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
LULU icon
526
lululemon athletica
LULU
$13.6B
$1.09M 0.01%
6,671
-77
-1% -$11.2K
SSO icon
527
ProShares Ultra S&P500
SSO
$7.73B
$1.09M 0.01%
73,736
-97,168
-57% -$1.32M
PSX icon
528
Phillips 66
PSX
$83.6B
$1.08M 0.01%
+11,405
New +$1.08M
ADI icon
529
CALL
Analog Devices
ADI
$177B
$1.08M 0.01%
10,300
-4,400
-30% -$441K
VTR icon
530
CALL
Ventas
VTR
$47.5B
$1.08M 0.01%
16,900
+3,100
+22% +$194K
WMB icon
531
CALL
Williams Companies
WMB
$85.7B
$1.08M 0.01%
37,500
-30,000
-44% -$804K
GM icon
532
CALL
General Motors
GM
$82.3B
$1.08M 0.01%
29,000
-34,400
-54% -$1.31M
RGLD icon
533
PUT
Royal Gold
RGLD
$16.7B
$1.07M 0.01%
+11,800
New +$1.03M
BZUN
534
CALL
Baozun
BZUN
$179M
$1.07M 0.01%
+25,800
New +$903K
X
535
PUT
DELISTED
US Steel
X
$1.07M 0.01%
54,900
+14,500
+36% +$308K
BBBY
536
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.07M 0.01%
+63,000
New +$952K
GS icon
537
Goldman Sachs
GS
$294B
$1.07M 0.01%
5,554
+3,739
+206% +$721K
EFA icon
538
PUT
iShares MSCI EAFE ETF
EFA
$77.1B
$1.06M 0.01%
16,400
-200,600
-92% -$12.6M
XYZ
539
PUT
Block Inc
XYZ
$49.6B
$1.06M 0.01%
14,200
-11,600
-45% -$841K
ECL icon
540
CALL
Ecolab
ECL
$79.1B
$1.06M 0.01%
6,000
-400
-6% -$65K
MDT icon
541
PUT
Medtronic
MDT
$112B
$1.06M 0.01%
11,600
-8,300
-42% -$743K
DKS icon
542
CALL
Dick's Sporting Goods
DKS
$18.7B
$1.06M 0.01%
28,700
+14,000
+95% +$499K
AMGN icon
543
Amgen
AMGN
$210B
$1.05M 0.01%
5,548
-10,623
-66% -$2.03M
CME icon
544
PUT
CME Group
CME
$95.4B
$1.05M 0.01%
6,400
+700
+12% +$124K
AGNC icon
545
CALL
AGNC Investment
AGNC
$12.8B
$1.05M 0.01%
58,400
-33,900
-37% -$606K
PG icon
546
PUT
Procter & Gamble
PG
$338B
$1.04M 0.01%
10,000
-45,300
-82% -$4.41M
EBAY icon
547
CALL
eBay
EBAY
$51.7B
$1.04M 0.01%
28,000
-2,400
-8% -$83.3K
VGK icon
548
Vanguard FTSE Europe ETF
VGK
$30.3B
$1.04M 0.01%
+19,389
New +$1.01M
COO icon
549
PUT
Cooper Companies
COO
$14.2B
$1.04M 0.01%
14,000
+6,400
+84% +$447K
VRTX icon
550
CALL
Vertex Pharmaceuticals
VRTX
$124B
$1.03M 0.01%
5,600
-6,900
-55% -$1.27M
20 21
22
23 24

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.