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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
EWY icon
1976
iShares MSCI South Korea ETF
EWY
$26.8B
– –
-16,220
Closed -$955K
EXAS
1977
PUT
DELISTED
Exact Sciences
EXAS
– –
-3,600
Closed -$227K
EXC icon
1978
Exelon
EXC
$43.7B
– –
-29,881
Closed -$1.02M
EXC icon
1979
PUT
Exelon
EXC
$43.7B
– –
-22,712
Closed -$731K
EXR icon
1980
Extra Space Storage
EXR
$28.8B
– –
-4,541
Closed -$436K
EZPW icon
1981
Ezcorp Inc
EZPW
$1.89B
– –
-14,289
Closed -$110K
EZU icon
1982
iShare MSCI Eurozone ETF
EZU
$9.58B
– –
-14,213
Closed -$498K
F icon
1983
PUT
Ford
F
$53.2B
– –
-106,500
Closed -$815K
FAF icon
1984
First American
FAF
$7.26B
– –
-4,798
Closed -$214K
FAS icon
1985
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.07B
– –
-9,900
Closed -$443K
FAST icon
1986
Fastenal
FAST
$56.3B
– –
-57,076
Closed -$859K
FAST icon
1987
PUT
Fastenal
FAST
$56.3B
– –
-22,000
Closed -$288K
FBIN icon
1988
Fortune Brands Innovations
FBIN
$4.72B
– –
-18,974
Closed -$616K
FBND icon
1989
Fidelity Total Bond ETF
FBND
$28.1B
– –
-5,222
Closed -$253K
FBT icon
1990
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.89B
– –
-7,155
Closed -$889K
FCT
1991
DELISTED
First Trust Senior Floating Rate Income Fund II
FCT
– –
-14,355
Closed -$161K
FDD icon
1992
First Trust STOXX European Select Dividend Income Fund
FDD
$934M
– –
-41,819
Closed -$499K
FDN icon
1993
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.28B
– –
-14,410
Closed -$1.68M
FDS icon
1994
Factset
FDS
$9.83B
– –
-3,192
Closed -$714K
FDX icon
1995
FedEx
FDX
$71.4B
– –
-4,499
Closed -$795K
FEP icon
1996
First Trust Europe AlphaDEX Fund
FEP
$525M
– –
-7,992
Closed -$248K
FFIV icon
1997
CALL
F5
FFIV
$24B
– –
-1,900
Closed -$308K
FFIV icon
1998
F5
FFIV
$24B
– –
-2,632
Closed -$426K
FFIV icon
1999
PUT
F5
FFIV
$24B
– –
-1,400
Closed -$227K
FHN icon
2000
First Horizon
FHN
$11.3B
– –
-18,333
Closed -$241K
78 79
80
81 82

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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.