC
$64.7B
$5.83M 0.05%
125,400
+91,800
+273% +$4.48M
TXN icon
153
PUT
Texas Instruments
TXN
$253B
$5.78M 0.05%
54,500
+37,100
+213% +$3.84M
TNA icon
154
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
$5.74M 0.05%
+93,965
New +$5.51M
BA icon
155
PUT
Boeing
BA
$175B
$5.72M 0.05%
15,000
-8,100
-35% -$3.12M
KO icon
156
PUT
Coca-Cola
KO
$380B
$5.7M 0.05%
121,700
+40,800
+50% +$1.91M
DE icon
157
CALL
Deere & Co
DE
$173B
$5.69M 0.05%
35,600
-22,200
-38% -$3.55M
ADP icon
158
CALL
Automatic Data Processing
ADP
$106B
$5.56M 0.05%
34,800
+24,500
+238% +$3.56M
AZO icon
159
PUT
AutoZone
AZO
$50.9B
$5.53M 0.05%
5,400
+5,100
+1,700% +$4.58M
LRCX icon
160
PUT
Lam Research
LRCX
$337B
$5.5M 0.05%
307,000
+143,000
+87% +$2.39M
GLD icon
161
SPDR Gold Trust
GLD
$131B
$5.46M 0.05%
44,745
+40,717
+1,011% +$5.02M
BRK.B icon
162
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$5.44M 0.05%
27,100
-26,100
-49% -$5.27M
MO icon
163
CALL
Altria Group
MO
$125B
$5.44M 0.05%
94,700
+61,400
+184% +$3.14M
ETN icon
164
CALL
Eaton
ETN
$150B
$5.41M 0.05%
67,100
-19,000
-22% -$1.45M
CME icon
165
CALL
CME Group
CME
$93.5B
$5.33M 0.05%
32,400
+26,400
+440% +$4.67M
DIA icon
166
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$5.27M 0.05%
+20,354
New +$5.12M
XRT icon
167
PUT
State Street SPDR S&P Retail ETF
XRT
$458M
$5.23M 0.05%
116,100
+73,800
+174% +$3.28M
TMO icon
168
CALL
Thermo Fisher Scientific
TMO
$214B
$5.2M 0.05%
19,000
-17,600
-48% -$4.38M
BAC icon
169
PUT
Bank of America
BAC
$439B
$5.2M 0.05%
188,300
+5,800
+3% +$164K
MET icon
170
CALL
MetLife
MET
$62.7B
$5.13M 0.05%
120,600
+51,500
+75% +$2.28M
PSA icon
171
CALL
Public Storage
PSA
$61.7B
$5.12M 0.05%
23,500
+18,500
+370% +$3.87M
CAT icon
172
PUT
Caterpillar
CAT
$387B
$5.07M 0.05%
37,400
+2,400
+7% +$319K
LOW icon
173
PUT
Lowe's Companies
LOW
$122B
$4.95M 0.04%
45,200
+42,600
+1,638% +$4.25M
RSP icon
174
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
$4.92M 0.04%
+47,138
New +$4.75M
SYK icon
175
CALL
Stryker
SYK
$133B
$4.92M 0.04%
24,900
+10,100
+68% +$1.82M
5 6
7
8 9

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AWP
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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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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.