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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
CSX icon
951
CSX Corp
CSX
$93B
$448K ﹤0.01%
17,976
-11,976
-40% -$277K
DOC icon
952
Healthpeak Properties
DOC
$15.2B
$447K ﹤0.01%
+14,283
New +$435K
WDC icon
953
PUT
Western Digital
WDC
$184B
$447K ﹤0.01%
12,304
-4,366
-26% -$149K
CLX icon
954
Clorox
CLX
$11.7B
$445K ﹤0.01%
2,776
-558
-17% -$86.6K
KMX icon
955
CarMax
KMX
$8.33B
$443K ﹤0.01%
6,346
-6,926
-52% -$427K
YELP icon
956
PUT
Yelp
YELP
$1.44B
$442K ﹤0.01%
12,800
-53,000
-81% -$1.92M
CVNA icon
957
CALL
Carvana
CVNA
$67.6B
$441K ﹤0.01%
+38,000
New +$320K
KR icon
958
CALL
Kroger
KR
$35.4B
$440K ﹤0.01%
17,900
-19,700
-52% -$540K
PPG icon
959
CALL
PPG Industries
PPG
$24.9B
$440K ﹤0.01%
+3,900
New +$418K
OMER icon
960
CALL
Omeros
OMER
$863M
$439K ﹤0.01%
+25,300
New +$365K
HAIN icon
961
CALL
Hain Celestial
HAIN
$44.4M
$437K ﹤0.01%
+18,900
New +$364K
DATA
962
PUT
DELISTED
Tableau Software, Inc.
DATA
$433K ﹤0.01%
3,400
+1,600
+89% +$202K
XLNX
963
DELISTED
Xilinx Inc
XLNX
$430K ﹤0.01%
+3,395
New +$381K
HUM icon
964
Humana
HUM
$44B
$429K ﹤0.01%
1,614
-1,843
-53% -$531K
CTRA
965
DELISTED
Coterra Energy
CTRA
$428K ﹤0.01%
16,389
-884
-5% -$22.2K
AU icon
966
CALL
AngloGold Ashanti
AU
$41.6B
$427K ﹤0.01%
32,600
-15,500
-32% -$208K
TRIP icon
967
PUT
TripAdvisor
TRIP
$1.65B
$427K ﹤0.01%
8,300
-800
-9% -$43.8K
NOV icon
968
CALL
NOV
NOV
$6.88B
$426K ﹤0.01%
16,000
-54,900
-77% -$1.56M
NSC icon
969
Norfolk Southern
NSC
$75B
$426K ﹤0.01%
2,278
-2,598
-53% -$449K
NUGT icon
970
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$909M
$425K ﹤0.01%
4,300
-1,700
-28% -$164K
VALE icon
971
Vale
VALE
$63.8B
$423K ﹤0.01%
+32,418
New +$419K
VNO icon
972
Vornado Realty Trust
VNO
$7.55B
$422K ﹤0.01%
+6,262
New +$420K
XLC icon
973
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$21.9B
$421K ﹤0.01%
9,000
+2,200
+32% +$100K
RMD icon
974
ResMed
RMD
$30.3B
$420K ﹤0.01%
+4,036
New +$417K
SLV icon
975
iShares Silver Trust
SLV
$28.6B
$420K ﹤0.01%
+29,592
New +$432K
37 38
39
40 41

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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.