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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
BKNG icon
651
Booking.com
BKNG
$130B
$801K 0.01%
11,475
-3,050
-21% -$218K
KHC icon
652
The Kraft Heinz Company
KHC
$29.4B
$801K 0.01%
+24,522
New +$999K
FDX icon
653
PUT
FedEx
FDX
$71.8B
$798K 0.01%
4,400
-18,400
-81% -$3.25M
FLEX icon
654
PUT
Flex
FLEX
$41.2B
$796K 0.01%
+105,629
New +$756K
QAI icon
655
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$1B
$791K 0.01%
+26,317
New +$782K
SHAK icon
656
CALL
Shake Shack
SHAK
$2.36B
$787K 0.01%
13,300
-13,800
-51% -$707K
NSC icon
657
PUT
Norfolk Southern
NSC
$72.2B
$785K 0.01%
4,200
+1,800
+75% +$311K
BHC icon
658
CALL
Bausch Health
BHC
$2.15B
$781K 0.01%
31,600
-47,100
-60% -$1.12M
ACIA
659
CALL
DELISTED
Acacia Communications Inc
ACIA
$780K 0.01%
+13,600
New +$650K
IEF icon
660
iShares 7-10 Year Treasury Bond ETF
IEF
$41.6B
$779K 0.01%
7,301
+277
+4% +$29K
IBM icon
661
IBM
IBM
$227B
$777K 0.01%
5,763
+2,708
+89% +$345K
VYX icon
662
PUT
NCR Voyix
VYX
$1.01B
$775K 0.01%
+46,292
New +$767K
RTX icon
663
CALL
RTX Corp
RTX
$266B
$773K 0.01%
9,534
+2,701
+40% +$205K
STZ icon
664
PUT
Constellation Brands
STZ
$21B
$771K 0.01%
4,400
-8,800
-67% -$1.48M
WBA
665
DELISTED
Walgreens Boots Alliance
WBA
$770K 0.01%
12,171
+8,059
+196% +$550K
FITB
666
PUT
Fifth Third Bancorp
FITB
$48.9B
$769K 0.01%
30,500
+13,600
+80% +$362K
UN
667
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$769K 0.01%
13,200
-6,700
-34% -$368K
PGX icon
668
Invesco Preferred ETF
PGX
$3.67B
$765K 0.01%
52,771
-58,059
-52% -$826K
RIG icon
669
CALL
Transocean
RIG
$6.28B
$764K 0.01%
87,700
-29,600
-25% -$254K
SQQQ icon
670
ProShares UltraPro Short QQQ
SQQQ
$2.08B
$764K 0.01%
30
+21
+233% +$650K
IBB icon
671
iShares Biotechnology ETF
IBB
$10.3B
$763K 0.01%
6,826
-68,792
-91% -$7.55M
ROKU icon
672
CALL
Roku
ROKU
$23.1B
$761K 0.01%
11,800
-17,100
-59% -$915K
DELL icon
673
CALL
Dell
DELL
$365B
$757K 0.01%
+25,452
New +$671K
AXP icon
674
American Express
AXP
$214B
$753K 0.01%
6,885
+3,374
+96% +$355K
WDAY icon
675
PUT
Workday
WDAY
$45.3B
$752K 0.01%
3,900
-9,400
-71% -$1.71M
25 26
27
28 29

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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.