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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
ADBE icon
151
CALL
Adobe
ADBE
$105B
$5.84M 0.05%
21,900
-9,200
-30% -$2.32M
TFC icon
152
CALL
Truist Financial
TFC
$62B
$5.83M 0.05%
125,400
+91,800
+273% +$4.48M
TXN icon
153
PUT
Texas Instruments
TXN
$240B
$5.78M 0.05%
54,500
+37,100
+213% +$3.84M
TNA icon
154
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.15B
$5.74M 0.05%
+93,965
New +$5.51M
BA icon
155
PUT
Boeing
BA
$166B
$5.72M 0.05%
15,000
-8,100
-35% -$3.12M
KO icon
156
PUT
Coca-Cola
KO
$381B
$5.7M 0.05%
121,700
+40,800
+50% +$1.91M
DE icon
157
CALL
Deere & Co
DE
$185B
$5.69M 0.05%
35,600
-22,200
-38% -$3.55M
ADP icon
158
CALL
Automatic Data Processing
ADP
$110B
$5.56M 0.05%
34,800
+24,500
+238% +$3.56M
AZO icon
159
PUT
AutoZone
AZO
$47.3B
$5.53M 0.05%
5,400
+5,100
+1,700% +$4.58M
LRCX icon
160
PUT
Lam Research
LRCX
$334B
$5.5M 0.05%
307,000
+143,000
+87% +$2.39M
GLD icon
161
SPDR Gold Trust
GLD
$145B
$5.46M 0.05%
44,745
+40,717
+1,011% +$5.02M
BRK.B icon
162
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$5.44M 0.05%
27,100
-26,100
-49% -$5.27M
MO icon
163
CALL
Altria Group
MO
$117B
$5.44M 0.05%
94,700
+61,400
+184% +$3.14M
ETN icon
164
CALL
Eaton
ETN
$152B
$5.41M 0.05%
67,100
-19,000
-22% -$1.45M
CME icon
165
CALL
CME Group
CME
$99.1B
$5.33M 0.05%
32,400
+26,400
+440% +$4.67M
DIA icon
166
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
$5.27M 0.05%
+20,354
New +$5.12M
XRT icon
167
PUT
State Street SPDR S&P Retail ETF
XRT
$398M
$5.23M 0.05%
116,100
+73,800
+174% +$3.28M
TMO icon
168
CALL
Thermo Fisher Scientific
TMO
$235B
$5.2M 0.05%
19,000
-17,600
-48% -$4.38M
BAC icon
169
PUT
Bank of America
BAC
$416B
$5.2M 0.05%
188,300
+5,800
+3% +$164K
MET icon
170
CALL
MetLife
MET
$62.2B
$5.13M 0.05%
120,600
+51,500
+75% +$2.28M
PSA icon
171
CALL
Public Storage
PSA
$55.4B
$5.12M 0.05%
23,500
+18,500
+370% +$3.87M
CAT icon
172
PUT
Caterpillar
CAT
$360B
$5.07M 0.05%
37,400
+2,400
+7% +$319K
LOW icon
173
PUT
Lowe's Companies
LOW
$110B
$4.95M 0.04%
45,200
+42,600
+1,638% +$4.25M
RSP icon
174
Invesco S&P 500 Equal Weight ETF
RSP
$98.5B
$4.92M 0.04%
+47,138
New +$4.75M
SYK icon
175
CALL
Stryker
SYK
$108B
$4.92M 0.04%
24,900
+10,100
+68% +$1.82M
5 6
7
8 9

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MFA
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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.