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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
CIT
1026
PUT
DELISTED
CIT Group Inc.
CIT
$384K ﹤0.01%
+8,000
New +$377K
KDP icon
1027
Keurig Dr Pepper
KDP
$43.3B
$383K ﹤0.01%
13,682
-1,503
-10% -$40.6K
SAM icon
1028
CALL
Boston Beer
SAM
$1.75B
$383K ﹤0.01%
+1,300
New +$356K
NWL icon
1029
CALL
Newell Brands
NWL
$2.42B
$382K ﹤0.01%
24,900
+3,700
+17% +$68K
RTN
1030
PUT
DELISTED
Raytheon Company
RTN
$382K ﹤0.01%
2,100
-16,800
-89% -$2.93M
CPRI icon
1031
CALL
Capri Holdings
CPRI
$1.67B
$380K ﹤0.01%
+8,300
New +$363K
EL icon
1032
Estee Lauder
EL
$34.6B
$380K ﹤0.01%
+2,298
New +$337K
GSK icon
1033
PUT
GSK
GSK
$101B
$380K ﹤0.01%
7,280
-29,360
-80% -$1.47M
EXP icon
1034
PUT
Eagle Materials
EXP
$5.5B
$379K ﹤0.01%
4,500
-900
-17% -$65K
FANG icon
1035
CALL
Diamondback Energy
FANG
$54.5B
$376K ﹤0.01%
+3,700
New +$379K
MPT
1036
Medical Properties Trust
MPT
$2.02B
$376K ﹤0.01%
+20,330
New +$362K
DGAZ
1037
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$376K ﹤0.01%
3,487
-1,517
-30% -$148K
CDC icon
1038
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$717M
$373K ﹤0.01%
8,368
-26,375
-76% -$1.15M
SU icon
1039
PUT
Suncor Energy
SU
$80.6B
$373K ﹤0.01%
+11,500
New +$374K
ACIA
1040
PUT
DELISTED
Acacia Communications Inc
ACIA
$373K ﹤0.01%
+6,500
New +$311K
AXP icon
1041
PUT
American Express
AXP
$211B
$372K ﹤0.01%
3,400
-37,300
-92% -$3.92M
NVDA icon
1042
NVIDIA
NVDA
$5.17T
$371K ﹤0.01%
82,720
-290,320
-78% -$1.13M
PLNT icon
1043
CALL
Planet Fitness
PLNT
$3.78B
$371K ﹤0.01%
5,400
-900
-14% -$54.5K
GWPH
1044
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$371K ﹤0.01%
+2,200
New +$327K
VOD icon
1045
Vodafone
VOD
$40.4B
$370K ﹤0.01%
+20,329
New +$377K
BLK icon
1046
Blackrock
BLK
$161B
$369K ﹤0.01%
864
-6,474
-88% -$2.72M
DVN icon
1047
PUT
Devon Energy
DVN
$53.3B
$369K ﹤0.01%
11,700
-14,400
-55% -$402K
LYV icon
1048
PUT
Live Nation Entertainment
LYV
$39.9B
$369K ﹤0.01%
+5,800
New +$329K
TZA icon
1049
Direxion Daily Small Cap Bear 3x ETF
TZA
$264M
$369K ﹤0.01%
94
+43
+84% +$184K
CMA
1050
CALL
DELISTED
Comerica
CMA
$367K ﹤0.01%
5,000
-17,000
-77% -$1.36M
40 41
42
43 44

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OWA
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FFS
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MFA
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PGCM
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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.