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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
KMX icon
976
CALL
CarMax
KMX
$8.34B
$419K ﹤0.01%
6,000
-17,700
-75% -$1.09M
NOW icon
977
PUT
ServiceNow
NOW
$145B
$419K ﹤0.01%
8,500
-36,000
-81% -$1.58M
KMI icon
978
Kinder Morgan
KMI
$68.4B
$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
$80.6B
$417K ﹤0.01%
2,300
-100
-4% -$16.4K
PAAS icon
981
Pan American Silver
PAAS
$19.7B
$417K ﹤0.01%
+31,476
New +$441K
YETI icon
982
CALL
Yeti Holdings
YETI
$2.96B
$417K ﹤0.01%
+13,800
New +$300K
FLG
983
CALL
Flagstar Bank National Association
FLG
$5.22B
$417K ﹤0.01%
+12,000
New +$413K
BB icon
984
PUT
BlackBerry
BB
$4.48B
$416K ﹤0.01%
41,200
+18,300
+80% +$154K
PEG icon
985
CALL
Public Service Enterprise Group
PEG
$35.1B
$416K ﹤0.01%
+7,000
New +$391K
DOCU
986
PUT
DocuSign
DOCU
$13.2B
$415K ﹤0.01%
+8,000
New +$408K
MAS icon
987
Masco
MAS
$13.5B
$415K ﹤0.01%
10,559
-10,048
-49% -$358K
SU icon
988
CALL
Suncor Energy
SU
$80.6B
$415K ﹤0.01%
12,800
-31,400
-71% -$1.02M
MRVL icon
989
PUT
Marvell Technology
MRVL
$206B
$414K ﹤0.01%
20,800
+9,800
+89% +$183K
AVGO icon
990
Broadcom
AVGO
$1.62T
$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
$3.36B
$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
$37.6B
$409K ﹤0.01%
5,900
-4,600
-44% -$297K
SNAP icon
995
Snap
SNAP
$9.67B
$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
$73.5B
$407K ﹤0.01%
+14,400
New +$409K
DRI icon
998
Darden Restaurants
DRI
$23.6B
$407K ﹤0.01%
3,350
-4,559
-58% -$500K
APH icon
999
CALL
Amphenol
APH
$191B
$406K ﹤0.01%
34,400
-22,400
-39% -$250K
SEE
1000
DELISTED
Sealed Air
SEE
$406K ﹤0.01%
+8,820
New +$366K
38 39
40
41 42

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FFS
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MFA
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PGCM
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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.