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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
IYR icon
2151
CALL
iShares US Real Estate ETF
IYR
$4.75B
– –
-151,400
Closed -$11.3M
IYR icon
2152
PUT
iShares US Real Estate ETF
IYR
$4.75B
– –
-280,600
Closed -$21M
IYW icon
2153
iShares US Technology ETF
IYW
$22.6B
– –
-30,088
Closed -$1.2M
IYZ icon
2154
iShares US Telecommunications ETF
IYZ
$1.16B
– –
-12,289
Closed -$324K
JACK icon
2155
CALL
Jack in the Box
JACK
$314M
– –
-6,800
Closed -$528K
JBL icon
2156
Jabil
JBL
$30.1B
– –
-11,698
Closed -$290K
JBL icon
2157
PUT
Jabil
JBL
$30.1B
– –
-11,700
Closed -$290K
JHML icon
2158
John Hancock Multifactor Large Cap ETF
JHML
$1.15B
– –
-26,667
Closed -$855K
JNUG icon
2159
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$347M
– –
-580
Closed -$267K
JPC icon
2160
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
– –
-12,797
Closed -$107K
JPIN icon
2161
JPMorgan Diversified Return International Equity ETF
JPIN
$368M
– –
-6,052
Closed -$308K
K
2162
DELISTED
Kellanova
K
– –
-9,410
Closed -$502K
OPLN
2163
Openlane
OPLN
$4.29B
– –
-12,423
Closed -$224K
KBE icon
2164
CALL
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-10,600
Closed -$396K
KBH icon
2165
KB Home
KBH
$3.5B
– –
-54,785
Closed -$1.21M
KBWD icon
2166
Invesco KBW High Dividend Yield Financial ETF
KBWD
$413M
– –
-10,159
Closed -$202K
KGC icon
2167
PUT
Kinross Gold
KGC
$27.7B
– –
-18,300
Closed -$59K
KIE icon
2168
State Street SPDR S&P Insurance ETF
KIE
$664M
– –
-20,434
Closed -$580K
KIM icon
2169
CALL
Kimco Realty
KIM
$17.5B
– –
-12,600
Closed -$185K
KIM icon
2170
Kimco Realty
KIM
$17.5B
– –
-16,495
Closed -$283K
KIO
2171
KKR Income Opportunities Fund
KIO
$451M
– –
-12,923
Closed -$184K
KKR icon
2172
CALL
KKR & Co
KKR
$89.1B
– –
-42,600
Closed -$836K
KLAC icon
2173
PUT
KLA
KLAC
$222B
– –
-47,000
Closed -$421K
KOS icon
2174
Kosmos Energy
KOS
$1.47B
– –
-24,787
Closed -$101K
KR icon
2175
PUT
Kroger
KR
$36.7B
– –
-31,700
Closed -$872K
85 86
87
88 89

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OAM
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NOCM
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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.