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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
LULU icon
526
lululemon athletica
LULU
$10.9B
$1.09M 0.01%
6,671
-77
-1% -$11.2K
SSO icon
527
ProShares Ultra S&P500
SSO
$8.76B
$1.09M 0.01%
73,736
-97,168
-57% -$1.32M
PSX icon
528
Phillips 66
PSX
$106B
$1.08M 0.01%
+11,405
New +$1.08M
ADI icon
529
CALL
Analog Devices
ADI
$175B
$1.08M 0.01%
10,300
-4,400
-30% -$441K
VTR icon
530
CALL
Ventas
VTR
$45.4B
$1.08M 0.01%
16,900
+3,100
+22% +$194K
WMB icon
531
CALL
Williams Companies
WMB
$87.6B
$1.08M 0.01%
37,500
-30,000
-44% -$804K
GM icon
532
CALL
General Motors
GM
$74.9B
$1.08M 0.01%
29,000
-34,400
-54% -$1.31M
RGLD icon
533
PUT
Royal Gold
RGLD
$21.3B
$1.07M 0.01%
+11,800
New +$1.03M
BZUN
534
CALL
Baozun
BZUN
$159M
$1.07M 0.01%
+25,800
New +$903K
X
535
PUT
DELISTED
US Steel
X
$1.07M 0.01%
54,900
+14,500
+36% +$308K
BBBY
536
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.07M 0.01%
+63,000
New +$952K
GS icon
537
Goldman Sachs
GS
$284B
$1.07M 0.01%
5,554
+3,739
+206% +$721K
EFA icon
538
PUT
iShares MSCI EAFE ETF
EFA
$77.9B
$1.06M 0.01%
16,400
-200,600
-92% -$12.6M
XYZ
539
PUT
Block Inc
XYZ
$47B
$1.06M 0.01%
14,200
-11,600
-45% -$841K
ECL icon
540
CALL
Ecolab
ECL
$77B
$1.06M 0.01%
6,000
-400
-6% -$65K
MDT icon
541
PUT
Medtronic
MDT
$120B
$1.06M 0.01%
11,600
-8,300
-42% -$743K
DKS icon
542
CALL
Dick's Sporting Goods
DKS
$11B
$1.06M 0.01%
28,700
+14,000
+95% +$499K
AMGN icon
543
Amgen
AMGN
$203B
$1.05M 0.01%
5,548
-10,623
-66% -$2.03M
CME icon
544
PUT
CME Group
CME
$98.9B
$1.05M 0.01%
6,400
+700
+12% +$124K
AGNC icon
545
CALL
AGNC Investment
AGNC
$11.8B
$1.05M 0.01%
58,400
-33,900
-37% -$606K
PG icon
546
PUT
Procter & Gamble
PG
$341B
$1.04M 0.01%
10,000
-45,300
-82% -$4.41M
EBAY icon
547
CALL
eBay
EBAY
$48.1B
$1.04M 0.01%
28,000
-2,400
-8% -$83.3K
VGK icon
548
Vanguard FTSE Europe ETF
VGK
$30.1B
$1.04M 0.01%
+19,389
New +$1.01M
COO icon
549
PUT
Cooper Companies
COO
$10.1B
$1.04M 0.01%
14,000
+6,400
+84% +$447K
VRTX icon
550
CALL
Vertex Pharmaceuticals
VRTX
$130B
$1.03M 0.01%
5,600
-6,900
-55% -$1.27M
20 21
22
23 24

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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.