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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
MCK icon
501
CALL
McKesson
MCK
$105B
$1.18M 0.01%
10,100
-14,700
-59% -$1.81M
TEF
502
DELISTED
Telefonica
TEF
$1.17M 0.01%
173,717
+104,979
+153% +$734K
JPM icon
503
JPMorgan Chase
JPM
$937B
$1.17M 0.01%
+11,522
New +$1.19M
CHRW icon
504
CALL
C.H. Robinson
CHRW
$18.4B
$1.15M 0.01%
13,200
-25,300
-66% -$2.22M
WB icon
505
CALL
Weibo
WB
$1.62B
$1.15M 0.01%
18,500
+15,000
+429% +$931K
VRSN icon
506
PUT
VeriSign
VRSN
$26.9B
$1.14M 0.01%
6,300
+3,700
+142% +$635K
STI
507
CALL
DELISTED
SunTrust Banks, Inc.
STI
$1.14M 0.01%
19,300
+5,600
+41% +$343K
ABBV icon
508
PUT
AbbVie
ABBV
$465B
$1.14M 0.01%
14,100
-64,800
-82% -$5.3M
HCA icon
509
CALL
HCA Healthcare
HCA
$91.8B
$1.13M 0.01%
8,700
-4,000
-31% -$537K
MDB icon
510
CALL
MongoDB
MDB
$30.4B
$1.13M 0.01%
+7,700
New +$790K
BBVA icon
511
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
$1.13M 0.01%
197,455
+164,469
+499% +$969K
KEY icon
512
CALL
KeyCorp
KEY
$23.2B
$1.13M 0.01%
71,800
+59,900
+503% +$999K
IBM icon
513
PUT
IBM
IBM
$234B
$1.13M 0.01%
8,368
-15,899
-66% -$2.03M
BSX icon
514
CALL
Boston Scientific
BSX
$63.6B
$1.13M 0.01%
29,400
-6,600
-18% -$252K
BNDX icon
515
Vanguard Total International Bond ETF
BNDX
$82.3B
$1.13M 0.01%
20,200
-12,505
-38% -$686K
SFIX
516
CALL
Stitch Fix
SFIX
$392M
$1.13M 0.01%
+39,900
New +$991K
AAP icon
517
CALL
Advance Auto Parts
AAP
$2.62B
$1.13M 0.01%
6,600
-100
-1% -$16.1K
BUD icon
518
AB InBev
BUD
$156B
$1.12M 0.01%
13,310
-9,847
-43% -$757K
MCHP icon
519
PUT
Microchip Technology
MCHP
$38.8B
$1.11M 0.01%
26,800
+8,800
+49% +$365K
DVY icon
520
CALL
iShares Select Dividend ETF
DVY
$23.4B
$1.11M 0.01%
11,300
-10,700
-49% -$1.02M
HLF icon
521
CALL
Herbalife
HLF
$1.25B
$1.11M 0.01%
+20,900
New +$1.2M
SYK icon
522
PUT
Stryker
SYK
$108B
$1.11M 0.01%
5,600
+1,000
+22% +$180K
ABT icon
523
PUT
Abbott
ABT
$177B
$1.1M 0.01%
13,800
-34,100
-71% -$2.54M
CMA
524
DELISTED
Comerica
CMA
$1.1M 0.01%
14,987
-7,486
-33% -$600K
GE icon
525
GE Aerospace
GE
$319B
$1.09M 0.01%
21,963
+14,437
+192% +$680K
19 20
21
22 23

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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.