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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
AMGN icon
126
CALL
Amgen
AMGN
$206B
$7.26M 0.07%
38,200
-62,900
-62% -$12M
MPC icon
127
CALL
Marathon Petroleum
MPC
$111B
$7.24M 0.06%
120,900
+45,300
+60% +$2.85M
MS icon
128
PUT
Morgan Stanley
MS
$324B
$7.18M 0.06%
170,200
+29,500
+21% +$1.24M
BAC icon
129
CALL
Bank of America
BAC
$416B
$7.15M 0.06%
259,200
-526,600
-67% -$14.9M
XLI icon
130
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$7.15M 0.06%
+95,283
New +$6.9M
SOXX icon
131
PUT
iShares Semiconductor ETF
SOXX
$42.5B
$7.01M 0.06%
+111,000
New +$6.55M
AVB
132
CALL
DELISTED
AvalonBay Communities
AVB
$6.88M 0.06%
+34,300
New +$6.55M
COO icon
133
CALL
Cooper Companies
COO
$10.3B
$6.72M 0.06%
90,800
+43,600
+92% +$3.04M
MU icon
134
PUT
Micron Technology
MU
$1.04T
$6.71M 0.06%
162,400
+83,300
+105% +$3.22M
KRE icon
135
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
$6.64M 0.06%
129,300
-36,300
-22% -$1.94M
PEP icon
136
PUT
PepsiCo
PEP
$186B
$6.63M 0.06%
54,100
+17,000
+46% +$1.94M
MA icon
137
PUT
Mastercard
MA
$503B
$6.62M 0.06%
28,100
+6,500
+30% +$1.4M
MDT icon
138
CALL
Medtronic
MDT
$120B
$6.61M 0.06%
72,600
-19,300
-21% -$1.73M
LLY icon
139
CALL
Eli Lilly
LLY
$1.01T
$6.61M 0.06%
50,900
-5,600
-10% -$681K
MA icon
140
CALL
Mastercard
MA
$503B
$6.5M 0.06%
27,600
+5,900
+27% +$1.27M
IWO icon
141
iShares Russell 2000 Growth ETF
IWO
$14.3B
$6.48M 0.06%
32,943
+1,300
+4% +$247K
REGN icon
142
CALL
Regeneron Pharmaceuticals
REGN
$81.7B
$6.45M 0.06%
15,700
-3,500
-18% -$1.44M
AMAT icon
143
PUT
Applied Materials
AMAT
$337B
$6.45M 0.06%
162,500
+137,300
+545% +$5.21M
C icon
144
CALL
Citigroup
C
$228B
$6.44M 0.06%
103,500
-215,700
-68% -$13.4M
MS icon
145
CALL
Morgan Stanley
MS
$324B
$6.44M 0.06%
152,600
-7,600
-5% -$320K
PAYX icon
146
CALL
Paychex
PAYX
$42.2B
$6.38M 0.06%
79,600
+11,700
+17% +$863K
IJR icon
147
iShares Core S&P Small-Cap ETF
IJR
$107B
$6.25M 0.06%
+80,995
New +$6.22M
TSLA icon
148
PUT
Tesla
TSLA
$1.42T
$6.16M 0.06%
330,000
+307,500
+1,367% +$6.17M
PPLI
149
CALL
People Inc
PPLI
$2.79B
$5.99M 0.05%
159,469
+30,215
+23% +$1.12M
EXPE icon
150
CALL
Expedia Group
EXPE
$33.7B
$5.97M 0.05%
50,200
+17,700
+54% +$2.15M
4 5
6
7 8

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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.