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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+12.14%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$11.2B
AUM Growth
+$2.97B
Cap. Flow
-$201M
Cap. Flow %
-1.8%
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 Miscellaneous 98.14%
2 Financials 0.4%
3 Consumer Discretionary 0.25%
4 Technology 0.21%
5 Communication Services 0.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAL icon
376
CALL
American Airlines Group
AAL
$8.45B
$1.69M 0.02%
53,300
-3,700
-6% -$124K
NVS icon
377
PUT
Novartis
NVS
$263B
$1.68M 0.02%
19,530
-20,534
-51% -$1.65M
MOS icon
378
CALL
The Mosaic Company
MOS
$8.09B
$1.68M 0.02%
61,400
-8,900
-13% -$271K
W icon
379
CALL
Wayfair
W
$14.2B
$1.68M 0.02%
11,300
-11,000
-49% -$1.43M
HP icon
380
PUT
Helmerich & Payne
HP
$4.34B
$1.67M 0.01%
+30,000
New +$1.63M
HAL icon
381
CALL
Halliburton
HAL
$29.7B
$1.66M 0.01%
56,800
-89,800
-61% -$2.71M
LQD icon
382
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.1B
$1.66M 0.01%
+13,923
New +$1.61M
SH icon
383
ProShares Short S&P500
SH
$920M
$1.66M 0.01%
14,989
+5,121
+52% +$592K
TTE icon
384
CALL
TotalEnergies
TTE
$206B
$1.66M 0.01%
29,800
-7,400
-20% -$412K
SJM icon
385
CALL
J.M. Smucker
SJM
$13B
$1.65M 0.01%
14,200
+7,800
+122% +$815K
NOW icon
386
CALL
ServiceNow
NOW
$147B
$1.65M 0.01%
33,500
-67,500
-67% -$2.97M
PPL
387
CALL
PPL Corp
PPL
$25B
$1.64M 0.01%
51,700
+27,500
+114% +$855K
UUP icon
388
Invesco DB US Dollar Index Bullish Fund
UUP
$322M
$1.63M 0.01%
62,703
+2,270
+4% +$58.2K
WEC icon
389
PUT
WEC Energy
WEC
$33.7B
$1.63M 0.01%
+20,600
New +$1.53M
GE icon
390
CALL
GE Aerospace
GE
$319B
$1.61M 0.01%
32,403
-19,032
-37% -$896K
HPQ icon
391
CALL
HP
HPQ
$30.5B
$1.61M 0.01%
83,000
-18,700
-18% -$396K
KSU
392
CALL
DELISTED
Kansas City Southern
KSU
$1.61M 0.01%
13,900
+2,900
+26% +$313K
LYG icon
393
Lloyds Banking Group
LYG
$84.9B
$1.61M 0.01%
500,373
+140,876
+39% +$431K
NOK icon
394
Nokia
NOK
$55.1B
$1.6M 0.01%
280,451
+243,387
+657% +$1.49M
CRM icon
395
Salesforce
CRM
$210B
$1.6M 0.01%
+10,118
New +$1.57M
COF icon
396
PUT
Capital One
COF
$127B
$1.6M 0.01%
19,600
-40,800
-68% -$3.32M
NLY icon
397
Annaly Capital Management
NLY
$16.1B
$1.6M 0.01%
39,998
+10,660
+36% +$435K
KSS icon
398
CALL
Kohl's
KSS
$1.85B
$1.59M 0.01%
23,200
-29,200
-56% -$1.98M
NVS icon
399
Novartis
NVS
$263B
$1.59M 0.01%
18,516
+249
+1% +$20K
GM icon
400
General Motors
GM
$74.9B
$1.59M 0.01%
42,769
+34,026
+389% +$1.29M
14 15
16
17 18

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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's Q1 2019 filing shows 634 new, 459 increased, 654 reduced and 956 closed positions. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M. The largest sale was State Street Financial Select Sector SPDR ETF, an estimated $24M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 96% a quarter earlier, followed by Financials and Consumer Discretionary.

  • 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.