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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
DHR icon
751
PUT
Danaher
DHR
$148B
$660K 0.01%
5,640
-8,911
-61% -$913K
EMN icon
752
PUT
Eastman Chemical
EMN
$7.56B
$660K 0.01%
+8,700
New +$691K
MELI icon
753
PUT
Mercado Libre
MELI
$92.4B
$660K 0.01%
1,300
-200
-13% -$79.7K
USFR
754
DELISTED
WisdomTree Bloomberg Floating Rate Treasury Fund
USFR
$660K 0.01%
+26,335
New +$660K
HUYA
755
CALL
Huya Inc
HUYA
$470M
$658K 0.01%
+23,400
New +$523K
RF icon
756
CALL
Regions Financial
RF
$24.9B
$658K 0.01%
46,500
-15,200
-25% -$233K
OLED icon
757
PUT
Universal Display
OLED
$3.55B
$657K 0.01%
4,300
+1,600
+59% +$198K
RIO icon
758
CALL
Rio Tinto
RIO
$158B
$653K 0.01%
+11,100
New +$610K
TQQQ icon
759
ProShares UltraPro QQQ
TQQQ
$34.7B
$653K 0.01%
92,248
-441,888
-83% -$2.68M
ANF icon
760
CALL
Abercrombie & Fitch
ANF
$6.04B
$652K 0.01%
23,800
-3,700
-13% -$83K
CVS icon
761
CVS Health
CVS
$119B
$651K 0.01%
12,072
+7,418
+159% +$458K
XHB icon
762
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.3B
$651K 0.01%
16,900
-20,500
-55% -$759K
BIIB icon
763
Biogen
BIIB
$32.1B
$645K 0.01%
2,730
+1,975
+262% +$622K
AMTD
764
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$645K 0.01%
12,900
-23,800
-65% -$1.29M
AGN
765
DELISTED
Allergan plc
AGN
$640K 0.01%
4,373
+1,516
+53% +$220K
EOG icon
766
EOG Resources
EOG
$76.7B
$638K 0.01%
6,708
-1,593
-19% -$152K
TCOM icon
767
CALL
Trip.com Group
TCOM
$25.6B
$634K 0.01%
14,500
-6,200
-30% -$218K
VEEV icon
768
CALL
Veeva Systems
VEEV
$43.2B
$634K 0.01%
+5,000
New +$564K
MBI icon
769
PUT
MBIA
MBI
$234M
$633K 0.01%
+66,500
New +$653K
VMBS icon
770
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.7B
$633K 0.01%
12,093
+5,956
+97% +$308K
CMG icon
771
Chipotle Mexican Grill
CMG
$43.5B
$632K 0.01%
+44,500
New +$516K
PSCH icon
772
Invesco S&P SmallCap Health Care ETF
PSCH
$180M
$632K 0.01%
16,407
-87,150
-84% -$3.39M
TSN icon
773
CALL
Tyson Foods
TSN
$18.5B
$632K 0.01%
9,100
-23,700
-72% -$1.47M
CAH icon
774
PUT
Cardinal Health
CAH
$54.3B
$631K 0.01%
13,100
+6,500
+98% +$326K
VEA icon
775
Vanguard FTSE Developed Markets ETF
VEA
$235B
$631K 0.01%
15,443
-32,579
-68% -$1.3M
29 30
31
32 33

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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.