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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+12.14%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$11.2B
AUM Growth
+$2.97B
Cap. Flow
+$1.8B
Cap. Flow %
16.13%
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 Financials 0.39%
2 Consumer Discretionary 0.24%
3 Technology 0.18%
4 Communication Services 0.17%
5 Healthcare 0.14%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KMX icon
976
CALL
CarMax
KMX
$8.33B
$419K ﹤0.01%
6,000
-17,700
-75% -$1.09M
NOW icon
977
PUT
ServiceNow
NOW
$114B
$419K ﹤0.01%
8,500
-36,000
-81% -$1.58M
KMI icon
978
Kinder Morgan
KMI
$70.5B
$418K ﹤0.01%
20,874
-9,252
-31% -$173K
KSU
979
PUT
DELISTED
Kansas City Southern
KSU
$418K ﹤0.01%
+3,600
New +$389K
MCO icon
980
PUT
Moody's
MCO
$83.5B
$417K ﹤0.01%
2,300
-100
-4% -$16.4K
PAAS icon
981
Pan American Silver
PAAS
$18.6B
$417K ﹤0.01%
+31,476
New +$441K
YETI icon
982
CALL
Yeti Holdings
YETI
$3.76B
$417K ﹤0.01%
+13,800
New +$300K
FLG
983
CALL
Flagstar Bank National Association
FLG
$5.94B
$417K ﹤0.01%
+12,000
New +$413K
BB icon
984
PUT
BlackBerry
BB
$4.95B
$416K ﹤0.01%
41,200
+18,300
+80% +$154K
PEG icon
985
CALL
Public Service Enterprise Group
PEG
$38.6B
$416K ﹤0.01%
+7,000
New +$391K
DOCU
986
PUT
DocuSign
DOCU
$10.4B
$415K ﹤0.01%
+8,000
New +$408K
MAS icon
987
Masco
MAS
$14.2B
$415K ﹤0.01%
10,559
-10,048
-49% -$358K
SU icon
988
CALL
Suncor Energy
SU
$78.8B
$415K ﹤0.01%
12,800
-31,400
-71% -$1.02M
MRVL icon
989
PUT
Marvell Technology
MRVL
$165B
$414K ﹤0.01%
20,800
+9,800
+89% +$183K
AVGO icon
990
Broadcom
AVGO
$1.85T
$412K ﹤0.01%
13,690
-28,930
-68% -$784K
RTN
991
DELISTED
Raytheon Company
RTN
$412K ﹤0.01%
2,263
+911
+67% +$159K
WIX icon
992
PUT
WIX.com
WIX
$2.37B
$411K ﹤0.01%
+3,400
New +$369K
CXO
993
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$411K ﹤0.01%
+3,700
New +$418K
NTAP icon
994
PUT
NetApp
NTAP
$34.1B
$409K ﹤0.01%
5,900
-4,600
-44% -$297K
SNAP icon
995
Snap
SNAP
$7.89B
$409K ﹤0.01%
37,074
+21,917
+145% +$186K
CTXS
996
PUT
DELISTED
Citrix Systems Inc
CTXS
$409K ﹤0.01%
4,100
-4,700
-53% -$487K
APO icon
997
PUT
Apollo Global Management
APO
$69.3B
$407K ﹤0.01%
+14,400
New +$409K
DRI icon
998
Darden Restaurants
DRI
$23.7B
$407K ﹤0.01%
3,350
-4,559
-58% -$500K
APH icon
999
CALL
Amphenol
APH
$197B
$406K ﹤0.01%
17,200
-11,200
-39% -$250K
SEE
1000
DELISTED
Sealed Air
SEE
$406K ﹤0.01%
+8,820
New +$366K
38 39
40
41 42

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AWP
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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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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 deployed $1.8B of net new capital in Q1 2019, opening 634 new positions and adding to 459 existing holdings. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M.

By sector, the portfolio is most concentrated in Financials at 0.39% of assets, down from 0.72% a quarter earlier, followed by Consumer Discretionary and Technology.

On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $24M trimmed.

  • 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.