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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
XLU icon
401
State Street Utilities Select Sector SPDR ETF
XLU
$21.5B
$1.58M 0.01%
54,482
-15,098
-22% -$420K
DDS icon
402
CALL
Dillards
DDS
$10B
$1.58M 0.01%
21,900
-10,300
-32% -$708K
ULTA icon
403
PUT
Ulta Beauty
ULTA
$23.3B
$1.57M 0.01%
+4,500
New +$1.36M
FDS icon
404
CALL
Factset
FDS
$9.85B
$1.56M 0.01%
6,300
-6,200
-50% -$1.39M
CMA
405
PUT
DELISTED
Comerica
CMA
$1.56M 0.01%
21,300
+6,800
+47% +$545K
KMB icon
406
CALL
Kimberly-Clark
KMB
$32.8B
$1.56M 0.01%
12,600
-6,900
-35% -$802K
XLB icon
407
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.39B
$1.56M 0.01%
56,200
-95,600
-63% -$2.58M
MET icon
408
PUT
MetLife
MET
$62.4B
$1.55M 0.01%
36,400
-29,800
-45% -$1.32M
IAT icon
409
iShares US Regional Banks ETF
IAT
$646M
$1.55M 0.01%
35,650
-8,794
-20% -$397K
MMM icon
410
PUT
3M
MMM
$84.9B
$1.54M 0.01%
8,850
-34,804
-80% -$5.86M
QRVO icon
411
CALL
Qorvo
QRVO
$10.4B
$1.53M 0.01%
21,400
-11,300
-35% -$748K
VCIT icon
412
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$68.7B
$1.53M 0.01%
17,648
-1,132
-6% -$96K
HES
413
DELISTED
Hess
HES
$1.53M 0.01%
25,411
-15,626
-38% -$860K
AGG icon
414
iShares Core US Aggregate Bond ETF
AGG
$137B
$1.53M 0.01%
+14,019
New +$1.5M
APA icon
415
CALL
APA Corp
APA
$16.6B
$1.52M 0.01%
43,900
-144,100
-77% -$4.7M
FNV icon
416
PUT
Franco-Nevada
FNV
$50.7B
$1.52M 0.01%
20,200
+5,800
+40% +$431K
WBA
417
PUT
DELISTED
Walgreens Boots Alliance
WBA
$1.51M 0.01%
23,900
+7,700
+48% +$526K
SDY icon
418
State Street SPDR S&P Dividend ETF
SDY
$21.4B
$1.5M 0.01%
15,097
+11,172
+285% +$1.07M
KBE icon
419
State Street SPDR S&P Bank ETF
KBE
$1.56B
$1.49M 0.01%
+35,655
New +$1.53M
BAX icon
420
CALL
Baxter International
BAX
$12.3B
$1.49M 0.01%
18,300
-500
-3% -$36.4K
EFA icon
421
CALL
iShares MSCI EAFE ETF
EFA
$77.9B
$1.48M 0.01%
22,800
-151,500
-87% -$9.54M
XOP icon
422
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$1.47M 0.01%
11,980
-581
-5% -$69.9K
GE icon
423
PUT
GE Aerospace
GE
$319B
$1.46M 0.01%
29,353
+21,779
+288% +$1.03M
XHB icon
424
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
$1.46M 0.01%
37,864
+29,192
+337% +$1.08M
ADP icon
425
PUT
Automatic Data Processing
ADP
$110B
$1.45M 0.01%
9,100
+1,600
+21% +$232K
15 16
17
18 19

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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.