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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
NRG icon
801
NRG Energy
NRG
$28.1B
$586K 0.01%
13,802
+6,440
+87% +$267K
CRUS icon
802
CALL
Cirrus Logic
CRUS
$6.6B
$585K 0.01%
13,900
+1,500
+12% +$57.9K
PII icon
803
CALL
Polaris
PII
$3.78B
$583K 0.01%
6,900
-18,800
-73% -$1.6M
ALB icon
804
CALL
Albemarle
ALB
$13.9B
$582K 0.01%
7,100
-26,800
-79% -$2.19M
HUBS icon
805
CALL
HubSpot
HUBS
$11.9B
$582K 0.01%
+3,500
New +$554K
MPC icon
806
Marathon Petroleum
MPC
$91.5B
$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
$11.5B
$577K 0.01%
6,500
+3,100
+91% +$287K
AEG icon
809
Aegon
AEG
$14B
$575K 0.01%
140,210
+101,226
+260% +$442K
RACE icon
810
PUT
Ferrari
RACE
$68.6B
$575K 0.01%
+4,300
New +$527K
TJX icon
811
PUT
TJX Companies
TJX
$175B
$575K 0.01%
10,800
-12,600
-54% -$628K
VB icon
812
Vanguard Morningstar Small-Cap ETF
VB
$79.2B
$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
$2.18B
$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
$52.9B
$573K 0.01%
28,100
-6,900
-20% -$153K
GWW icon
817
CALL
W.W. Grainger
GWW
$65.2B
$572K 0.01%
1,900
– –
FSLR icon
818
CALL
First Solar
FSLR
$22.9B
$571K 0.01%
10,800
+2,500
+30% +$126K
JBLU icon
819
PUT
JetBlue
JBLU
$2.31B
$571K 0.01%
34,900
+12,300
+54% +$211K
JNK icon
820
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
$571K 0.01%
5,289
-46,733
-90% -$4.95M
RSG icon
821
CALL
Republic Services
RSG
$64.8B
$571K 0.01%
7,100
+3,400
+92% +$262K
ASH icon
822
CALL
Ashland
ASH
$3.31B
$570K 0.01%
7,300
+2,400
+49% +$185K
MHK icon
823
CALL
Mohawk Industries
MHK
$7.35B
$568K 0.01%
+4,500
New +$586K
RIO icon
824
PUT
Rio Tinto
RIO
$157B
$565K 0.01%
+9,600
New +$528K
COF icon
825
CALL
Capital One
COF
$127B
$564K 0.01%
6,900
-75,800
-92% -$6.16M
31 32
33
34 35

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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
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QIM
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RB
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OMG
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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.