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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
KBH icon
576
CALL
KB Home
KBH
$3.04B
$952K 0.01%
39,400
+18,900
+92% +$419K
TRV icon
577
PUT
Travelers Companies
TRV
$78.8B
$946K 0.01%
6,900
+2,200
+47% +$281K
DG icon
578
CALL
Dollar General
DG
$27.5B
$942K 0.01%
7,900
-3,400
-30% -$396K
VOO icon
579
Vanguard S&P 500 ETF
VOO
$1.04T
$938K 0.01%
+3,613
New +$902K
MRO
580
PUT
DELISTED
Marathon Oil Corporation
MRO
$937K 0.01%
56,100
-2,000
-3% -$32.7K
APC
581
CALL
DELISTED
Anadarko Petroleum
APC
$932K 0.01%
20,500
-48,200
-70% -$2.19M
MINT icon
582
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.6B
$930K 0.01%
+9,156
New +$927K
FIS icon
583
PUT
Fidelity National Information Services
FIS
$19.3B
$927K 0.01%
8,200
+300
+4% +$32K
EA
584
DELISTED
Electronic Arts
EA
$922K 0.01%
9,069
-2,288
-20% -$217K
DVN icon
585
CALL
Devon Energy
DVN
$56.5B
$918K 0.01%
29,100
-85,800
-75% -$2.4M
BIDU icon
586
Baidu
BIDU
$30.8B
$916K 0.01%
5,555
-6,384
-53% -$1.07M
AEM icon
587
CALL
Agnico Eagle Mines
AEM
$99.7B
$914K 0.01%
21,000
+2,900
+16% +$123K
ANET icon
588
CALL
Arista Networks
ANET
$243B
$912K 0.01%
+46,400
New +$736K
KMI icon
589
PUT
Kinder Morgan
KMI
$68.5B
$906K 0.01%
+45,300
New +$846K
MCO icon
590
CALL
Moody's
MCO
$80.9B
$905K 0.01%
5,000
-4,900
-49% -$805K
BKLN icon
591
Invesco Senior Loan ETF
BKLN
$6.78B
$904K 0.01%
39,941
-99,124
-71% -$2.24M
CASY icon
592
CALL
Casey's General Stores
CASY
$21.7B
$901K 0.01%
+7,000
New +$916K
AMED
593
CALL
DELISTED
Amedisys
AMED
$900K 0.01%
+7,300
New +$916K
BNY
594
PUT
Bank of New York Mellon
BNY
$105B
$898K 0.01%
17,800
-34,700
-66% -$1.79M
BKR icon
595
CALL
Baker Hughes
BKR
$56.3B
$895K 0.01%
32,300
-5,600
-15% -$142K
SCHR
596
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$894K 0.01%
+33,248
New +$882K
SCHW
597
Charles Schwab
SCHW
$186B
$894K 0.01%
20,911
+15,867
+315% +$716K
DHI icon
598
D.R. Horton
DHI
$39.2B
$892K 0.01%
+21,545
New +$844K
SBUX icon
599
PUT
Starbucks
SBUX
$110B
$892K 0.01%
12,000
-50,700
-81% -$3.48M
WDC icon
600
CALL
Western Digital
WDC
$149B
$884K 0.01%
24,343
– –
22 23
24
25 26

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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.