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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
FTV icon
926
Fortive
FTV
$16.7B
$461K ﹤0.01%
8,715
+2,971
+52% +$145K
HON icon
927
PUT
Honeywell
HON
$65.8B
$461K ﹤0.01%
3,077
-27,162
-90% -$3.8M
HRL icon
928
CALL
Hormel Foods
HRL
$11.4B
$461K ﹤0.01%
10,300
+3,000
+41% +$128K
INFY icon
929
Infosys
INFY
$44.9B
$461K ﹤0.01%
+42,222
New +$447K
WPM icon
930
CALL
Wheaton Precious Metals
WPM
$66.6B
$460K ﹤0.01%
19,300
-60,000
-76% -$1.28M
BLV icon
931
Vanguard Long-Term Bond ETF
BLV
$5.63B
$459K ﹤0.01%
+4,982
New +$442K
LH icon
932
PUT
Labcorp
LH
$26.3B
$459K ﹤0.01%
3,492
+698
+25% +$86K
TCOM icon
933
PUT
Trip.com Group
TCOM
$25.5B
$459K ﹤0.01%
+10,500
New +$368K
TDG icon
934
TransDigm Group
TDG
$59.7B
$459K ﹤0.01%
+1,011
New +$410K
AMD icon
935
Advanced Micro Devices
AMD
$837B
$457K ﹤0.01%
17,896
+3,625
+25% +$82.3K
EXPD icon
936
CALL
Expeditors International
EXPD
$24.6B
$455K ﹤0.01%
6,000
-11,000
-65% -$794K
FIZZ icon
937
National Beverage
FIZZ
$3.01B
$455K ﹤0.01%
+15,776
New +$561K
IVV icon
938
CALL
iShares Core S&P 500 ETF
IVV
$833B
$455K ﹤0.01%
+1,600
New +$437K
KRE icon
939
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.23B
$452K ﹤0.01%
8,800
-60,400
-87% -$3.22M
LUV icon
940
PUT
Southwest Airlines
LUV
$19.2B
$452K ﹤0.01%
8,700
-600
-6% -$31.7K
YELP icon
941
CALL
Yelp
YELP
$1.13B
$452K ﹤0.01%
13,100
-1,300
-9% -$47K
CNQ icon
942
CALL
Canadian Natural Resources
CNQ
$103B
$451K ﹤0.01%
33,489
-73,512
-69% -$977K
EQIX icon
943
Equinix
EQIX
$100B
$451K ﹤0.01%
995
+133
+15% +$54.2K
TROW icon
944
CALL
T. Rowe Price
TROW
$21.8B
$451K ﹤0.01%
4,500
-6,200
-58% -$598K
CAR icon
945
PUT
Avis
CAR
$4.13B
$450K ﹤0.01%
12,900
+3,200
+33% +$95.9K
HOLX
946
CALL
DELISTED
Hologic
HOLX
$450K ﹤0.01%
+9,300
New +$419K
IEV icon
947
iShares Europe ETF
IEV
$1.62B
$450K ﹤0.01%
+10,380
New +$436K
PSQ icon
948
ProShares Short QQQ
PSQ
$777M
$450K ﹤0.01%
3,061
+733
+31% +$115K
ADBE icon
949
Adobe
ADBE
$99.6B
$449K ﹤0.01%
+1,685
New +$425K
CTAS icon
950
Cintas
CTAS
$79.8B
$449K ﹤0.01%
+8,892
New +$431K
36 37
38
39 40

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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.