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
FLEX icon
901
CALL
Flex
FLEX
$41B
$484K ﹤0.01%
+64,227
New +$460K
CHL
902
CALL
DELISTED
China Mobile Limited
CHL
$484K ﹤0.01%
9,500
-7,700
-45% -$402K
CHL
903
PUT
DELISTED
China Mobile Limited
CHL
$484K ﹤0.01%
+9,500
New +$496K
F icon
904
Ford
F
$59.3B
$482K ﹤0.01%
54,953
-84,489
-61% -$726K
MELI icon
905
Mercado Libre
MELI
$95.6B
$482K ﹤0.01%
+950
New +$379K
STI
906
PUT
DELISTED
SunTrust Banks, Inc.
STI
$480K ﹤0.01%
+8,100
New +$496K
ADM icon
907
PUT
Archer Daniels Midland
ADM
$38.9B
$479K ﹤0.01%
+11,100
New +$475K
MDLZ icon
908
Mondelez International
MDLZ
$80.5B
$479K ﹤0.01%
9,587
-6,726
-41% -$309K
TTM
909
DELISTED
Tata Motors Limited
TTM
$479K ﹤0.01%
+38,123
New +$477K
AON icon
910
PUT
Aon
AON
$77.8B
$478K ﹤0.01%
2,800
-2,400
-46% -$389K
MUB icon
911
iShares National Muni Bond ETF
MUB
$45.2B
$478K ﹤0.01%
4,297
-3,357
-44% -$368K
PSA icon
912
Public Storage
PSA
$59.3B
$478K ﹤0.01%
+2,197
New +$460K
SDY icon
913
PUT
State Street SPDR S&P Dividend ETF
SDY
$21.8B
$477K ﹤0.01%
+4,800
New +$461K
BPY
914
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
$476K ﹤0.01%
23,151
-1,422
-6% -$26.9K
MCHI icon
915
iShares MSCI China ETF
MCHI
$6.28B
$473K ﹤0.01%
+7,569
New +$447K
KIM icon
916
PUT
Kimco Realty
KIM
$17.2B
$470K ﹤0.01%
25,400
+6,100
+32% +$105K
QCOM icon
917
Qualcomm
QCOM
$159B
$468K ﹤0.01%
8,207
-1,574
-16% -$85K
ED icon
918
Consolidated Edison
ED
$40.4B
$467K ﹤0.01%
+5,506
New +$440K
XRAY icon
919
Dentsply Sirona
XRAY
$2.75B
$467K ﹤0.01%
9,426
+3,074
+48% +$135K
CVI icon
920
CALL
CVR Energy
CVI
$3.83B
$466K ﹤0.01%
11,300
+5,300
+88% +$211K
RHT
921
DELISTED
Red Hat Inc
RHT
$464K ﹤0.01%
2,541
+951
+60% +$170K
DGX icon
922
Quest Diagnostics
DGX
$25.9B
$462K ﹤0.01%
+5,133
New +$445K
THO icon
923
CALL
Thor Industries
THO
$3.95B
$462K ﹤0.01%
+7,400
New +$469K
PXD
924
DELISTED
Pioneer Natural Resource Co.
PXD
$462K ﹤0.01%
3,033
-952
-24% -$134K
EMN icon
925
Eastman Chemical
EMN
$8.01B
$461K ﹤0.01%
+6,076
New +$483K
35 36
37
38 39

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.