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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
LNC icon
1076
PUT
Lincoln National
LNC
$8.13B
$352K ﹤0.01%
6,000
-39,800
-87% -$2.36M
SSRM icon
1077
CALL
SSR Mining
SSRM
$7.18B
$352K ﹤0.01%
+27,800
New +$368K
O icon
1078
Realty Income
O
$54.1B
$351K ﹤0.01%
+4,922
New +$326K
TECL icon
1079
Direxion Daily Technology Bull 3x ETF
TECL
$5.54B
$350K ﹤0.01%
25,220
-65,900
-72% -$737K
AEE icon
1080
Ameren
AEE
$28.5B
$349K ﹤0.01%
+4,746
New +$331K
DE icon
1081
Deere & Co
DE
$181B
$348K ﹤0.01%
2,177
-3,336
-61% -$533K
IRM icon
1082
PUT
Iron Mountain
IRM
$33.4B
$348K ﹤0.01%
+9,800
New +$346K
CHTR icon
1083
PUT
Charter Communications
CHTR
$15.5B
$347K ﹤0.01%
+1,000
New +$329K
DLTR icon
1084
CALL
Dollar Tree
DLTR
$21.1B
$347K ﹤0.01%
3,300
-3,800
-54% -$373K
GOVT icon
1085
iShares US Treasury Bond ETF
GOVT
$41.3B
$347K ﹤0.01%
+13,741
New +$342K
CACI icon
1086
CALL
CACI
CACI
$13.9B
$346K ﹤0.01%
1,900
-200
-10% -$34.1K
MT icon
1087
PUT
ArcelorMittal
MT
$55.1B
$346K ﹤0.01%
17,000
-17,100
-50% -$379K
AMZN icon
1088
Amazon
AMZN
$2.65T
$345K ﹤0.01%
3,880
-4,780
-55% -$398K
CM icon
1089
Canadian Imperial Bank of Commerce
CM
$103B
$345K ﹤0.01%
+8,728
New +$362K
TDTF icon
1090
Northern Trust iBoxx 5-Year Target Duration TIPS ETF
TDTF
$1.03B
$345K ﹤0.01%
13,885
-15,768
-53% -$385K
ACWV icon
1091
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.34B
$344K ﹤0.01%
+3,843
New +$330K
JBHT icon
1092
CALL
JB Hunt Transport Services
JBHT
$22.2B
$344K ﹤0.01%
+3,400
New +$352K
ADI icon
1093
Analog Devices
ADI
$175B
$343K ﹤0.01%
+3,259
New +$327K
GFI icon
1094
Gold Fields
GFI
$37.4B
$343K ﹤0.01%
92,027
+63,828
+226% +$246K
GT icon
1095
PUT
Goodyear
GT
$1.49B
$343K ﹤0.01%
+18,900
New +$368K
NTR icon
1096
CALL
Nutrien
NTR
$37.1B
$343K ﹤0.01%
6,500
-2,700
-29% -$141K
VWO icon
1097
Vanguard FTSE Emerging Markets ETF
VWO
$125B
$343K ﹤0.01%
+8,063
New +$332K
WM icon
1098
PUT
Waste Management
WM
$85.5B
$343K ﹤0.01%
3,300
-8,000
-71% -$781K
CUZ icon
1099
Cousins Properties
CUZ
$4.65B
$342K ﹤0.01%
+8,853
New +$324K
JD icon
1100
JD.com
JD
$36.3B
$342K ﹤0.01%
11,342
-1,950
-15% -$49.6K
42 43
44
45 46

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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.