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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
AMT icon
1126
American Tower
AMT
$81.3B
$328K ﹤0.01%
+1,664
New +$292K
BTG icon
1127
B2Gold
BTG
$5.13B
$328K ﹤0.01%
116,665
+65,078
+126% +$194K
IWS icon
1128
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$328K ﹤0.01%
+3,772
New +$318K
MRVL icon
1129
Marvell Technology
MRVL
$165B
$327K ﹤0.01%
+16,445
New +$307K
BA icon
1130
Boeing
BA
$175B
$326K ﹤0.01%
854
-4,992
-85% -$1.92M
GTN icon
1131
Gray Television
GTN
$417M
$326K ﹤0.01%
+15,278
New +$285K
BBD icon
1132
Banco Bradesco
BBD
$37.9B
$325K ﹤0.01%
47,552
+8,791
+23% +$63.2K
CLF icon
1133
CALL
Cleveland-Cliffs
CLF
$6.64B
$325K ﹤0.01%
32,500
-36,300
-53% -$363K
CLH icon
1134
Clean Harbors
CLH
$16.8B
$325K ﹤0.01%
+4,539
New +$280K
BSCJ
1135
DELISTED
Invesco BulletShares 2019 Corporate Bond ETF
BSCJ
$325K ﹤0.01%
+15,409
New +$325K
NOC icon
1136
CALL
Northrop Grumman
NOC
$76B
$324K ﹤0.01%
1,200
-15,200
-93% -$4.15M
CBRL icon
1137
CALL
Cracker Barrel
CBRL
$1.28B
$323K ﹤0.01%
+2,000
New +$329K
EPP icon
1138
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
$323K ﹤0.01%
7,036
+470
+7% +$20.8K
JNJ icon
1139
Johnson & Johnson
JNJ
$617B
$322K ﹤0.01%
2,307
-13,322
-85% -$1.78M
CLF icon
1140
PUT
Cleveland-Cliffs
CLF
$6.64B
$321K ﹤0.01%
32,100
+3,100
+11% +$31K
DLTR icon
1141
Dollar Tree
DLTR
$24.7B
$321K ﹤0.01%
3,052
-10,018
-77% -$983K
IRM icon
1142
Iron Mountain
IRM
$37.1B
$321K ﹤0.01%
+9,049
New +$320K
BID
1143
CALL
DELISTED
Sotheby's
BID
$321K ﹤0.01%
8,500
-28,700
-77% -$1.15M
ALLY icon
1144
CALL
Ally Financial
ALLY
$13.2B
$319K ﹤0.01%
+11,600
New +$303K
HR icon
1145
Healthcare Realty
HR
$7.46B
$319K ﹤0.01%
+11,167
New +$311K
IDCC icon
1146
InterDigital
IDCC
$7.84B
$319K ﹤0.01%
+4,835
New +$336K
WBD icon
1147
CALL
Warner Bros
WBD
$63.9B
$319K ﹤0.01%
11,800
-3,000
-20% -$83.5K
AEM icon
1148
PUT
Agnico Eagle Mines
AEM
$75.4B
$318K ﹤0.01%
7,300
-42,300
-85% -$1.79M
EDIT icon
1149
CALL
Editas Medicine
EDIT
$413M
$318K ﹤0.01%
+13,000
New +$294K
IYT icon
1150
PUT
iShares US Transportation ETF
IYT
$2.26B
$318K ﹤0.01%
6,800
-56,800
-89% -$2.58M
44 45
46
47 48

Similar funds

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.