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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
FTNT icon
1151
Fortinet
FTNT
$128B
$317K ﹤0.01%
18,880
-1,840
-9% -$29.3K
STE icon
1152
Steris
STE
$20.3B
$317K ﹤0.01%
+2,473
New +$291K
XPH icon
1153
State Street SPDR S&P Pharmaceuticals ETF
XPH
$594M
$317K ﹤0.01%
7,617
+1,617
+27% +$65.7K
GDDY icon
1154
GoDaddy
GDDY
$12.6B
$316K ﹤0.01%
4,208
+784
+23% +$55.1K
BFH icon
1155
PUT
Bread Financial
BFH
$4.18B
$315K ﹤0.01%
+2,255
New +$307K
CHE icon
1156
Chemed
CHE
$6.61B
$314K ﹤0.01%
+982
New +$302K
FANG icon
1157
Diamondback Energy
FANG
$54.4B
$314K ﹤0.01%
3,089
-3,985
-56% -$408K
UPS icon
1158
United Parcel Service
UPS
$85.2B
$314K ﹤0.01%
+2,806
New +$298K
VIAB
1159
DELISTED
Viacom Inc. Class B
VIAB
$313K ﹤0.01%
+11,133
New +$320K
DUK icon
1160
Duke Energy
DUK
$91.8B
$312K ﹤0.01%
3,463
-3,043
-47% -$268K
HYT icon
1161
BlackRock Corporate High Yield Fund
HYT
$1.56B
$312K ﹤0.01%
30,435
+8,962
+42% +$89.9K
RIG icon
1162
PUT
Transocean
RIG
$6.28B
$312K ﹤0.01%
35,800
-9,500
-21% -$81.4K
SIG icon
1163
CALL
Signet Jewelers
SIG
$3.89B
$312K ﹤0.01%
11,500
-21,700
-65% -$598K
TDTT icon
1164
Northern Trust iBoxx 3-Year Target Duration TIPS ETF
TDTT
$2.51B
$312K ﹤0.01%
12,844
-6,899
-35% -$166K
PTLA
1165
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$312K ﹤0.01%
+9,000
New +$260K
FAZ
1166
Direxion Daily Financial Bear 3x ETF
FAZ
$114M
$311K ﹤0.01%
+82
New +$339K
ILMN icon
1167
PUT
Illumina
ILMN
$37.1B
$311K ﹤0.01%
+1,028
New +$300K
LLY icon
1168
PUT
Eli Lilly
LLY
$1.02T
$311K ﹤0.01%
2,400
-6,300
-72% -$766K
AEP icon
1169
American Electric Power
AEP
$66.1B
$310K ﹤0.01%
3,699
-3,174
-46% -$252K
ERX icon
1170
Direxion Daily Energy Bull 2X ETF
ERX
$250M
$310K ﹤0.01%
1,366
-1,012
-43% -$212K
EB
1171
PUT
DELISTED
Eventbrite
EB
$309K ﹤0.01%
+16,100
New +$454K
PH icon
1172
PUT
Parker-Hannifin
PH
$116B
$309K ﹤0.01%
1,800
-7,900
-81% -$1.31M
SYF icon
1173
PUT
Synchrony
SYF
$24.5B
$309K ﹤0.01%
+9,700
New +$292K
CNH
1174
CNH Industrial
CNH
$21.7B
$309K ﹤0.01%
+34,808
New +$312K
EUFN icon
1175
iShares MSCI Europe Financials ETF
EUFN
$4.21B
$308K ﹤0.01%
16,958
-2,097
-11% -$38K
45 46
47
48 49

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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.