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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
KYN icon
2176
Kayne Anderson Energy Infrastructure Fund
KYN
$2.43B
– –
-36,986
Closed -$509K
LABU icon
2177
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$518M
– –
-328
Closed -$216K
LAMR icon
2178
CALL
Lamar Advertising Co
LAMR
$16.7B
– –
-3,600
Closed -$249K
LAMR icon
2179
Lamar Advertising Co
LAMR
$16.7B
– –
-3,915
Closed -$296K
LAZ icon
2180
Lazard
LAZ
$4B
– –
-9,404
Closed -$354K
LDOS icon
2181
Leidos
LDOS
$14.4B
– –
-4,481
Closed -$236K
LECO icon
2182
Lincoln Electric
LECO
$14.1B
– –
-3,336
Closed -$263K
LEG icon
2183
Leggett & Platt
LEG
$1.4B
– –
-8,257
Closed -$296K
LEO
2184
BNY Mellon Strategic Municipals
LEO
$386M
– –
-14,940
Closed -$107K
LH icon
2185
Labcorp
LH
$25.2B
– –
-4,325
Closed -$533K
LII icon
2186
PUT
Lennox International
LII
$15B
– –
-1,000
Closed -$219K
LNC icon
2187
CALL
Lincoln National
LNC
$7.92B
– –
-10,500
Closed -$539K
LNC icon
2188
Lincoln National
LNC
$7.92B
– –
-18,576
Closed -$1.1M
LNG icon
2189
Cheniere Energy
LNG
$54.2B
– –
-13,540
Closed -$890K
LOPE icon
2190
Grand Canyon Education
LOPE
$4.23B
– –
-2,537
Closed -$244K
LOW icon
2191
Lowe's Companies
LOW
$121B
– –
-3,860
Closed -$385K
LPX icon
2192
CALL
Louisiana-Pacific
LPX
$5.14B
– –
-13,500
Closed -$300K
LQDH icon
2193
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$503M
– –
-2,447
Closed -$222K
LRCX icon
2194
Lam Research
LRCX
$313B
– –
-39,260
Closed -$655K
LVS icon
2195
CALL
Las Vegas Sands
LVS
$32.2B
– –
-8,100
Closed -$422K
LVS icon
2196
PUT
Las Vegas Sands
LVS
$32.2B
– –
-24,500
Closed -$1.27M
MANH icon
2197
Manhattan Associates
MANH
$12.1B
– –
-5,049
Closed -$214K
MAR icon
2198
PUT
Marriott International
MAR
$101B
– –
-11,600
Closed -$1.26M
MAS icon
2199
CALL
Masco
MAS
$14.6B
– –
-10,100
Closed -$295K
MAS icon
2200
PUT
Masco
MAS
$14.6B
– –
-30,700
Closed -$898K
86 87
88
89 90

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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
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
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.