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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
VTR icon
1451
Ventas
VTR
$45B
$210K ﹤0.01%
3,294
-5,479
-62% -$342K
IYE icon
1452
iShares US Energy ETF
IYE
$1.87B
$209K ﹤0.01%
+5,806
New +$203K
SURE icon
1453
AdvisorShares Insider Advantage ETF
SURE
$56.2M
$209K ﹤0.01%
+3,184
New +$203K
AAP icon
1454
Advance Auto Parts
AAP
$2.53B
$208K ﹤0.01%
+1,222
New +$197K
FITB
1455
Fifth Third Bancorp
FITB
$48.3B
$208K ﹤0.01%
8,257
-23,740
-74% -$632K
NNN icon
1456
NNN REIT
NNN
$8B
$208K ﹤0.01%
+3,763
New +$195K
WSM icon
1457
CALL
Williams-Sonoma
WSM
$25.8B
$208K ﹤0.01%
7,400
-18,000
-71% -$497K
BCE icon
1458
BCE
BCE
$20.8B
$207K ﹤0.01%
+4,664
New +$201K
EDU icon
1459
CALL
New Oriental
EDU
$8.84B
$207K ﹤0.01%
+2,300
New +$173K
FCN icon
1460
CALL
FTI Consulting
FCN
$3.89B
$207K ﹤0.01%
+2,700
New +$191K
JLS icon
1461
Nuveen Mortgage and Income Fund
JLS
$90.2M
$207K ﹤0.01%
+8,908
New +$204K
WCC
1462
CALL
WESCO International
WCC
$16.5B
$207K ﹤0.01%
3,900
-1,500
-28% -$79.3K
ZBRA icon
1463
Zebra Technologies
ZBRA
$16.5B
$207K ﹤0.01%
+990
New +$186K
AA icon
1464
PUT
Alcoa
AA
$12.4B
$206K ﹤0.01%
7,300
-6,100
-46% -$174K
AZN icon
1465
PUT
AstraZeneca
AZN
$258B
$206K ﹤0.01%
2,550
-8,200
-76% -$646K
BBEU icon
1466
JPMorgan BetaBuilders Europe ETF
BBEU
$9.21B
$206K ﹤0.01%
+4,368
New +$200K
BC icon
1467
PUT
Brunswick
BC
$4.4B
$206K ﹤0.01%
+4,100
New +$207K
LFUS icon
1468
Littelfuse
LFUS
$10.2B
$206K ﹤0.01%
+1,131
New +$209K
NLY icon
1469
PUT
Annaly Capital Management
NLY
$16.1B
$206K ﹤0.01%
5,150
+1,925
+60% +$78.6K
RCL icon
1470
PUT
Royal Caribbean
RCL
$66.8B
$206K ﹤0.01%
1,800
-6,700
-79% -$762K
RLY icon
1471
State Street Multi-Asset Real Return ETF
RLY
$1.4B
$206K ﹤0.01%
+8,212
New +$202K
AU icon
1472
AngloGold Ashanti
AU
$51.8B
$205K ﹤0.01%
+15,673
New +$211K
BWX icon
1473
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$205K ﹤0.01%
+7,361
New +$204K
DINO icon
1474
HF Sinclair
DINO
$20.7B
$205K ﹤0.01%
4,158
-363
-8% -$19.3K
PPG icon
1475
PPG Industries
PPG
$23.4B
$205K ﹤0.01%
1,816
-4,213
-70% -$451K
57 58
59
60 61

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CIA
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OWA
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FFS
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MFA
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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.