We are live on ! Find out more
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
WELL icon
226
CALL
Welltower
WELL
$172B
$3.43M 0.03%
44,200
+25,700
+139% +$1.93M
VLO icon
227
CALL
Valero Energy
VLO
$88.7B
$3.37M 0.03%
39,700
-20,500
-34% -$1.69M
XME icon
228
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
$3.26M 0.03%
109,800
+15,300
+16% +$454K
UNH icon
229
PUT
UnitedHealth
UNH
$389B
$3.24M 0.03%
13,100
-7,300
-36% -$1.86M
KRE icon
230
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$3.21M 0.03%
62,437
+21,805
+54% +$1.16M
PM icon
231
PUT
Philip Morris
PM
$312B
$3.19M 0.03%
+36,100
New +$2.91M
LMT icon
232
CALL
Lockheed Martin
LMT
$134B
$3.18M 0.03%
10,600
-11,700
-52% -$3.43M
EWZ icon
233
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
$3.15M 0.03%
76,800
+15,400
+25% +$662K
BND icon
234
Vanguard Total Bond Market
BND
$158B
$3.14M 0.03%
+38,702
New +$3.09M
IWF icon
235
iShares Russell 1000 Growth ETF
IWF
$119B
$3.12M 0.03%
82,548
+5,920
+8% +$213K
TEVA icon
236
CALL
Teva Pharmaceuticals
TEVA
$36.9B
$3.08M 0.03%
196,600
+23,800
+14% +$420K
PFE icon
237
PUT
Pfizer
PFE
$144B
$3.07M 0.03%
76,204
+37,733
+98% +$1.51M
PANW icon
238
CALL
Palo Alto Networks
PANW
$260B
$3.06M 0.03%
75,600
+13,800
+22% +$512K
WMT icon
239
PUT
Walmart Inc
WMT
$900B
$3.05M 0.03%
93,900
-87,600
-48% -$2.84M
VRSN icon
240
CALL
VeriSign
VRSN
$25.4B
$3.05M 0.03%
16,800
+4,700
+39% +$806K
DD icon
241
PUT
DuPont de Nemours
DD
$19B
$3.04M 0.03%
22,548
-2,132
-9% -$296K
DFS
242
CALL
DELISTED
Discover Financial Services
DFS
$2.98M 0.03%
41,900
-6,200
-13% -$425K
V icon
243
Visa
V
$697B
$2.95M 0.03%
+18,903
New +$2.72M
XME icon
244
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
$2.94M 0.03%
98,900
-15,200
-13% -$451K
COR icon
245
CALL
Cencora
COR
$62.2B
$2.92M 0.03%
36,700
-72,600
-66% -$5.83M
COST icon
246
PUT
Costco
COST
$429B
$2.91M 0.03%
12,000
-10,500
-47% -$2.3M
LEN icon
247
PUT
Lennar Class A
LEN
$21.1B
$2.9M 0.03%
61,050
+41,836
+218% +$1.89M
EWW icon
248
PUT
iShares MSCI Mexico ETF
EWW
$1.92B
$2.88M 0.03%
66,100
+30,400
+85% +$1.33M
CCL icon
249
CALL
Carnival Corporation Ltd
CCL
$38.7B
$2.88M 0.03%
56,700
+24,100
+74% +$1.34M
STX icon
250
PUT
Seagate
STX
$169B
$2.87M 0.03%
60,000
+36,300
+153% +$1.61M
8 9
10
11 12

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.