We are live on ! Find out more
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
ADI icon
426
PUT
Analog Devices
ADI
$175B
$1.45M 0.01%
13,800
+5,800
+73% +$582K
APC
427
DELISTED
Anadarko Petroleum
APC
$1.45M 0.01%
31,951
+26,520
+488% +$1.2M
LNG icon
428
PUT
Cheniere Energy
LNG
$56B
$1.45M 0.01%
21,200
-20,300
-49% -$1.33M
MRO
429
CALL
DELISTED
Marathon Oil Corporation
MRO
$1.44M 0.01%
86,400
-74,200
-46% -$1.21M
KMI icon
430
CALL
Kinder Morgan
KMI
$68.5B
$1.43M 0.01%
71,500
+56,900
+390% +$1.06M
CIT
431
CALL
DELISTED
CIT Group Inc.
CIT
$1.43M 0.01%
+29,800
New +$1.4M
NEM icon
432
PUT
Newmont
NEM
$131B
$1.43M 0.01%
39,900
+12,500
+46% +$423K
GIS icon
433
CALL
General Mills
GIS
$19.6B
$1.41M 0.01%
27,300
+13,000
+91% +$589K
FCX icon
434
CALL
Freeport-McMoran
FCX
$99.6B
$1.41M 0.01%
109,500
+43,200
+65% +$523K
XLC icon
435
State Street Communication Services Select Sector SPDR ETF
XLC
$23.1B
$1.41M 0.01%
30,167
-34,491
-53% -$1.57M
GDXJ icon
436
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.92B
$1.41M 0.01%
+44,400
New +$1.42M
CMI icon
437
Cummins
CMI
$74.1B
$1.4M 0.01%
8,889
+3,063
+53% +$460K
TAP icon
438
CALL
Molson Coors Class B
TAP
$7.32B
$1.4M 0.01%
+23,500
New +$1.45M
ULTA icon
439
CALL
Ulta Beauty
ULTA
$23.3B
$1.4M 0.01%
4,000
-2,900
-42% -$877K
HYG icon
440
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$1.39M 0.01%
16,110
-25,496
-61% -$2.16M
EXPE icon
441
PUT
Expedia Group
EXPE
$35.2B
$1.39M 0.01%
11,700
+6,000
+105% +$728K
TEVA icon
442
Teva Pharmaceuticals
TEVA
$45.7B
$1.39M 0.01%
88,754
+72,071
+432% +$1.27M
GDXJ icon
443
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.92B
$1.39M 0.01%
+43,700
New +$1.39M
VTR icon
444
PUT
Ventas
VTR
$45.4B
$1.39M 0.01%
21,700
+16,500
+317% +$1.03M
FITB
445
CALL
Fifth Third Bancorp
FITB
$49.6B
$1.38M 0.01%
54,800
+41,700
+318% +$1.11M
JCI icon
446
CALL
Johnson Controls International
JCI
$83.8B
$1.38M 0.01%
+37,400
New +$1.28M
ETR icon
447
Entergy
ETR
$49.2B
$1.38M 0.01%
28,882
+18,190
+170% +$822K
WFC icon
448
Wells Fargo
WFC
$271B
$1.38M 0.01%
28,479
+11,396
+67% +$560K
CAG icon
449
Conagra Brands
CAG
$7.21B
$1.37M 0.01%
49,381
+36,162
+274% +$829K
EA
450
CALL
DELISTED
Electronic Arts
EA
$1.36M 0.01%
13,400
+5,500
+70% +$521K
16 17
18
19 20

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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'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.