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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
XLU icon
401
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$1.58M 0.01%
54,482
-15,098
-22% -$420K
DDS icon
402
CALL
Dillards
DDS
$9.07B
$1.58M 0.01%
21,900
-10,300
-32% -$708K
ULTA icon
403
PUT
Ulta Beauty
ULTA
$21.8B
$1.57M 0.01%
+4,500
New +$1.36M
FDS icon
404
CALL
Factset
FDS
$10.4B
$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
$37.4B
$1.56M 0.01%
12,600
-6,900
-35% -$802K
XLB icon
407
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.73B
$1.56M 0.01%
56,200
-95,600
-63% -$2.58M
MET icon
408
PUT
MetLife
MET
$62.7B
$1.55M 0.01%
36,400
-29,800
-45% -$1.32M
IAT icon
409
iShares US Regional Banks ETF
IAT
$678M
$1.55M 0.01%
35,650
-8,794
-20% -$397K
MMM icon
410
PUT
3M
MMM
$93.6B
$1.54M 0.01%
8,850
-34,804
-80% -$5.86M
QRVO icon
411
CALL
Qorvo
QRVO
$7.99B
$1.53M 0.01%
21,400
-11,300
-35% -$748K
VCIT icon
412
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.3B
$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
$138B
$1.53M 0.01%
+14,019
New +$1.5M
APA icon
415
CALL
APA Corp
APA
$12.8B
$1.52M 0.01%
43,900
-144,100
-77% -$4.7M
FNV icon
416
PUT
Franco-Nevada
FNV
$40.2B
$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
$22.2B
$1.5M 0.01%
15,097
+11,172
+285% +$1.07M
KBE icon
419
State Street SPDR S&P Bank ETF
KBE
$1.65B
$1.49M 0.01%
+35,655
New +$1.53M
BAX icon
420
CALL
Baxter International
BAX
$12.8B
$1.49M 0.01%
18,300
-500
-3% -$36.4K
EFA icon
421
CALL
iShares MSCI EAFE ETF
EFA
$76.5B
$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
$3.52B
$1.47M 0.01%
11,980
-581
-5% -$69.9K
GE icon
423
PUT
GE Aerospace
GE
$371B
$1.46M 0.01%
29,353
+21,779
+288% +$1.03M
XHB icon
424
State Street SPDR S&P Homebuilders ETF
XHB
$1.63B
$1.46M 0.01%
37,864
+29,192
+337% +$1.08M
ADP icon
425
PUT
Automatic Data Processing
ADP
$111B
$1.45M 0.01%
9,100
+1,600
+21% +$232K
15 16
17
18 19

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BCM
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OAM
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NOCM
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QIM
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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.