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
PXD
601
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$883K 0.01%
5,800
-23,700
-80% -$3.35M
PXD
602
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$883K 0.01%
5,800
+3,100
+115% +$438K
VGSH icon
603
Vanguard Short-Term Treasury ETF
VGSH
$34.6B
$879K 0.01%
14,549
-4,012
-22% -$241K
KHC icon
604
PUT
The Kraft Heinz Company
KHC
$29.4B
$878K 0.01%
+26,900
New +$1.1M
WELL icon
605
PUT
Welltower
WELL
$170B
$877K 0.01%
11,300
+8,200
+265% +$615K
GILD icon
606
Gilead Sciences
GILD
$185B
$868K 0.01%
13,358
+2,569
+24% +$171K
KHC icon
607
CALL
The Kraft Heinz Company
KHC
$29.4B
$865K 0.01%
26,500
-18,100
-41% -$738K
DINO icon
608
CALL
HF Sinclair
DINO
$20B
$862K 0.01%
17,500
+700
+4% +$37.3K
SYY icon
609
PUT
Sysco
SYY
$37.8B
$861K 0.01%
+12,900
New +$839K
SPG icon
610
Simon Property Group
SPG
$66.2B
$859K 0.01%
+4,716
New +$838K
RSX
611
DELISTED
VanEck Russia ETF
RSX
$859K 0.01%
41,696
+4,039
+11% +$83.1K
ZION icon
612
CALL
Zions Bancorporation
ZION
$9.76B
$858K 0.01%
18,900
-56,100
-75% -$2.68M
PRU icon
613
Prudential Financial
PRU
$40.9B
$856K 0.01%
9,317
+601
+7% +$55.4K
DOV icon
614
CALL
Dover
DOV
$25.6B
$854K 0.01%
+9,100
New +$787K
WOLF icon
615
CALL
Wolfspeed
WOLF
$1.29B
$853K 0.01%
+14,900
New +$764K
OKE icon
616
CALL
Oneok
OKE
$59.2B
$852K 0.01%
12,200
-67,300
-85% -$4.36M
WM icon
617
CALL
Waste Management
WM
$86.7B
$852K 0.01%
8,200
-26,400
-76% -$2.58M
VCLT icon
618
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.85B
$851K 0.01%
9,295
+4,844
+109% +$426K
CL icon
619
PUT
Colgate-Palmolive
CL
$69.6B
$850K 0.01%
12,400
-24,400
-66% -$1.58M
VNO icon
620
PUT
Vornado Realty Trust
VNO
$6.6B
$850K 0.01%
+12,600
New +$845K
VAR
621
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
$850K 0.01%
+6,000
New +$788K
HAL icon
622
Halliburton
HAL
$29.1B
$849K 0.01%
28,989
+12,891
+80% +$389K
TSN icon
623
Tyson Foods
TSN
$18.5B
$846K 0.01%
+12,192
New +$755K
SMH icon
624
VanEck Semiconductor ETF
SMH
$68.3B
$845K 0.01%
15,902
+11,196
+238% +$555K
EL icon
625
CALL
Estee Lauder
EL
$34.9B
$844K 0.01%
5,100
+100
+2% +$14.7K
23 24
25
26 27

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.