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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
CL icon
326
CALL
Colgate-Palmolive
CL
$74.2B
$2.07M 0.02%
30,200
+400
+1% +$25.8K
SWK icon
327
CALL
Stanley Black & Decker
SWK
$14.6B
$2.07M 0.02%
15,200
+7,300
+92% +$952K
EWW icon
328
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
$2.06M 0.02%
47,200
-6,100
-11% -$268K
XLP icon
329
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$2.05M 0.02%
36,570
-100,053
-73% -$5.35M
X
330
CALL
DELISTED
US Steel
X
$2.03M 0.02%
104,200
-10,500
-9% -$223K
KLAC icon
331
CALL
KLA
KLAC
$249B
$2.03M 0.02%
170,000
+139,000
+448% +$1.5M
PSX icon
332
PUT
Phillips 66
PSX
$82.5B
$2.03M 0.02%
+21,300
New +$2.02M
D icon
333
CALL
Dominion Energy
D
$62.1B
$2.02M 0.02%
26,300
-10,100
-28% -$738K
DUK icon
334
PUT
Duke Energy
DUK
$101B
$2.02M 0.02%
+22,400
New +$1.98M
ALL icon
335
CALL
Allstate
ALL
$70.1B
$2.02M 0.02%
21,400
+6,800
+47% +$615K
UAL icon
336
CALL
United Airlines
UAL
$40.2B
$2.01M 0.02%
25,200
-24,700
-49% -$2.08M
CLX icon
337
CALL
Clorox
CLX
$12.1B
$2.01M 0.02%
12,500
+9,500
+317% +$1.47M
NTES icon
338
CALL
NetEase
NTES
$81.5B
$2M 0.02%
41,500
+11,000
+36% +$523K
IBM icon
339
CALL
IBM
IBM
$214B
$1.99M 0.02%
14,749
-50,312
-77% -$6.41M
MPC icon
340
PUT
Marathon Petroleum
MPC
$89.3B
$1.99M 0.02%
33,200
+14,300
+76% +$900K
NKE icon
341
Nike
NKE
$63.9B
$1.99M 0.02%
23,583
-7,588
-24% -$626K
IVE icon
342
iShares S&P 500 Value ETF
IVE
$49.6B
$1.98M 0.02%
17,549
+14,919
+567% +$1.64M
BRK.B icon
343
Berkshire Hathaway Class B
BRK.B
$1.11T
$1.98M 0.02%
9,841
-997
-9% -$201K
MCHP icon
344
CALL
Microchip Technology
MCHP
$41.1B
$1.97M 0.02%
47,400
+19,400
+69% +$804K
AEE icon
345
PUT
Ameren
AEE
$31.1B
$1.96M 0.02%
+26,700
New +$1.86M
PRU icon
346
PUT
Prudential Financial
PRU
$43B
$1.95M 0.02%
21,200
+5,900
+39% +$544K
EWZ icon
347
iShares MSCI Brazil ETF
EWZ
$9.13B
$1.95M 0.02%
47,446
+25,119
+113% +$1.08M
WCG
348
DELISTED
Wellcare Health Plans, Inc.
WCG
$1.91M 0.02%
+7,063
New +$1.82M
GLD icon
349
PUT
SPDR Gold Trust
GLD
$131B
$1.9M 0.02%
+15,600
New +$1.92M
VCSH icon
350
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$1.89M 0.02%
+23,657
New +$1.86M
12 13
14
15 16

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
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.