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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
CIT
1026
PUT
DELISTED
CIT Group Inc.
CIT
$384K ﹤0.01%
+8,000
New +$377K
KDP icon
1027
Keurig Dr Pepper
KDP
$43B
$383K ﹤0.01%
13,682
-1,503
-10% -$40.6K
SAM icon
1028
CALL
Boston Beer
SAM
$1.93B
$383K ﹤0.01%
+1,300
New +$356K
NWL icon
1029
CALL
Newell Brands
NWL
$2.18B
$382K ﹤0.01%
24,900
+3,700
+17% +$68K
RTN
1030
PUT
DELISTED
Raytheon Company
RTN
$382K ﹤0.01%
2,100
-16,800
-89% -$2.93M
CPRI icon
1031
CALL
Capri Holdings
CPRI
$1.82B
$380K ﹤0.01%
+8,300
New +$363K
EL icon
1032
Estee Lauder
EL
$30.7B
$380K ﹤0.01%
+2,298
New +$337K
GSK icon
1033
PUT
GSK
GSK
$104B
$380K ﹤0.01%
7,280
-29,360
-80% -$1.47M
EXP icon
1034
PUT
Eagle Materials
EXP
$6.3B
$379K ﹤0.01%
4,500
-900
-17% -$65K
FANG icon
1035
CALL
Diamondback Energy
FANG
$56.2B
$376K ﹤0.01%
+3,700
New +$379K
MPT
1036
Medical Properties Trust
MPT
$2.81B
$376K ﹤0.01%
+20,330
New +$362K
DGAZ
1037
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$376K ﹤0.01%
3,487
-1,517
-30% -$148K
CDC icon
1038
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$741M
$373K ﹤0.01%
8,368
-26,375
-76% -$1.15M
SU icon
1039
PUT
Suncor Energy
SU
$78.8B
$373K ﹤0.01%
+11,500
New +$374K
ACIA
1040
PUT
DELISTED
Acacia Communications Inc
ACIA
$373K ﹤0.01%
+6,500
New +$311K
AXP icon
1041
PUT
American Express
AXP
$228B
$372K ﹤0.01%
3,400
-37,300
-92% -$3.92M
NVDA icon
1042
NVIDIA
NVDA
$4.72T
$371K ﹤0.01%
82,720
-290,320
-78% -$1.13M
PLNT icon
1043
CALL
Planet Fitness
PLNT
$4.43B
$371K ﹤0.01%
5,400
-900
-14% -$54.5K
GWPH
1044
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$371K ﹤0.01%
+2,200
New +$327K
VOD icon
1045
Vodafone
VOD
$37.2B
$370K ﹤0.01%
+20,329
New +$377K
BLK icon
1046
Blackrock
BLK
$170B
$369K ﹤0.01%
864
-6,474
-88% -$2.72M
DVN icon
1047
PUT
Devon Energy
DVN
$50.9B
$369K ﹤0.01%
11,700
-14,400
-55% -$402K
LYV icon
1048
PUT
Live Nation Entertainment
LYV
$42.7B
$369K ﹤0.01%
+5,800
New +$329K
TZA icon
1049
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
$369K ﹤0.01%
94
+43
+84% +$184K
CMA
1050
CALL
DELISTED
Comerica
CMA
$367K ﹤0.01%
5,000
-17,000
-77% -$1.36M
40 41
42
43 44

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AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.