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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
SLB icon
201
PUT
SLB Ltd
SLB
$74.2B
$4.04M 0.04%
92,700
+55,300
+148% +$2.39M
NUE icon
202
CALL
Nucor
NUE
$60.5B
$4M 0.04%
68,600
+15,100
+28% +$885K
MCD icon
203
PUT
McDonald's
MCD
$194B
$3.99M 0.04%
21,000
+8,900
+74% +$1.62M
OLED icon
204
CALL
Universal Display
OLED
$3.85B
$3.96M 0.04%
25,900
+17,200
+198% +$2.13M
EWC icon
205
iShares MSCI Canada ETF
EWC
$6.18B
$3.93M 0.04%
142,298
+76,611
+117% +$2.07M
IYF icon
206
iShares US Financials ETF
IYF
$4.74B
$3.92M 0.04%
66,426
+252
+0.4% +$14.6K
INTU icon
207
CALL
Intuit
INTU
$85.6B
$3.92M 0.04%
15,000
+400
+3% +$92.4K
GOOG icon
208
Alphabet (Google) Class C
GOOG
$4.07T
$3.88M 0.03%
66,220
+60,020
+968% +$3.37M
EMR icon
209
CALL
Emerson Electric
EMR
$85B
$3.83M 0.03%
56,000
+22,300
+66% +$1.47M
CMCSA icon
210
PUT
Comcast
CMCSA
$85.8B
$3.83M 0.03%
95,800
+74,600
+352% +$2.81M
TFC icon
211
PUT
Truist Financial
TFC
$64.7B
$3.83M 0.03%
82,300
+68,100
+480% +$3.32M
XYZ
212
CALL
Block Inc
XYZ
$49.5B
$3.8M 0.03%
50,700
-21,500
-30% -$1.56M
WFC icon
213
PUT
Wells Fargo
WFC
$263B
$3.73M 0.03%
77,300
+44,000
+132% +$2.16M
ORCL icon
214
CALL
Oracle
ORCL
$346B
$3.69M 0.03%
68,700
-5,700
-8% -$290K
LH icon
215
CALL
Labcorp
LH
$25.8B
$3.67M 0.03%
27,936
+10,476
+60% +$1.29M
XLB icon
216
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$3.67M 0.03%
132,200
-222,000
-63% -$5.99M
DPZ icon
217
CALL
Domino's
DPZ
$11.6B
$3.67M 0.03%
14,200
+3,300
+30% +$858K
PRU icon
218
CALL
Prudential Financial
PRU
$43B
$3.6M 0.03%
39,200
+29,700
+313% +$2.74M
STZ icon
219
CALL
Constellation Brands
STZ
$22.5B
$3.59M 0.03%
20,500
-48,800
-70% -$8.22M
STX icon
220
CALL
Seagate
STX
$169B
$3.58M 0.03%
74,800
+20,600
+38% +$914K
CVS icon
221
CALL
CVS Health
CVS
$140B
$3.58M 0.03%
66,300
-8,200
-11% -$506K
NKE icon
222
CALL
Nike
NKE
$63.9B
$3.51M 0.03%
41,700
+14,400
+53% +$1.19M
OIH icon
223
CALL
VanEck Oil Services ETF
OIH
$1.99B
$3.5M 0.03%
10,160
+4,980
+96% +$1.68M
SBUX icon
224
CALL
Starbucks
SBUX
$118B
$3.47M 0.03%
46,700
-37,200
-44% -$2.56M
DEO icon
225
CALL
Diageo
DEO
$49.4B
$3.44M 0.03%
21,000
-24,500
-54% -$3.74M
7 8
9
10 11

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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.