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
RL icon
451
CALL
Ralph Lauren
RL
$22.4B
$1.36M 0.01%
10,500
+3,500
+50% +$417K
AMLP icon
452
Alerian MLP ETF
AMLP
$12.9B
$1.36M 0.01%
27,138
+22,476
+482% +$1.1M
ZTS icon
453
PUT
Zoetis
ZTS
$32.5B
$1.36M 0.01%
13,500
+6,100
+82% +$554K
TJX icon
454
CALL
TJX Companies
TJX
$179B
$1.35M 0.01%
25,400
-4,700
-16% -$234K
MMP
455
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.35M 0.01%
22,300
+3,900
+21% +$236K
PVH icon
456
PVH
PVH
$4.08B
$1.35M 0.01%
+11,043
New +$1.21M
VFC icon
457
CALL
VF Corp
VFC
$5.81B
$1.35M 0.01%
16,461
+7,222
+78% +$563K
TTD icon
458
PUT
Trade Desk
TTD
$9.12B
$1.35M 0.01%
+68,000
New +$1.11M
LULU icon
459
PUT
lululemon athletica
LULU
$13.6B
$1.33M 0.01%
8,100
-5,900
-42% -$862K
IEI icon
460
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$1.32M 0.01%
+10,709
New +$1.3M
DAL icon
461
CALL
Delta Air Lines
DAL
$57.7B
$1.31M 0.01%
25,300
+3,600
+17% +$179K
ITB icon
462
iShares US Home Construction ETF
ITB
$2.35B
$1.3M 0.01%
36,919
+21,688
+142% +$737K
CTAS icon
463
PUT
Cintas
CTAS
$87B
$1.29M 0.01%
+25,600
New +$1.24M
MOS icon
464
PUT
The Mosaic Company
MOS
$7.24B
$1.29M 0.01%
47,400
-5,600
-11% -$171K
GLD icon
465
CALL
SPDR Gold Trust
GLD
$132B
$1.29M 0.01%
+10,600
New +$1.31M
AGN
466
PUT
DELISTED
Allergan plc
AGN
$1.29M 0.01%
8,800
-8,100
-48% -$1.17M
B
467
CALL
Barrick Mining
B
$61.6B
$1.29M 0.01%
93,900
+52,400
+126% +$677K
SAN icon
468
Banco Santander
SAN
$194B
$1.28M 0.01%
287,539
+205,264
+249% +$936K
BP icon
469
PUT
BP
BP
$112B
$1.27M 0.01%
29,591
+16,900
+133% +$693K
CI icon
470
CALL
Cigna
CI
$78.7B
$1.27M 0.01%
7,900
-2,400
-23% -$438K
JOYY
471
CALL
JOYY Inc
JOYY
$3.76B
$1.27M 0.01%
15,100
-18,400
-55% -$1.34M
FNV icon
472
CALL
Franco-Nevada
FNV
$41.6B
$1.27M 0.01%
+16,900
New +$1.25M
EWG icon
473
iShares MSCI Germany ETF
EWG
$1.57B
$1.27M 0.01%
+47,055
New +$1.26M
CMS icon
474
CALL
CMS Energy
CMS
$22.9B
$1.27M 0.01%
+22,800
New +$1.2M
CMS icon
475
PUT
CMS Energy
CMS
$22.9B
$1.27M 0.01%
+22,800
New +$1.2M
17 18
19
20 21

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.