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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
LEN icon
551
CALL
Lennar Class A
LEN
$19.3B
$1.03M 0.01%
21,590
-1,756
-8% -$79.5K
BDX icon
552
PUT
Becton Dickinson
BDX
$50.6B
$1.02M 0.01%
4,203
-2,767
-40% -$654K
C icon
553
Citigroup
C
$228B
$1.02M 0.01%
16,438
-3,973
-19% -$247K
GBT
554
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.02M 0.01%
+19,300
New +$948K
IWV icon
555
iShares Russell 3000 ETF
IWV
$20.1B
$1.01M 0.01%
+6,073
New +$975K
PVH icon
556
CALL
PVH
PVH
$3.3B
$1.01M 0.01%
8,300
-14,000
-63% -$1.53M
IHI icon
557
iShares US Medical Devices ETF
IHI
$3.26B
$1.01M 0.01%
+26,130
New +$949K
COP icon
558
CALL
ConocoPhillips
COP
$170B
$1M 0.01%
15,000
-229,700
-94% -$15.5M
DKS icon
559
PUT
Dick's Sporting Goods
DKS
$11B
$998K 0.01%
27,100
+14,400
+113% +$513K
EBAY icon
560
PUT
eBay
EBAY
$48.1B
$992K 0.01%
26,700
+18,200
+214% +$631K
OSK icon
561
CALL
Oshkosh
OSK
$8.84B
$992K 0.01%
13,200
+8,000
+154% +$591K
OMC icon
562
CALL
Omnicom Group
OMC
$21.9B
$985K 0.01%
+13,500
New +$1.01M
LNG icon
563
CALL
Cheniere Energy
LNG
$56B
$984K 0.01%
14,400
-16,500
-53% -$1.08M
MDLZ icon
564
PUT
Mondelez International
MDLZ
$79.3B
$983K 0.01%
19,700
-20,800
-51% -$954K
JD icon
565
CALL
JD.com
JD
$36.6B
$980K 0.01%
32,500
-12,200
-27% -$310K
BBBY
566
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$979K 0.01%
57,600
+32,600
+130% +$492K
IBN icon
567
ICICI Bank
IBN
$102B
$978K 0.01%
+85,367
New +$887K
RACE icon
568
CALL
Ferrari
RACE
$71.5B
$977K 0.01%
7,300
-500
-6% -$61.2K
FLRN icon
569
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$2.95B
$971K 0.01%
31,628
-99,385
-76% -$3.04M
ACN icon
570
PUT
Accenture
ACN
$118B
$968K 0.01%
5,500
-12,800
-70% -$2.01M
SCHW
571
PUT
Charles Schwab
SCHW
$186B
$966K 0.01%
22,600
-6,700
-23% -$302K
AVB
572
PUT
DELISTED
AvalonBay Communities
AVB
$964K 0.01%
+4,800
New +$917K
KEY icon
573
KeyCorp
KEY
$23.2B
$957K 0.01%
+60,761
New +$1.01M
AME icon
574
Ametek
AME
$53.8B
$954K 0.01%
+11,496
New +$874K
EOG icon
575
PUT
EOG Resources
EOG
$80.6B
$952K 0.01%
10,000
-3,200
-24% -$305K
21 22
23
24 25

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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.