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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
XOP icon
76
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$13.6M 0.12%
110,350
+24,650
+29% +$2.97M
XLP icon
77
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$13.5M 0.12%
241,400
+136,000
+129% +$7.27M
NFLX icon
78
PUT
Netflix
NFLX
$325B
$13.2M 0.12%
371,000
-66,000
-15% -$2.29M
UNP icon
79
PUT
Union Pacific
UNP
$169B
$12.9M 0.12%
77,200
+41,000
+113% +$6.6M
INTC icon
80
PUT
Intel
INTC
$514B
$12.9M 0.12%
239,900
+188,000
+362% +$9.54M
DUK icon
81
CALL
Duke Energy
DUK
$92B
$12.6M 0.11%
139,900
+62,800
+81% +$5.54M
LOW icon
82
CALL
Lowe's Companies
LOW
$109B
$12.5M 0.11%
114,200
+100,200
+716% +$10M
FDX icon
83
CALL
FedEx
FDX
$73.3B
$12.4M 0.11%
68,200
-22,700
-25% -$4.01M
GDX icon
84
CALL
VanEck Gold Miners ETF
GDX
$28.3B
$12.3M 0.11%
549,100
+474,600
+637% +$10.4M
TGT icon
85
CALL
Target
TGT
$70.4B
$11.8M 0.11%
146,700
-26,800
-15% -$1.96M
PG icon
86
CALL
Procter & Gamble
PG
$340B
$11.6M 0.1%
111,500
-37,700
-25% -$3.67M
BIDU icon
87
CALL
Baidu
BIDU
$30.9B
$11.6M 0.1%
70,200
+2,000
+3% +$335K
TXN icon
88
CALL
Texas Instruments
TXN
$240B
$11.5M 0.1%
108,800
+82,300
+311% +$8.53M
CVX icon
89
PUT
Chevron
CVX
$425B
$11.5M 0.1%
93,100
-68,400
-42% -$8.09M
ACN icon
90
CALL
Accenture
ACN
$119B
$11.3M 0.1%
64,100
-21,900
-25% -$3.44M
CMG icon
91
PUT
Chipotle Mexican Grill
CMG
$44B
$11.2M 0.1%
790,000
+230,000
+41% +$2.67M
MCD icon
92
CALL
McDonald's
MCD
$180B
$11.2M 0.1%
58,800
+17,400
+42% +$3.16M
DIS icon
93
CALL
Walt Disney
DIS
$184B
$11.1M 0.1%
100,400
+12,800
+15% +$1.43M
IWN icon
94
iShares Russell 2000 Value ETF
IWN
$14.2B
$11.1M 0.1%
92,625
+33,782
+57% +$4.04M
XOP icon
95
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$10.3M 0.09%
83,750
-3,425
-4% -$412K
GDX icon
96
PUT
VanEck Gold Miners ETF
GDX
$28.3B
$10.1M 0.09%
450,200
+372,900
+482% +$8.2M
AMAT icon
97
CALL
Applied Materials
AMAT
$333B
$9.97M 0.09%
251,300
+193,900
+338% +$7.36M
XLF icon
98
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.4B
$9.96M 0.09%
387,400
+194,700
+101% +$5.02M
ABBV icon
99
CALL
AbbVie
ABBV
$463B
$9.95M 0.09%
123,500
-224,700
-65% -$18.4M
SLB icon
100
CALL
SLB Ltd
SLB
$80.3B
$9.93M 0.09%
227,900
+212,300
+1,361% +$9.18M
2 3
4
5 6

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CIA
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OWA
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FFS
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MFA
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PGCM
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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.