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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+12.14%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$11.2B
AUM Growth
+$2.97B
Cap. Flow
-$201M
Cap. Flow %
-1.8%
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 Miscellaneous 98.14%
2 Financials 0.4%
3 Consumer Discretionary 0.25%
4 Technology 0.21%
5 Communication Services 0.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NRG icon
801
NRG Energy
NRG
$22.6B
$586K 0.01%
13,802
+6,440
+87% +$267K
CRUS icon
802
CALL
Cirrus Logic
CRUS
$5.9B
$585K 0.01%
13,900
+1,500
+12% +$57.9K
PII icon
803
CALL
Polaris
PII
$3.13B
$583K 0.01%
6,900
-18,800
-73% -$1.6M
ALB icon
804
CALL
Albemarle
ALB
$12.9B
$582K 0.01%
7,100
-26,800
-79% -$2.19M
HUBS icon
805
CALL
HubSpot
HUBS
$11.8B
$582K 0.01%
+3,500
New +$554K
MPC icon
806
Marathon Petroleum
MPC
$116B
$582K 0.01%
9,719
-11,087
-53% -$698K
ALXN
807
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$581K 0.01%
4,300
-6,700
-61% -$833K
BMRN icon
808
PUT
BioMarin Pharmaceuticals
BMRN
$12.5B
$577K 0.01%
6,500
+3,100
+91% +$287K
AEG icon
809
Aegon
AEG
$13.3B
$575K 0.01%
140,210
+101,226
+260% +$442K
RACE icon
810
PUT
Ferrari
RACE
$72.4B
$575K 0.01%
+4,300
New +$527K
TJX icon
811
PUT
TJX Companies
TJX
$135B
$575K 0.01%
10,800
-12,600
-54% -$628K
VB icon
812
Vanguard Morningstar Small-Cap ETF
VB
$78B
$575K 0.01%
+3,764
New +$560K
KSU
813
DELISTED
Kansas City Southern
KSU
$575K 0.01%
4,959
+23
+0.5% +$2.48K
USO icon
814
United States Oil Fund
USO
$2.26B
$574K 0.01%
5,735
+3,004
+110% +$277K
ATVI
815
PUT
DELISTED
Activision Blizzard
ATVI
$574K 0.01%
12,600
-400
-3% -$18.1K
MT icon
816
CALL
ArcelorMittal
MT
$55.1B
$573K 0.01%
28,100
-6,900
-20% -$153K
GWW icon
817
CALL
W.W. Grainger
GWW
$59.5B
$572K 0.01%
1,900
– –
FSLR icon
818
CALL
First Solar
FSLR
$20.5B
$571K 0.01%
10,800
+2,500
+30% +$126K
JBLU icon
819
PUT
JetBlue
JBLU
$1.63B
$571K 0.01%
34,900
+12,300
+54% +$211K
JNK icon
820
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.79B
$571K 0.01%
5,289
-46,733
-90% -$4.95M
RSG icon
821
CALL
Republic Services
RSG
$67.4B
$571K 0.01%
7,100
+3,400
+92% +$262K
ASH icon
822
CALL
Ashland
ASH
$3.23B
$570K 0.01%
7,300
+2,400
+49% +$185K
MHK icon
823
CALL
Mohawk Industries
MHK
$8.65B
$568K 0.01%
+4,500
New +$586K
RIO icon
824
PUT
Rio Tinto
RIO
$156B
$565K 0.01%
+9,600
New +$528K
COF icon
825
CALL
Capital One
COF
$125B
$564K 0.01%
6,900
-75,800
-92% -$6.16M
31 32
33
34 35

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MFA
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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's Q1 2019 filing shows 634 new, 459 increased, 654 reduced and 956 closed positions. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M. The largest sale was State Street Financial Select Sector SPDR ETF, an estimated $24M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 96% a quarter earlier, followed by Financials and Consumer Discretionary.

  • 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.