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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$2.22B 19.92%
7,867,300
+1,945,100
+33% +$528M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$1.93B 17.27%
6,822,900
+1,454,400
+27% +$395M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$477B
$1.57B 14.03%
8,712,500
+6,419,600
+280% +$1.09B
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$477B
$374M 3.35%
2,081,600
+1,679,400
+418% +$285M
IWM icon
5
PUT
iShares Russell 2000 ETF
IWM
$77.6B
$314M 2.81%
2,048,000
+38,300
+2% +$5.76M
DIA icon
6
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$182M 1.63%
703,700
-286,500
-29% -$72.1M
DIA icon
7
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$133M 1.19%
512,200
-226,200
-31% -$56.9M
IWM icon
8
CALL
iShares Russell 2000 ETF
IWM
$77.6B
$132M 1.18%
859,600
-589,100
-41% -$88.5M
XLV icon
9
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$113M 1.01%
1,233,200
+15,900
+1% +$1.43M
XLV icon
10
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$89.5M 0.8%
975,000
+75,600
+8% +$6.82M
XLI icon
11
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$82.4M 0.74%
1,098,600
+495,500
+82% +$35.9M
AMZN icon
12
PUT
Amazon
AMZN
$2.73T
$79.6M 0.71%
894,000
-82,000
-8% -$6.82M
XLI icon
13
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$76.2M 0.68%
1,016,000
+881,600
+656% +$63.8M
MSFT icon
14
CALL
Microsoft
MSFT
$3.75T
$73.3M 0.66%
621,700
+279,300
+82% +$30.5M
XOM icon
15
CALL
ExxonMobil
XOM
$679B
$63.3M 0.57%
782,800
+166,400
+27% +$12.7M
AAPL icon
16
PUT
Apple
AAPL
$4.86T
$62.5M 0.56%
1,316,400
+903,200
+219% +$38.3M
XLE icon
17
PUT
State Street Energy Select Sector SPDR ETF
XLE
$42.4B
$60.2M 0.54%
1,820,000
+1,073,400
+144% +$34.5M
XLU icon
18
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$21.7B
$60M 0.54%
2,062,800
+1,461,600
+243% +$40.6M
GOOG icon
19
CALL
Alphabet (Google) Class C
GOOG
$4.23T
$59.8M 0.54%
1,020,000
+36,000
+4% +$2.02M
GOOG icon
20
PUT
Alphabet (Google) Class C
GOOG
$4.23T
$57.8M 0.52%
986,000
+170,000
+21% +$9.54M
XLE icon
21
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.4B
$48.7M 0.44%
1,474,000
+312,400
+27% +$10M
AMZN icon
22
CALL
Amazon
AMZN
$2.73T
$47.4M 0.42%
532,000
-1,418,000
-73% -$118M
META icon
23
CALL
Meta Platforms (Facebook)
META
$1.7T
$44.9M 0.4%
269,300
-294,200
-52% -$46.8M
HD icon
24
CALL
Home Depot
HD
$310B
$44M 0.39%
229,200
+145,300
+173% +$26.7M
VZ icon
25
CALL
Verizon
VZ
$213B
$43.6M 0.39%
736,800
+416,800
+130% +$23.6M
1
2 3 4 5

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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.