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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
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
$29.3B
$879K 0.01%
14,549
-4,012
-22% -$241K
KHC icon
604
PUT
Kraft Heinz
KHC
$32.8B
$878K 0.01%
+26,900
New +$1.1M
WELL icon
605
PUT
Welltower
WELL
$173B
$877K 0.01%
11,300
+8,200
+265% +$615K
GILD icon
606
Gilead Sciences
GILD
$165B
$868K 0.01%
13,358
+2,569
+24% +$171K
KHC icon
607
CALL
Kraft Heinz
KHC
$32.8B
$865K 0.01%
26,500
-18,100
-41% -$738K
DINO icon
608
CALL
HF Sinclair
DINO
$16.2B
$862K 0.01%
17,500
+700
+4% +$37.3K
SYY icon
609
PUT
Sysco
SYY
$40.8B
$861K 0.01%
+12,900
New +$839K
SPG icon
610
Simon Property Group
SPG
$76.4B
$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
$10.1B
$858K 0.01%
18,900
-56,100
-75% -$2.68M
PRU icon
613
Prudential Financial
PRU
$42.6B
$856K 0.01%
9,317
+601
+7% +$55.4K
DOV icon
614
CALL
Dover
DOV
$26.7B
$854K 0.01%
+9,100
New +$787K
WOLF icon
615
CALL
Wolfspeed
WOLF
$1.04B
$853K 0.01%
+14,900
New +$764K
OKE icon
616
CALL
Oneok
OKE
$56.7B
$852K 0.01%
12,200
-67,300
-85% -$4.36M
WM icon
617
CALL
Waste Management
WM
$95B
$852K 0.01%
8,200
-26,400
-76% -$2.58M
VCLT icon
618
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
$851K 0.01%
9,295
+4,844
+109% +$426K
CL icon
619
PUT
Colgate-Palmolive
CL
$74.8B
$850K 0.01%
12,400
-24,400
-66% -$1.58M
VNO icon
620
PUT
Vornado Realty Trust
VNO
$7.65B
$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
$26.1B
$849K 0.01%
28,989
+12,891
+80% +$389K
TSN icon
623
Tyson Foods
TSN
$21.5B
$846K 0.01%
+12,192
New +$755K
SMH icon
624
VanEck Semiconductor ETF
SMH
$60.8B
$845K 0.01%
15,902
+11,196
+238% +$555K
EL icon
625
CALL
Estee Lauder
EL
$30.4B
$844K 0.01%
5,100
+100
+2% +$14.7K
23 24
25
26 27

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.