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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
EXP icon
1276
Eagle Materials
EXP
$5.45B
$265K ﹤0.01%
3,145
-4,008
-56% -$290K
MCHP icon
1277
Microchip Technology
MCHP
$38.5B
$265K ﹤0.01%
+6,386
New +$265K
PAAS icon
1278
CALL
Pan American Silver
PAAS
$20.6B
$265K ﹤0.01%
+20,000
New +$280K
PAYC icon
1279
PUT
Paycom
PAYC
$10.2B
$265K ﹤0.01%
+1,400
New +$227K
WDAY icon
1280
Workday
WDAY
$48B
$265K ﹤0.01%
1,376
-3,958
-74% -$720K
BB icon
1281
CALL
BlackBerry
BB
$4.65B
$264K ﹤0.01%
+26,200
New +$220K
BC icon
1282
Brunswick
BC
$4.4B
$264K ﹤0.01%
5,251
-1,172
-18% -$59.1K
TBF icon
1283
ProShares Short 20+ Year Treasury ETF
TBF
$119M
$264K ﹤0.01%
12,266
-1,679
-12% -$37.6K
PSEC icon
1284
CALL
Prospect Capital
PSEC
$1.15B
$263K ﹤0.01%
+40,400
New +$269K
LPT
1285
DELISTED
Liberty Property Trust
LPT
$263K ﹤0.01%
+5,433
New +$253K
ICSH icon
1286
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.84B
$262K ﹤0.01%
+5,216
New +$262K
ROKU icon
1287
Roku
ROKU
$22.9B
$262K ﹤0.01%
+4,069
New +$218K
DGX icon
1288
CALL
Quest Diagnostics
DGX
$27.3B
$261K ﹤0.01%
2,900
-2,800
-49% -$243K
GSY icon
1289
Invesco Ultra Short Duration ETF
GSY
$3.93B
$259K ﹤0.01%
+5,143
New +$258K
GBT
1290
PUT
DELISTED
Global Blood Therapeutics, Inc.
GBT
$259K ﹤0.01%
+4,900
New +$241K
PSCD icon
1291
Invesco S&P SmallCap Consumer Discretionary ETF
PSCD
$23M
$258K ﹤0.01%
+4,262
New +$257K
TEAM icon
1292
PUT
Atlassian
TEAM
$48.7B
$258K ﹤0.01%
+2,300
New +$235K
VRTX icon
1293
PUT
Vertex Pharmaceuticals
VRTX
$131B
$258K ﹤0.01%
1,400
-6,300
-82% -$1.16M
XLC icon
1294
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.8B
$257K ﹤0.01%
5,500
-3,000
-35% -$137K
OLLI icon
1295
PUT
Ollie's Bargain Outlet
OLLI
$4.53B
$256K ﹤0.01%
+3,000
New +$242K
THO icon
1296
PUT
Thor Industries
THO
$3.58B
$256K ﹤0.01%
+4,100
New +$260K
CXO
1297
DELISTED
CONCHO RESOURCES INC.
CXO
$256K ﹤0.01%
2,307
+214
+10% +$24.2K
TECK icon
1298
Teck Resources
TECK
$32B
$255K ﹤0.01%
+11,004
New +$248K
WY icon
1299
Weyerhaeuser
WY
$15.6B
$255K ﹤0.01%
9,668
-31,277
-76% -$788K
CTSH icon
1300
CALL
Cognizant
CTSH
$27.9B
$254K ﹤0.01%
3,500
-13,200
-79% -$924K
50 51
52
53 54

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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.