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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
SMH icon
26
PUT
VanEck Semiconductor ETF
SMH
$67B
$43.2M 0.39%
812,400
+518,600
+177% +$25.7M
AAPL icon
27
CALL
Apple
AAPL
$4.86T
$42.4M 0.38%
893,600
-612,800
-41% -$26M
GOOGL icon
28
CALL
Alphabet (Google) Class A
GOOGL
$4.27T
$41.1M 0.37%
698,000
-8,000
-1% -$452K
CSCO icon
29
CALL
Cisco
CSCO
$434B
$39.4M 0.35%
730,200
+374,100
+105% +$18.2M
SPY icon
30
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$38.8M 0.35%
137,413
+127,458
+1,280% +$34.6M
MSFT icon
31
PUT
Microsoft
MSFT
$3.75T
$36.9M 0.33%
312,900
+108,900
+53% +$11.9M
T icon
32
CALL
AT&T
T
$182B
$35.6M 0.32%
1,503,799
+1,013,787
+207% +$23.3M
CVX icon
33
CALL
Chevron
CVX
$416B
$33M 0.3%
268,000
-154,700
-37% -$18.3M
NVDA icon
34
PUT
NVIDIA
NVDA
$5.09T
$32.9M 0.29%
7,328,000
+4,332,000
+145% +$16.8M
JPM icon
35
CALL
JPMorgan Chase
JPM
$931B
$32.2M 0.29%
318,200
-32,000
-9% -$3.3M
XLU icon
36
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$21.7B
$32.1M 0.29%
1,105,000
+539,800
+96% +$15M
GOOGL icon
37
PUT
Alphabet (Google) Class A
GOOGL
$4.27T
$32M 0.29%
544,000
-4,000
-0.7% -$226K
JNJ icon
38
CALL
Johnson & Johnson
JNJ
$642B
$29.1M 0.26%
208,400
-123,600
-37% -$16.6M
XLK icon
39
PUT
State Street Technology Select Sector SPDR ETF
XLK
$120B
$25.8M 0.23%
698,000
+557,600
+397% +$19.1M
XLP icon
40
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.5B
$25.7M 0.23%
457,700
+364,900
+393% +$19.5M
XLY icon
41
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.5B
$25.5M 0.23%
447,800
+361,000
+416% +$19.6M
MRK icon
42
CALL
Merck
MRK
$357B
$24.7M 0.22%
311,570
-57,431
-16% -$4.3M
XLY icon
43
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.5B
$23M 0.21%
404,800
+317,000
+361% +$17.2M
XLF icon
44
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.5B
$22.4M 0.2%
872,300
-36,700
-4% -$947K
KO icon
45
CALL
Coca-Cola
KO
$384B
$22.3M 0.2%
475,500
-2,500
-0.5% -$117K
NVDA icon
46
CALL
NVIDIA
NVDA
$5.09T
$22.2M 0.2%
4,936,000
-3,208,000
-39% -$12.4M
XLK icon
47
CALL
State Street Technology Select Sector SPDR ETF
XLK
$120B
$21.7M 0.19%
587,600
+519,200
+759% +$17.8M
WMT icon
48
CALL
Walmart Inc
WMT
$865B
$21.3M 0.19%
655,800
+184,200
+39% +$5.97M
HD icon
49
PUT
Home Depot
HD
$310B
$21.1M 0.19%
110,200
+46,500
+73% +$8.53M
VZ icon
50
PUT
Verizon
VZ
$213B
$20.3M 0.18%
343,900
+274,300
+394% +$15.5M
1
2
3 4 5

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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.