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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
TRV icon
276
CALL
Travelers Companies
TRV
$78.8B
$2.51M 0.02%
18,300
+14,800
+423% +$1.89M
SBAC icon
277
CALL
SBA Communications
SBAC
$19.4B
$2.5M 0.02%
12,500
-2,600
-17% -$471K
BLK icon
278
CALL
Blackrock
BLK
$164B
$2.48M 0.02%
5,800
+3,900
+205% +$1.64M
ITW icon
279
PUT
Illinois Tool Works
ITW
$76.5B
$2.45M 0.02%
17,100
+5,400
+46% +$747K
MA icon
280
Mastercard
MA
$502B
$2.43M 0.02%
10,313
+8,556
+487% +$1.84M
ADM icon
281
CALL
Archer Daniels Midland
ADM
$41.7B
$2.42M 0.02%
56,100
+30,700
+121% +$1.31M
EWH icon
282
iShares MSCI Hong Kong ETF
EWH
$1.16B
$2.42M 0.02%
92,347
+73,042
+378% +$1.82M
DAL icon
283
PUT
Delta Air Lines
DAL
$51.9B
$2.4M 0.02%
46,400
+38,200
+466% +$1.89M
ED icon
284
CALL
Consolidated Edison
ED
$38.9B
$2.39M 0.02%
28,200
-34,300
-55% -$2.74M
UWM icon
285
ProShares Ultra Russell2000
UWM
$228M
$2.38M 0.02%
+70,654
New +$2.31M
QLD icon
286
ProShares Ultra QQQ
QLD
$13.7B
$2.36M 0.02%
210,168
-137,368
-40% -$1.38M
DRI icon
287
CALL
Darden Restaurants
DRI
$23.7B
$2.36M 0.02%
19,400
+15,400
+385% +$1.69M
ZBH icon
288
CALL
Zimmer Biomet
ZBH
$18.8B
$2.34M 0.02%
18,849
+14,111
+298% +$1.6M
FE icon
289
CALL
FirstEnergy
FE
$26.2B
$2.33M 0.02%
56,100
+27,600
+97% +$1.1M
EA
290
PUT
DELISTED
Electronic Arts
EA
$2.33M 0.02%
22,900
+15,600
+214% +$1.48M
EW icon
291
CALL
Edwards Lifesciences
EW
$49.4B
$2.31M 0.02%
36,300
+26,400
+267% +$1.51M
FLOT icon
292
iShares Floating Rate Bond ETF
FLOT
$10.8B
$2.31M 0.02%
45,407
-19,253
-30% -$976K
FIVE icon
293
CALL
Five Below
FIVE
$13B
$2.31M 0.02%
18,600
+11,500
+162% +$1.39M
ALL icon
294
PUT
Allstate
ALL
$65B
$2.31M 0.02%
24,500
+14,600
+147% +$1.32M
BNY
295
CALL
Bank of New York Mellon
BNY
$105B
$2.29M 0.02%
45,500
-34,300
-43% -$1.77M
XHB icon
296
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
$2.29M 0.02%
59,500
-57,300
-49% -$2.12M
JNJ icon
297
PUT
Johnson & Johnson
JNJ
$644B
$2.29M 0.02%
16,400
-117,400
-88% -$15.7M
TEVA icon
298
PUT
Teva Pharmaceuticals
TEVA
$45.7B
$2.29M 0.02%
146,100
+86,300
+144% +$1.52M
MDY icon
299
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.9B
$2.28M 0.02%
6,600
-4,900
-43% -$1.65M
SRE icon
300
CALL
Sempra
SRE
$53.1B
$2.27M 0.02%
36,000
+7,600
+27% +$448K
10 11
12
13 14

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MFA
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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.