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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
RL icon
451
CALL
Ralph Lauren
RL
$20B
$1.36M 0.01%
10,500
+3,500
+50% +$417K
AMLP icon
452
Alerian MLP ETF
AMLP
$13.4B
$1.36M 0.01%
27,138
+22,476
+482% +$1.1M
ZTS icon
453
PUT
Zoetis
ZTS
$30.3B
$1.36M 0.01%
13,500
+6,100
+82% +$554K
TJX icon
454
CALL
TJX Companies
TJX
$137B
$1.35M 0.01%
25,400
-4,700
-16% -$234K
MMP
455
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.35M 0.01%
22,300
+3,900
+21% +$236K
PVH icon
456
PVH
PVH
$3.3B
$1.35M 0.01%
+11,043
New +$1.21M
VFC icon
457
CALL
VF Corp
VFC
$5B
$1.35M 0.01%
16,461
+7,222
+78% +$563K
TTD icon
458
PUT
Trade Desk
TTD
$7.05B
$1.35M 0.01%
+68,000
New +$1.11M
LULU icon
459
PUT
lululemon athletica
LULU
$10.9B
$1.33M 0.01%
8,100
-5,900
-42% -$862K
IEI icon
460
iShares 3-7 Year Treasury Bond ETF
IEI
$17.3B
$1.32M 0.01%
+10,709
New +$1.3M
DAL icon
461
CALL
Delta Air Lines
DAL
$51.9B
$1.31M 0.01%
25,300
+3,600
+17% +$179K
ITB icon
462
iShares US Home Construction ETF
ITB
$2.14B
$1.3M 0.01%
36,919
+21,688
+142% +$737K
CTAS icon
463
PUT
Cintas
CTAS
$79.6B
$1.29M 0.01%
+25,600
New +$1.24M
MOS icon
464
PUT
The Mosaic Company
MOS
$8.09B
$1.29M 0.01%
47,400
-5,600
-11% -$171K
GLD icon
465
CALL
SPDR Gold Trust
GLD
$145B
$1.29M 0.01%
+10,600
New +$1.31M
AGN
466
PUT
DELISTED
Allergan plc
AGN
$1.29M 0.01%
8,800
-8,100
-48% -$1.17M
B
467
CALL
Barrick Mining
B
$70.3B
$1.29M 0.01%
93,900
+52,400
+126% +$677K
SAN icon
468
Banco Santander
SAN
$213B
$1.28M 0.01%
287,539
+205,264
+249% +$936K
BP icon
469
PUT
BP
BP
$121B
$1.27M 0.01%
29,591
+16,900
+133% +$693K
CI icon
470
CALL
Cigna
CI
$76.3B
$1.27M 0.01%
7,900
-2,400
-23% -$438K
JOYY
471
CALL
JOYY Inc
JOYY
$3.78B
$1.27M 0.01%
15,100
-18,400
-55% -$1.34M
FNV icon
472
CALL
Franco-Nevada
FNV
$50.7B
$1.27M 0.01%
+16,900
New +$1.25M
EWG icon
473
iShares MSCI Germany ETF
EWG
$1.68B
$1.27M 0.01%
+47,055
New +$1.26M
CMS icon
474
CALL
CMS Energy
CMS
$20.7B
$1.27M 0.01%
+22,800
New +$1.2M
CMS icon
475
PUT
CMS Energy
CMS
$20.7B
$1.27M 0.01%
+22,800
New +$1.2M
17 18
19
20 21

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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.