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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
EXP icon
1276
Eagle Materials
EXP
$6.35B
$265K ﹤0.01%
3,145
-4,008
-56% -$290K
MCHP icon
1277
Microchip Technology
MCHP
$40.7B
$265K ﹤0.01%
+6,386
New +$265K
PAAS icon
1278
CALL
Pan American Silver
PAAS
$18.6B
$265K ﹤0.01%
+20,000
New +$280K
PAYC icon
1279
PUT
Paycom
PAYC
$7.53B
$265K ﹤0.01%
+1,400
New +$227K
WDAY icon
1280
Workday
WDAY
$39B
$265K ﹤0.01%
1,376
-3,958
-74% -$720K
BB icon
1281
CALL
BlackBerry
BB
$4.95B
$264K ﹤0.01%
+26,200
New +$220K
BC icon
1282
Brunswick
BC
$5.18B
$264K ﹤0.01%
5,251
-1,172
-18% -$59.1K
TBF icon
1283
ProShares Short 20+ Year Treasury ETF
TBF
$87.3M
$264K ﹤0.01%
12,266
-1,679
-12% -$37.6K
PSEC icon
1284
CALL
Prospect Capital
PSEC
$1.08B
$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
$8.07B
$262K ﹤0.01%
+5,216
New +$262K
ROKU icon
1287
Roku
ROKU
$21.5B
$262K ﹤0.01%
+4,069
New +$218K
DGX icon
1288
CALL
Quest Diagnostics
DGX
$25.9B
$261K ﹤0.01%
2,900
-2,800
-49% -$243K
GSY icon
1289
Invesco Ultra Short Duration ETF
GSY
$3.86B
$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
$23.8M
$258K ﹤0.01%
+4,262
New +$257K
TEAM icon
1292
PUT
Atlassian
TEAM
$24.9B
$258K ﹤0.01%
+2,300
New +$235K
VRTX icon
1293
PUT
Vertex Pharmaceuticals
VRTX
$122B
$258K ﹤0.01%
1,400
-6,300
-82% -$1.16M
XLC icon
1294
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$21.9B
$257K ﹤0.01%
5,500
-3,000
-35% -$137K
OLLI icon
1295
PUT
Ollie's Bargain Outlet
OLLI
$4.4B
$256K ﹤0.01%
+3,000
New +$242K
THO icon
1296
PUT
Thor Industries
THO
$3.95B
$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
$30.7B
$255K ﹤0.01%
+11,004
New +$248K
WY icon
1299
Weyerhaeuser
WY
$16.9B
$255K ﹤0.01%
9,668
-31,277
-76% -$788K
CTSH icon
1300
CALL
Cognizant
CTSH
$24.3B
$254K ﹤0.01%
3,500
-13,200
-79% -$924K
50 51
52
53 54

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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.