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
KR icon
876
Kroger
KR
$35.4B
$505K ﹤0.01%
20,524
+3,281
+19% +$89.9K
FLR icon
877
Fluor
FLR
$6.99B
$504K ﹤0.01%
+13,683
New +$500K
FNB icon
878
FNB Corp
FNB
$6.76B
$504K ﹤0.01%
47,542
+36,826
+344% +$424K
WPM icon
879
PUT
Wheaton Precious Metals
WPM
$51.5B
$503K ﹤0.01%
21,100
-105,900
-83% -$2.25M
TTWO icon
880
Take-Two Interactive
TTWO
$46.3B
$502K ﹤0.01%
+5,321
New +$516K
BFH icon
881
Bread Financial
BFH
$4.47B
$501K ﹤0.01%
3,590
+167
+5% +$22.7K
FLEX icon
882
Flex
FLEX
$41B
$501K ﹤0.01%
+66,497
New +$476K
SPR
883
DELISTED
Spirit AeroSystems
SPR
$501K ﹤0.01%
+5,469
New +$483K
EWA icon
884
iShares MSCI Australia ETF
EWA
$1.41B
$497K ﹤0.01%
+23,092
New +$481K
ILMN icon
885
CALL
Illumina
ILMN
$31B
$497K ﹤0.01%
+1,645
New +$480K
CLR
886
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$497K ﹤0.01%
11,100
-3,900
-26% -$174K
TOL icon
887
PUT
Toll Brothers
TOL
$14B
$496K ﹤0.01%
+13,700
New +$492K
PSCT icon
888
Invesco S&P SmallCap Information Technology ETF
PSCT
$493M
$495K ﹤0.01%
18,504
-10,542
-36% -$275K
QRVO icon
889
PUT
Qorvo
QRVO
$8.01B
$495K ﹤0.01%
6,900
+2,000
+41% +$132K
SNY icon
890
Sanofi
SNY
$103B
$495K ﹤0.01%
+11,185
New +$479K
TEAM icon
891
CALL
Atlassian
TEAM
$24.9B
$495K ﹤0.01%
+4,400
New +$450K
SFIX
892
PUT
Stitch Fix
SFIX
$547M
$494K ﹤0.01%
+17,500
New +$435K
HPQ icon
893
HP
HPQ
$24.6B
$492K ﹤0.01%
25,342
-47,479
-65% -$1.01M
GRMN
894
Garmin
GRMN
$57.4B
$491K ﹤0.01%
5,688
+1,865
+49% +$140K
RGLD icon
895
CALL
Royal Gold
RGLD
$17.2B
$491K ﹤0.01%
5,400
-1,300
-19% -$114K
AMAT icon
896
Applied Materials
AMAT
$398B
$489K ﹤0.01%
+12,324
New +$468K
DG icon
897
PUT
Dollar General
DG
$28.1B
$489K ﹤0.01%
4,100
-6,300
-61% -$733K
J icon
898
CALL
Jacobs Solutions
J
$15.7B
$489K ﹤0.01%
7,858
+121
+2% +$6.82K
GES
899
CALL
DELISTED
Guess Inc
GES
$486K ﹤0.01%
24,800
+10,600
+75% +$225K
AA icon
900
CALL
Alcoa
AA
$11.9B
$484K ﹤0.01%
17,200
-20,700
-55% -$592K
34 35
36
37 38

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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 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.