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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
PEP icon
51
CALL
PepsiCo
PEP
$184B
$20.3M 0.18%
165,700
+100,400
+154% +$11.4M
GS icon
52
PUT
Goldman Sachs
GS
$283B
$20.2M 0.18%
105,400
+61,700
+141% +$11.9M
XOM icon
53
PUT
ExxonMobil
XOM
$687B
$19.9M 0.18%
246,700
+58,800
+31% +$4.48M
JPM icon
54
PUT
JPMorgan Chase
JPM
$930B
$19.9M 0.18%
196,800
+74,600
+61% +$7.69M
T icon
55
PUT
AT&T
T
$183B
$19.5M 0.18%
824,587
+715,489
+656% +$16.5M
UNP icon
56
CALL
Union Pacific
UNP
$168B
$19.4M 0.17%
115,900
-11,100
-9% -$1.79M
PFE icon
57
CALL
Pfizer
PFE
$156B
$18.6M 0.17%
462,706
+284,264
+159% +$11.4M
META icon
58
PUT
Meta Platforms (Facebook)
META
$1.71T
$18.6M 0.17%
111,500
-148,600
-57% -$23.6M
SMH icon
59
CALL
VanEck Semiconductor ETF
SMH
$67.6B
$17.7M 0.16%
332,400
-212,600
-39% -$10.5M
BA icon
60
CALL
Boeing
BA
$165B
$17.5M 0.16%
45,900
-5,300
-10% -$2.04M
ADBE icon
61
PUT
Adobe
ADBE
$104B
$16.9M 0.15%
63,300
+32,100
+103% +$8.09M
UNH icon
62
CALL
UnitedHealth
UNH
$340B
$16.5M 0.15%
66,600
-21,600
-24% -$5.51M
BDX icon
63
CALL
Becton Dickinson
BDX
$49.5B
$16.1M 0.14%
66,215
+19,885
+43% +$4.7M
USB icon
64
CALL
US Bancorp
USB
$98.1B
$16.1M 0.14%
333,200
-25,000
-7% -$1.25M
CRM icon
65
PUT
Salesforce
CRM
$213B
$16M 0.14%
101,200
+40,700
+67% +$6.31M
GS icon
66
CALL
Goldman Sachs
GS
$283B
$16M 0.14%
83,200
-46,000
-36% -$8.87M
NFLX icon
67
CALL
Netflix
NFLX
$326B
$15.7M 0.14%
439,000
-335,000
-43% -$11.6M
INTC icon
68
CALL
Intel
INTC
$525B
$15.5M 0.14%
288,900
+47,300
+20% +$2.4M
XRT icon
69
CALL
State Street SPDR S&P Retail ETF
XRT
$402M
$15.2M 0.14%
337,400
+282,200
+511% +$12.5M
IBB icon
70
PUT
iShares Biotechnology ETF
IBB
$10.2B
$15.1M 0.14%
135,500
-41,600
-23% -$4.56M
BKNG icon
71
PUT
Booking.com
BKNG
$130B
$14.7M 0.13%
210,000
-180,000
-46% -$12.8M
ELV icon
72
CALL
Elevance Health
ELV
$91.4B
$14.2M 0.13%
49,400
+2,600
+6% +$752K
BABA icon
73
CALL
Alibaba
BABA
$275B
$14.2M 0.13%
77,600
-9,000
-10% -$1.51M
SHV icon
74
iShares 0-1 Year Treasury Bond ETF
SHV
$21.1B
$14M 0.13%
126,320
-4,910
-4% -$542K
COST icon
75
CALL
Costco
COST
$404B
$13.8M 0.12%
56,800
+29,700
+110% +$6.5M
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.