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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
WELL icon
226
CALL
Welltower
WELL
$168B
$3.43M 0.03%
44,200
+25,700
+139% +$1.93M
VLO icon
227
CALL
Valero Energy
VLO
$114B
$3.37M 0.03%
39,700
-20,500
-34% -$1.69M
XME icon
228
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$3.26M 0.03%
109,800
+15,300
+16% +$454K
UNH icon
229
PUT
UnitedHealth
UNH
$337B
$3.24M 0.03%
13,100
-7,300
-36% -$1.86M
KRE icon
230
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
$3.21M 0.03%
62,437
+21,805
+54% +$1.16M
PM icon
231
PUT
Philip Morris
PM
$303B
$3.19M 0.03%
+36,100
New +$2.91M
LMT icon
232
CALL
Lockheed Martin
LMT
$123B
$3.18M 0.03%
10,600
-11,700
-52% -$3.43M
EWZ icon
233
CALL
iShares MSCI Brazil ETF
EWZ
$8.6B
$3.15M 0.03%
76,800
+15,400
+25% +$662K
BND icon
234
Vanguard Total Bond Market
BND
$161B
$3.14M 0.03%
+38,702
New +$3.09M
IWF icon
235
iShares Russell 1000 Growth ETF
IWF
$123B
$3.12M 0.03%
82,548
+5,920
+8% +$213K
TEVA icon
236
CALL
Teva Pharmaceuticals
TEVA
$45.7B
$3.08M 0.03%
196,600
+23,800
+14% +$420K
PFE icon
237
PUT
Pfizer
PFE
$157B
$3.07M 0.03%
76,204
+37,733
+98% +$1.51M
PANW icon
238
CALL
Palo Alto Networks
PANW
$307B
$3.06M 0.03%
75,600
+13,800
+22% +$512K
WMT icon
239
PUT
Walmart Inc
WMT
$858B
$3.05M 0.03%
93,900
-87,600
-48% -$2.84M
VRSN icon
240
CALL
VeriSign
VRSN
$26.9B
$3.05M 0.03%
16,800
+4,700
+39% +$806K
DD icon
241
PUT
DuPont de Nemours
DD
$17.3B
$3.04M 0.03%
22,548
-2,132
-9% -$296K
DFS
242
CALL
DELISTED
Discover Financial Services
DFS
$2.98M 0.03%
41,900
-6,200
-13% -$425K
V icon
243
Visa
V
$701B
$2.95M 0.03%
+18,903
New +$2.72M
XME icon
244
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$2.94M 0.03%
98,900
-15,200
-13% -$451K
COR icon
245
CALL
Cencora
COR
$61.7B
$2.92M 0.03%
36,700
-72,600
-66% -$5.83M
COST icon
246
PUT
Costco
COST
$400B
$2.91M 0.03%
12,000
-10,500
-47% -$2.3M
LEN icon
247
PUT
Lennar Class A
LEN
$19.3B
$2.9M 0.03%
61,050
+41,836
+218% +$1.89M
EWW icon
248
PUT
iShares MSCI Mexico ETF
EWW
$1.71B
$2.88M 0.03%
66,100
+30,400
+85% +$1.33M
CCL icon
249
CALL
Carnival Corporation Ltd
CCL
$30.3B
$2.88M 0.03%
56,700
+24,100
+74% +$1.34M
STX icon
250
PUT
Seagate
STX
$176B
$2.87M 0.03%
60,000
+36,300
+153% +$1.61M
8 9
10
11 12

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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.