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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
(+36%)
Cap. Flow
+$1.8B
Cap. Flow
% of AUM
16.13%
Top 10 Holdings %
Top 10 Hldgs %
63.2%
Holding
2,721
New
634
Increased
459
Reduced
654
Closed
956
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$34.6M |
| 2 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$8.46M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$6.9M |
| 4 |
iShares Core S&P Small-Cap ETF
IJR
|
+$6.22M |
| 5 |
Direxion Daily Small Cap Bull 3x ETF
TNA
|
+$5.51M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$24M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$9.6M |
| 3 |
iShares Biotechnology ETF
IBB
|
+$7.55M |
| 4 |
iShares S&P 100 ETF
OEF
|
+$6.96M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1151
Fortinet
FTNT
$113B
| $317K | ﹤0.01% |
18,880
-1,840
| -9% | -$29.3K |
|
1152
Steris
STE
$22.5B
| $317K | ﹤0.01% |
+2,473
| New | +$291K |
|
1153
State Street SPDR S&P Pharmaceuticals ETF
XPH
$488M
| $317K | ﹤0.01% |
7,617
+1,617
| +27% | +$65.7K |
|
1154
GoDaddy
GDDY
$13.2B
| $316K | ﹤0.01% |
4,208
+784
| +23% | +$55.1K |
|
1155
PUT
Bread Financial
BFH
$4.47B
| $315K | ﹤0.01% |
+2,255
| New | +$307K |
|
1156
Chemed
CHE
$7.1B
| $314K | ﹤0.01% |
+982
| New | +$302K |
|
1157
Diamondback Energy
FANG
$56.2B
| $314K | ﹤0.01% |
3,089
-3,985
| -56% | -$408K |
|
1158
United Parcel Service
UPS
$89.5B
| $314K | ﹤0.01% |
+2,806
| New | +$298K |
|
|
VIAB
1159
DELISTED
Viacom Inc. Class B
VIAB
| $313K | ﹤0.01% |
+11,133
| New | +$320K |
|
1160
Duke Energy
DUK
$98.4B
| $312K | ﹤0.01% |
3,463
-3,043
| -47% | -$268K |
|
1161
BlackRock Corporate High Yield Fund
HYT
$1.36B
| $312K | ﹤0.01% |
30,435
+8,962
| +42% | +$89.9K |
|
1162
PUT
Transocean
RIG
$5.62B
| $312K | ﹤0.01% |
35,800
-9,500
| -21% | -$81.4K |
|
1163
CALL
Signet Jewelers
SIG
$3.72B
| $312K | ﹤0.01% |
11,500
-21,700
| -65% | -$598K |
|
1164
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.54B
| $312K | ﹤0.01% |
12,844
-6,899
| -35% | -$166K |
|
|
PTLA
1165
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $312K | ﹤0.01% |
+9,000
| New | +$260K |
|
1166
Direxion Daily Financial Bear 3x ETF
FAZ
$84.4M
| $311K | ﹤0.01% |
+82
| New | +$339K |
|
1167
PUT
Illumina
ILMN
$31B
| $311K | ﹤0.01% |
+1,028
| New | +$300K |
|
1168
PUT
Eli Lilly
LLY
$1.03T
| $311K | ﹤0.01% |
2,400
-6,300
| -72% | -$766K |
|
1169
American Electric Power
AEP
$69.5B
| $310K | ﹤0.01% |
3,699
-3,174
| -46% | -$252K |
|
1170
Direxion Daily Energy Bull 2X ETF
ERX
$233M
| $310K | ﹤0.01% |
1,366
-1,012
| -43% | -$212K |
|
|
EB
1171
PUT
DELISTED
Eventbrite
EB
| $309K | ﹤0.01% |
+16,100
| New | +$454K |
|
1172
PUT
Parker-Hannifin
PH
$121B
| $309K | ﹤0.01% |
1,800
-7,900
| -81% | -$1.31M |
|
1173
PUT
Synchrony
SYF
$25.1B
| $309K | ﹤0.01% |
+9,700
| New | +$292K |
|
|
CNH
1174
CNH Industrial
CNH
$12.8B
| $309K | ﹤0.01% |
+34,808
| New | +$312K |
|
1175
iShares MSCI Europe Financials ETF
EUFN
$4.14B
| $308K | ﹤0.01% |
16,958
-2,097
| -11% | -$38K |
|
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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.