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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
TWTR
101
CALL
DELISTED
Twitter, Inc.
TWTR
$9.77M 0.09%
297,000
+93,800
+46% +$2.97M
PM icon
102
CALL
Philip Morris
PM
$304B
$9.47M 0.08%
107,100
+43,100
+67% +$3.47M
ABT icon
103
CALL
Abbott
ABT
$178B
$9.43M 0.08%
117,900
+35,200
+43% +$2.62M
BABA icon
104
PUT
Alibaba
BABA
$272B
$9.4M 0.08%
51,500
+18,400
+56% +$3.09M
CMCSA icon
105
CALL
Comcast
CMCSA
$88.3B
$9M 0.08%
225,200
+180,900
+408% +$6.81M
CSCO icon
106
PUT
Cisco
CSCO
$434B
$8.84M 0.08%
163,800
+83,800
+105% +$4.07M
CAT icon
107
CALL
Caterpillar
CAT
$360B
$8.78M 0.08%
64,800
+33,100
+104% +$4.4M
BKNG icon
108
CALL
Booking.com
BKNG
$132B
$8.72M 0.08%
125,000
-520,000
-81% -$37.1M
XLV icon
109
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$8.61M 0.08%
+93,798
New +$8.46M
WFC icon
110
CALL
Wells Fargo
WFC
$268B
$8.58M 0.08%
177,500
+84,100
+90% +$4.14M
IBB icon
111
CALL
iShares Biotechnology ETF
IBB
$10.4B
$8.51M 0.08%
76,100
-41,600
-35% -$4.56M
FXI icon
112
PUT
iShares China Large-Cap ETF
FXI
$4.15B
$8.48M 0.08%
191,500
-87,300
-31% -$3.73M
MDY icon
113
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26B
$8.43M 0.08%
24,400
-34,600
-59% -$11.6M
BIDU icon
114
PUT
Baidu
BIDU
$31.4B
$8.14M 0.07%
49,400
+9,200
+23% +$1.54M
V icon
115
CALL
Visa
V
$701B
$8.12M 0.07%
52,000
-70,400
-58% -$10.1M
WBA
116
CALL
DELISTED
Walgreens Boots Alliance
WBA
$7.85M 0.07%
124,100
+100
+0.1% +$6.83K
ETR icon
117
CALL
Entergy
ETR
$49.5B
$7.83M 0.07%
163,800
+132,200
+418% +$5.98M
AVGO icon
118
PUT
Broadcom
AVGO
$1.65T
$7.67M 0.07%
255,000
+191,000
+298% +$5.18M
UPS icon
119
CALL
United Parcel Service
UPS
$87.2B
$7.59M 0.07%
67,900
+12,800
+23% +$1.36M
ISRG icon
120
CALL
Intuitive Surgical
ISRG
$134B
$7.53M 0.07%
39,600
-49,800
-56% -$8.85M
MMM icon
121
CALL
3M
MMM
$83.6B
$7.46M 0.07%
42,936
-33,010
-43% -$5.56M
CME icon
122
CME Group
CME
$101B
$7.41M 0.07%
45,000
-6,672
-13% -$1.18M
BIL icon
123
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$7.39M 0.07%
80,642
-54,925
-41% -$5.03M
AVGO icon
124
CALL
Broadcom
AVGO
$1.65T
$7.37M 0.07%
245,000
+140,000
+133% +$3.8M
NEE icon
125
CALL
NextEra Energy
NEE
$170B
$7.27M 0.07%
150,400
+70,800
+89% +$3.24M
3 4
5
6 7

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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.