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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
BRK.B icon
176
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
$4.86M 0.04%
24,200
-5,600
-19% -$1.13M
RTN
177
CALL
DELISTED
Raytheon Company
RTN
$4.79M 0.04%
26,300
+600
+2% +$105K
CVS icon
178
PUT
CVS Health
CVS
$140B
$4.74M 0.04%
87,800
+52,100
+146% +$3.22M
PYPL icon
179
PUT
PayPal
PYPL
$50.3B
$4.74M 0.04%
45,600
+20,800
+84% +$1.97M
SO icon
180
CALL
Southern Company
SO
$109B
$4.73M 0.04%
91,500
+45,000
+97% +$2.21M
SPXL icon
181
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.57B
$4.71M 0.04%
100,828
+38,055
+61% +$1.59M
AMT icon
182
CALL
American Tower
AMT
$79.9B
$4.71M 0.04%
23,900
-3,800
-14% -$666K
NKE icon
183
PUT
Nike
NKE
$63.9B
$4.7M 0.04%
55,800
+20,400
+58% +$1.68M
OXY icon
184
CALL
Occidental Petroleum
OXY
$53.6B
$4.58M 0.04%
69,200
+12,800
+23% +$843K
CRM icon
185
CALL
Salesforce
CRM
$149B
$4.58M 0.04%
28,900
-22,400
-44% -$3.47M
CMI icon
186
PUT
Cummins
CMI
$88.5B
$4.56M 0.04%
28,900
+19,500
+207% +$2.93M
FXI icon
187
CALL
iShares China Large-Cap ETF
FXI
$4.27B
$4.5M 0.04%
101,700
-87,900
-46% -$3.75M
GILD icon
188
PUT
Gilead Sciences
GILD
$167B
$4.44M 0.04%
68,300
-3,900
-5% -$259K
REGN icon
189
PUT
Regeneron Pharmaceuticals
REGN
$72.9B
$4.43M 0.04%
10,800
+2,100
+24% +$865K
PYPL icon
190
CALL
PayPal
PYPL
$50.3B
$4.43M 0.04%
42,700
+14,700
+53% +$1.39M
AMD icon
191
CALL
Advanced Micro Devices
AMD
$741B
$4.42M 0.04%
173,100
-27,400
-14% -$622K
MU icon
192
CALL
Micron Technology
MU
$927B
$4.34M 0.04%
104,900
-92,100
-47% -$3.56M
MMP
193
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$4.3M 0.04%
71,000
+24,400
+52% +$1.47M
EEM icon
194
iShares MSCI Emerging Markets ETF
EEM
$28B
$4.29M 0.04%
100,054
+76,848
+331% +$3.23M
TSLA icon
195
CALL
Tesla
TSLA
$1.21T
$4.25M 0.04%
228,000
+213,000
+1,420% +$4.28M
C icon
196
PUT
Citigroup
C
$222B
$4.18M 0.04%
67,200
-166,400
-71% -$10.3M
LRCX icon
197
CALL
Lam Research
LRCX
$337B
$4.17M 0.04%
233,000
-9,000
-4% -$150K
ISRG icon
198
PUT
Intuitive Surgical
ISRG
$130B
$4.11M 0.04%
21,600
-10,800
-33% -$1.92M
HON icon
199
CALL
Honeywell
HON
$78.3B
$4.08M 0.04%
27,268
-13,156
-33% -$1.84M
CMI icon
200
CALL
Cummins
CMI
$88.5B
$4.07M 0.04%
25,800
+17,600
+215% +$2.64M
6 7
8
9 10

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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.