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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
MIC
1001
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$404K ﹤0.01%
+9,800
New +$402K
BBWI icon
1002
CALL
Bath & Body Works
BBWI
$3.37B
$403K ﹤0.01%
+18,060
New +$397K
VTIP icon
1003
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.4B
$403K ﹤0.01%
8,281
-32,855
-80% -$1.59M
RH icon
1004
CALL
RH
RH
$2.4B
$402K ﹤0.01%
3,900
-7,500
-66% -$1.02M
GAP
1005
The Gap Inc
GAP
$7.09B
$402K ﹤0.01%
15,366
+7,455
+94% +$190K
BBJP icon
1006
JPMorgan BetaBuilders Japan ETF
BBJP
$19.6B
$399K ﹤0.01%
+8,773
New +$392K
UTHR icon
1007
CALL
United Therapeutics
UTHR
$21.4B
$399K ﹤0.01%
+3,400
New +$396K
IWR icon
1008
iShares Russell Mid-Cap ETF
IWR
$55B
$398K ﹤0.01%
+7,383
New +$382K
FANG icon
1009
PUT
Diamondback Energy
FANG
$54.5B
$396K ﹤0.01%
+3,900
New +$400K
VEU icon
1010
Vanguard FTSE All-World ex-US ETF
VEU
$68.9B
$396K ﹤0.01%
7,894
-6,546
-45% -$321K
ANF icon
1011
PUT
Abercrombie & Fitch
ANF
$5.94B
$395K ﹤0.01%
14,400
-7,900
-35% -$177K
CCK icon
1012
PUT
Crown Holdings
CCK
$12.2B
$393K ﹤0.01%
+7,200
New +$371K
ED icon
1013
PUT
Consolidated Edison
ED
$39B
$390K ﹤0.01%
4,600
-13,500
-75% -$1.08M
LITE icon
1014
CALL
Lumentum
LITE
$82.5B
$390K ﹤0.01%
+6,900
New +$331K
EWZ icon
1015
PUT
iShares MSCI Brazil ETF
EWZ
$8.53B
$389K ﹤0.01%
9,500
-29,700
-76% -$1.28M
PANW icon
1016
PUT
Palo Alto Networks
PANW
$307B
$389K ﹤0.01%
9,600
-21,600
-69% -$801K
IQ icon
1017
PUT
iQIYI
IQ
$1.04B
$388K ﹤0.01%
+16,200
New +$358K
ORLY icon
1018
CALL
O'Reilly Automotive
ORLY
$67.7B
$388K ﹤0.01%
+15,000
New +$363K
WU icon
1019
Western Union
WU
$2.04B
$388K ﹤0.01%
21,023
+2,743
+15% +$49.3K
TTWO icon
1020
CALL
Take-Two Interactive
TTWO
$39.6B
$387K ﹤0.01%
4,100
-600
-13% -$58.2K
ODFL icon
1021
Old Dominion Freight Line
ODFL
$36.2B
$386K ﹤0.01%
8,019
-642
-7% -$30K
RIO icon
1022
Rio Tinto
RIO
$156B
$386K ﹤0.01%
+6,553
New +$360K
RF icon
1023
PUT
Regions Financial
RF
$24.3B
$385K ﹤0.01%
27,200
+9,500
+54% +$146K
CPE
1024
DELISTED
Callon Petroleum Company
CPE
$385K ﹤0.01%
+5,101
New +$395K
CASY icon
1025
Casey's General Stores
CASY
$21.8B
$384K ﹤0.01%
+2,984
New +$390K
39 40
41
42 43

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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.