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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
RSPM icon
2351
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$187M
– –
-14,895
Closed -$282K
RSPN icon
2352
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.08B
– –
-55,885
Closed -$1.15M
RSPS icon
2353
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$255M
– –
-21,245
Closed -$495K
RSPT icon
2354
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.36B
– –
-32,110
Closed -$452K
RTH icon
2355
CALL
VanEck Retail ETF
RTH
$253M
– –
-9,000
Closed -$845K
RWJ icon
2356
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.08B
– –
-33,489
Closed -$640K
RWR icon
2357
State Street SPDR Dow Jones REIT ETF
RWR
$1.9B
– –
-12,361
Closed -$1.06M
RXI icon
2358
iShares Global Consumer Discretionary ETF
RXI
$253M
– –
-2,133
Closed -$215K
RY icon
2359
CALL
Royal Bank of Canada
RY
$290B
– –
-37,800
Closed -$2.59M
RY icon
2360
Royal Bank of Canada
RY
$290B
– –
-6,079
Closed -$417K
RY icon
2361
PUT
Royal Bank of Canada
RY
$290B
– –
-19,300
Closed -$1.32M
SAP icon
2362
PUT
SAP
SAP
$214B
– –
-6,500
Closed -$647K
SBIO icon
2363
ALPS Medical Breakthroughs ETF
SBIO
$200M
– –
-10,586
Closed -$298K
SCHP icon
2364
Schwab US TIPS ETF
SCHP
$16.3B
– –
-10,804
Closed -$288K
SCO icon
2365
ProShares UltraShort Bloomberg Crude Oil
SCO
$662M
– –
-121
Closed -$283K
SHOE
2366
Shoe Station Group
SHOE
$414M
– –
-15,392
Closed -$258K
SDOG icon
2367
ALPS Sector Dividend Dogs ETF
SDOG
$1.43B
– –
-16,967
Closed -$664K
SDS icon
2368
CALL
ProShares UltraShort S&P500
SDS
$429M
– –
-288
Closed -$309K
SEIC icon
2369
SEI Investments
SEIC
$12.4B
– –
-5,845
Closed -$270K
SFL icon
2370
SFL Corp
SFL
$1.6B
– –
-18,180
Closed -$191K
SFM icon
2371
CALL
Sprouts Farmers Market
SFM
$7.51B
– –
-46,200
Closed -$1.09M
SGRP
2372
DELISTED
SPAR Group
SGRP
– –
-19,119
Closed -$10K
SHAK icon
2373
PUT
Shake Shack
SHAK
$2.51B
– –
-6,500
Closed -$295K
SHOP icon
2374
CALL
Shopify
SHOP
$169B
– –
-26,000
Closed -$360K
SHW icon
2375
PUT
Sherwin-Williams
SHW
$84.4B
– –
-1,800
Closed -$236K
93 94
95
96 97

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BCM
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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.