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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
CPB icon
826
Campbell Soup
CPB
$6.54B
$559K 0.01%
+14,669
New +$518K
KMB icon
827
PUT
Kimberly-Clark
KMB
$36.4B
$558K 0.01%
4,500
-3,500
-44% -$407K
COR icon
828
PUT
Cencora
COR
$60.4B
$557K 0.01%
7,000
-13,100
-65% -$1.05M
OAK
829
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$557K 0.01%
+11,225
New +$487K
TPR icon
830
Tapestry
TPR
$30.8B
$553K 0.01%
+17,021
New +$597K
ULTA icon
831
Ulta Beauty
ULTA
$21.9B
$551K ﹤0.01%
+1,581
New +$478K
PAAS icon
832
PUT
Pan American Silver
PAAS
$18.2B
$549K ﹤0.01%
+41,400
New +$580K
SPR
833
CALL
DELISTED
Spirit AeroSystems
SPR
$549K ﹤0.01%
6,000
+1,700
+40% +$150K
GWRE icon
834
CALL
Guidewire Software
GWRE
$12.6B
$544K ﹤0.01%
5,600
-1,000
-15% -$89.4K
NCLH icon
835
CALL
Norwegian Cruise Line
NCLH
$8.44B
$544K ﹤0.01%
9,900
-3,600
-27% -$186K
CPRI icon
836
Capri Holdings
CPRI
$1.82B
$543K ﹤0.01%
+11,878
New +$519K
EXPE icon
837
Expedia Group
EXPE
$35.1B
$543K ﹤0.01%
4,560
-1,581
-26% -$192K
ADAM
838
Adamas Trust
ADAM
$806M
$543K ﹤0.01%
+22,301
New +$548K
IVV icon
839
iShares Core S&P 500 ETF
IVV
$873B
$541K ﹤0.01%
+1,900
New +$520K
ZS icon
840
PUT
Zscaler
ZS
$23.8B
$539K ﹤0.01%
+7,600
New +$404K
USIG icon
841
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
$538K ﹤0.01%
9,741
+3,327
+52% +$180K
SVC
842
CALL
Service Properties Trust
SVC
$1.04B
$537K ﹤0.01%
+4,080
New +$539K
MAR icon
843
Marriott International
MAR
$98.8B
$535K ﹤0.01%
+4,278
New +$503K
TEL icon
844
TE Connectivity
TEL
$60.4B
$534K ﹤0.01%
6,614
+928
+16% +$74.9K
CTXS
845
DELISTED
Citrix Systems Inc
CTXS
$534K ﹤0.01%
5,356
+1,617
+43% +$168K
BB icon
846
BlackBerry
BB
$4.99B
$533K ﹤0.01%
52,781
-3,266
-6% -$27.5K
MSI icon
847
Motorola Solutions
MSI
$71.5B
$530K ﹤0.01%
+3,775
New +$490K
BBY icon
848
CALL
Best Buy
BBY
$18.3B
$526K ﹤0.01%
7,400
-27,000
-78% -$1.68M
URI icon
849
PUT
United Rentals
URI
$67B
$526K ﹤0.01%
4,600
-13,600
-75% -$1.68M
AWK icon
850
American Water Works
AWK
$26.9B
$525K ﹤0.01%
+5,033
New +$494K
32 33
34
35 36

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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
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TIM
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QIM
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RB
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OMG
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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.