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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
MIC
1001
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$404K ﹤0.01%
+9,800
New +$402K
BBWI icon
1002
CALL
Bath & Body Works
BBWI
$4.02B
$403K ﹤0.01%
+18,060
New +$397K
VTIP icon
1003
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$403K ﹤0.01%
8,281
-32,855
-80% -$1.59M
RH icon
1004
CALL
RH
RH
$3.15B
$402K ﹤0.01%
3,900
-7,500
-66% -$1.02M
GAP
1005
The Gap Inc
GAP
$7.34B
$402K ﹤0.01%
15,366
+7,455
+94% +$190K
BBJP icon
1006
JPMorgan BetaBuilders Japan ETF
BBJP
$17.7B
$399K ﹤0.01%
+8,773
New +$392K
UTHR icon
1007
CALL
United Therapeutics
UTHR
$26.2B
$399K ﹤0.01%
+3,400
New +$396K
IWR icon
1008
iShares Russell Mid-Cap ETF
IWR
$56.1B
$398K ﹤0.01%
+7,383
New +$382K
FANG icon
1009
PUT
Diamondback Energy
FANG
$56.2B
$396K ﹤0.01%
+3,900
New +$400K
VEU icon
1010
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
$396K ﹤0.01%
7,894
-6,546
-45% -$321K
ANF icon
1011
PUT
Abercrombie & Fitch
ANF
$4.45B
$395K ﹤0.01%
14,400
-7,900
-35% -$177K
CCK icon
1012
PUT
Crown Holdings
CCK
$12.9B
$393K ﹤0.01%
+7,200
New +$371K
ED icon
1013
PUT
Consolidated Edison
ED
$40.4B
$390K ﹤0.01%
4,600
-13,500
-75% -$1.08M
LITE icon
1014
CALL
Lumentum
LITE
$53.9B
$390K ﹤0.01%
+6,900
New +$331K
EWZ icon
1015
PUT
iShares MSCI Brazil ETF
EWZ
$9.25B
$389K ﹤0.01%
9,500
-29,700
-76% -$1.28M
PANW icon
1016
PUT
Palo Alto Networks
PANW
$265B
$389K ﹤0.01%
9,600
-21,600
-69% -$801K
IQ icon
1017
PUT
iQIYI
IQ
$1.24B
$388K ﹤0.01%
+16,200
New +$358K
ORLY icon
1018
CALL
O'Reilly Automotive
ORLY
$71.3B
$388K ﹤0.01%
+15,000
New +$363K
WU icon
1019
Western Union
WU
$2.4B
$388K ﹤0.01%
21,023
+2,743
+15% +$49.3K
TTWO icon
1020
CALL
Take-Two Interactive
TTWO
$46.3B
$387K ﹤0.01%
4,100
-600
-13% -$58.2K
ODFL icon
1021
Old Dominion Freight Line
ODFL
$44.2B
$386K ﹤0.01%
8,019
-642
-7% -$30K
RIO icon
1022
Rio Tinto
RIO
$158B
$386K ﹤0.01%
+6,553
New +$360K
RF icon
1023
PUT
Regions Financial
RF
$26.3B
$385K ﹤0.01%
27,200
+9,500
+54% +$146K
CPE
1024
DELISTED
Callon Petroleum Company
CPE
$385K ﹤0.01%
+5,101
New +$395K
CASY icon
1025
Casey's General Stores
CASY
$32.1B
$384K ﹤0.01%
+2,984
New +$390K
39 40
41
42 43

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OAM
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NOCM
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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.