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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$2.22B 19.92%
7,867,300
+1,945,100
+33% +$528M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$1.93B 17.27%
6,822,900
+1,454,400
+27% +$395M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$445B
$1.57B 14.03%
8,712,500
+6,419,600
+280% +$1.09B
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$445B
$374M 3.35%
2,081,600
+1,679,400
+418% +$285M
IWM icon
5
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$314M 2.81%
2,048,000
+38,300
+2% +$5.76M
DIA icon
6
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$182M 1.63%
703,700
-286,500
-29% -$72.1M
DIA icon
7
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$133M 1.19%
512,200
-226,200
-31% -$56.9M
IWM icon
8
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$132M 1.18%
859,600
-589,100
-41% -$88.5M
XLV icon
9
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$113M 1.01%
1,233,200
+15,900
+1% +$1.43M
XLV icon
10
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$89.5M 0.8%
975,000
+75,600
+8% +$6.82M
XLI icon
11
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$82.4M 0.74%
1,098,600
+495,500
+82% +$35.9M
AMZN icon
12
PUT
Amazon
AMZN
$2.48T
$79.6M 0.71%
894,000
-82,000
-8% -$6.82M
XLI icon
13
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$76.2M 0.68%
1,016,000
+881,600
+656% +$63.8M
MSFT icon
14
CALL
Microsoft
MSFT
$2.92T
$73.3M 0.66%
621,700
+279,300
+82% +$30.5M
XOM icon
15
CALL
ExxonMobil
XOM
$634B
$63.3M 0.57%
782,800
+166,400
+27% +$12.7M
AAPL icon
16
PUT
Apple
AAPL
$4.99T
$62.5M 0.56%
1,316,400
+903,200
+219% +$38.3M
XLE icon
17
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$60.2M 0.54%
1,820,000
+1,073,400
+144% +$34.5M
XLU icon
18
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$60M 0.54%
2,062,800
+1,461,600
+243% +$40.6M
GOOG icon
19
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$59.8M 0.54%
1,020,000
+36,000
+4% +$2.02M
GOOG icon
20
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$57.8M 0.52%
986,000
+170,000
+21% +$9.54M
XLE icon
21
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$48.7M 0.44%
1,474,000
+312,400
+27% +$10M
AMZN icon
22
CALL
Amazon
AMZN
$2.48T
$47.4M 0.42%
532,000
-1,418,000
-73% -$118M
META icon
23
CALL
Meta Platforms (Facebook)
META
$1.51T
$44.9M 0.4%
269,300
-294,200
-52% -$46.8M
HD icon
24
CALL
Home Depot
HD
$343B
$44M 0.39%
229,200
+145,300
+173% +$26.7M
VZ icon
25
CALL
Verizon
VZ
$201B
$43.6M 0.39%
736,800
+416,800
+130% +$23.6M
1
2 3 4 5

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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.