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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
BOX icon
1851
PUT
Box
BOX
$4.76B
– –
-12,000
Closed -$203K
BP icon
1852
BP
BP
$117B
– –
-5,638
Closed -$231K
BRN icon
1853
Barnwell Industries
BRN
$14.9M
– –
-13,335
Closed -$18K
BSV icon
1854
Vanguard Short-Term Bond ETF
BSV
$46.2B
– –
-31,430
Closed -$2.47M
BTT icon
1855
BlackRock Municipal 2030 Target Term Trust
BTT
$1.41B
– –
-11,361
Closed -$233K
BWEN icon
1856
Broadwind
BWEN
$101M
– –
-11,884
Closed -$15K
BXP icon
1857
Boston Properties
BXP
$10.2B
– –
-12,154
Closed -$1.56M
BXP icon
1858
PUT
Boston Properties
BXP
$10.2B
– –
-5,300
Closed -$597K
BYD icon
1859
CALL
Boyd Gaming
BYD
$5.52B
– –
-12,400
Closed -$258K
CAG icon
1860
CALL
Conagra Brands
CAG
$7.29B
– –
-36,000
Closed -$769K
CAT icon
1861
Caterpillar
CAT
$368B
– –
-14,296
Closed -$1.9M
CB icon
1862
Chubb
CB
$131B
– –
-2,042
Closed -$272K
CBAT icon
1863
CBAK Energy Technology Ltd
CBAT
$88.6M
– –
-11,246
Closed -$4K
CBRE icon
1864
CALL
CBRE Group
CBRE
$40.6B
– –
-22,000
Closed -$881K
CBRE icon
1865
PUT
CBRE Group
CBRE
$40.6B
– –
-11,200
Closed -$448K
CBRL icon
1866
Cracker Barrel
CBRL
$976M
– –
-6,909
Closed -$1.14M
CCEP icon
1867
CALL
Coca-Cola Europacific Partners
CCEP
$44.7B
– –
-26,400
Closed -$1.21M
CCK icon
1868
Crown Holdings
CCK
$12B
– –
-5,886
Closed -$304K
CDW icon
1869
CDW
CDW
$18.8B
– –
-3,065
Closed -$248K
CENX icon
1870
Century Aluminum
CENX
$4.04B
– –
-11,726
Closed -$86K
CERS icon
1871
Cerus
CERS
$520M
– –
-10,843
Closed -$55K
CF icon
1872
CALL
CF Industries
CF
$20.2B
– –
-17,800
Closed -$774K
CF icon
1873
CF Industries
CF
$20.2B
– –
-9,242
Closed -$402K
CF icon
1874
PUT
CF Industries
CF
$20.2B
– –
-11,100
Closed -$483K
CFG icon
1875
Citizens Financial Group
CFG
$28.6B
– –
-10,835
Closed -$322K
73 74
75
76 77

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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.