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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
UPS icon
2476
PUT
United Parcel Service
UPS
$89.7B
– –
-19,900
Closed -$1.94M
URBN icon
2477
Urban Outfitters
URBN
$6.44B
– –
-8,222
Closed -$253K
USB icon
2478
US Bancorp
USB
$100B
– –
-10,945
Closed -$549K
USAU icon
2479
US Gold Corp
USAU
$209M
– –
-1,386
Closed -$12K
UXIN
2480
Uxin Ltd
UXIN
$315M
– –
-142
Closed -$69K
VAW icon
2481
Vanguard Materials ETF
VAW
$3.05B
– –
-6,968
Closed -$772K
VBND icon
2482
Vident US Bond Strategy ETF
VBND
$526M
– –
-4,486
Closed -$213K
VEON icon
2483
VEON
VEON
$3.57B
– –
-2,423
Closed -$142K
VFH icon
2484
Vanguard Financials ETF
VFH
$13.6B
– –
-10,556
Closed -$627K
VGLT icon
2485
Vanguard Long-Term Treasury ETF
VGLT
$10.2B
– –
-3,715
Closed -$278K
VGT icon
2486
Vanguard Information Technology ETF
VGT
$136B
– –
-13,928
Closed -$290K
VIOG icon
2487
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.05B
– –
-2,928
Closed -$203K
VIPS icon
2488
PUT
Vipshop
VIPS
$7.13B
– –
-24,500
Closed -$134K
VLO icon
2489
Valero Energy
VLO
$88.7B
– –
-4,387
Closed -$362K
VLUE icon
2490
iShares MSCI USA Value Factor ETF
VLUE
$9.29B
– –
-9,606
Closed -$697K
VMO icon
2491
Invesco Municipal Opportunity Trust
VMO
$653M
– –
-10,319
Closed -$115K
VNQ icon
2492
Vanguard Real Estate ETF
VNQ
$40B
– –
-34,509
Closed -$2.57M
VONG icon
2493
Vanguard Russell 1000 Growth ETF
VONG
$42.1B
– –
-21,012
Closed -$706K
VOX icon
2494
Vanguard Communication Services ETF
VOX
$5.69B
– –
-16,569
Closed -$1.23M
VPL icon
2495
Vanguard FTSE Pacific ETF
VPL
$7.89B
– –
-6,133
Closed -$372K
VPV icon
2496
Invesco Pennsylvania Value Municipal Income Trust
VPV
$193M
– –
-10,669
Closed -$124K
VRP icon
2497
Invesco Variable Rate Preferred ETF
VRP
$2.99B
– –
-52,959
Closed -$1.21M
VRTX icon
2498
Vertex Pharmaceuticals
VRTX
$124B
– –
-1,590
Closed -$294K
VSAT icon
2499
Viasat
VSAT
$10.2B
– –
-3,428
Closed -$202K
VTRS icon
2500
CALL
Viatris
VTRS
$20.8B
– –
-22,000
Closed -$603K
98 99
100
101 102

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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.