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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
NEM icon
476
CALL
Newmont
NEM
$131B
$1.26M 0.01%
35,300
-36,100
-51% -$1.22M
ALXN
477
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$1.26M 0.01%
9,300
-19,600
-68% -$2.44M
PVH icon
478
PUT
PVH
PVH
$3.3B
$1.26M 0.01%
10,300
+2,500
+32% +$274K
BAC icon
479
Bank of America
BAC
$416B
$1.25M 0.01%
45,432
-59,522
-57% -$1.68M
MRSH
480
PUT
Marsh
MRSH
$85.8B
$1.24M 0.01%
13,200
+500
+4% +$44.2K
SBUX icon
481
Starbucks
SBUX
$110B
$1.24M 0.01%
16,669
-4,631
-22% -$318K
IDTI
482
DELISTED
Integrated Device Technology I
IDTI
$1.24M 0.01%
+25,287
New +$1.22M
LAMR icon
483
PUT
Lamar Advertising Co
LAMR
$15B
$1.24M 0.01%
15,600
+3,100
+25% +$234K
SYF icon
484
CALL
Synchrony
SYF
$24.7B
$1.23M 0.01%
38,600
-37,500
-49% -$1.13M
DVY icon
485
iShares Select Dividend ETF
DVY
$23.4B
$1.23M 0.01%
+12,529
New +$1.2M
GIS icon
486
General Mills
GIS
$19.6B
$1.23M 0.01%
23,764
+13,782
+138% +$624K
INTU icon
487
PUT
Intuit
INTU
$88B
$1.23M 0.01%
4,700
-8,200
-64% -$1.9M
EPD icon
488
CALL
Enterprise Products Partners
EPD
$83.8B
$1.23M 0.01%
42,100
-48,800
-54% -$1.36M
ETN icon
489
PUT
Eaton
ETN
$152B
$1.23M 0.01%
15,200
+6,400
+73% +$488K
ATVI
490
CALL
DELISTED
Activision Blizzard
ATVI
$1.22M 0.01%
26,800
+12,100
+82% +$547K
AMTD
491
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.22M 0.01%
24,300
-19,700
-45% -$1.07M
XLE icon
492
State Street Energy Select Sector SPDR ETF
XLE
$43.3B
$1.21M 0.01%
36,646
+2,884
+9% +$92.6K
AFL icon
493
CALL
Aflac
AFL
$58.9B
$1.21M 0.01%
24,200
-154,700
-86% -$7.45M
JOYY
494
PUT
JOYY Inc
JOYY
$3.78B
$1.21M 0.01%
14,400
+9,000
+167% +$654K
WWE
495
CALL
DELISTED
World Wrestling Entertainment
WWE
$1.21M 0.01%
+13,900
New +$1.17M
DOV icon
496
PUT
Dover
DOV
$25.5B
$1.2M 0.01%
+12,800
New +$1.11M
SLB icon
497
SLB Ltd
SLB
$80.4B
$1.2M 0.01%
+27,429
New +$1.19M
FCX icon
498
PUT
Freeport-McMoran
FCX
$99.6B
$1.19M 0.01%
92,400
-100
-0.1% -$1.21K
WMB icon
499
PUT
Williams Companies
WMB
$87.6B
$1.18M 0.01%
41,200
+7,600
+23% +$204K
BIIB icon
500
CALL
Biogen
BIIB
$31.9B
$1.18M 0.01%
5,000
-14,900
-75% -$4.69M
18 19
20
21 22

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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.