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
MRK icon
2226
Merck
MRK
$358B
– –
-7,526
Closed -$563K
MSFT icon
2227
Microsoft
MSFT
$3.64T
– –
-40,235
Closed -$4.39M
MTB icon
2228
CALL
M&T Bank
MTB
$32.6B
– –
-14,300
Closed -$2.05M
MTB icon
2229
M&T Bank
MTB
$32.6B
– –
-2,239
Closed -$368K
MTN icon
2230
CALL
Vail Resorts
MTN
$4.99B
– –
-1,400
Closed -$295K
MTUM icon
2231
iShares MSCI USA Momentum Factor ETF
MTUM
$24.1B
– –
-12,535
Closed -$1.26M
MU icon
2232
Micron Technology
MU
$1.05T
– –
-14,526
Closed -$561K
MUC icon
2233
BlackRock MuniHoldings California Quality Fund
MUC
$956M
– –
-11,552
Closed -$142K
MUA icon
2234
BlackRock MuniAssets Fund
MUA
$650M
– –
-15,638
Closed -$201K
MUFG icon
2235
Mitsubishi UFJ Financial
MUFG
$261B
– –
-15,297
Closed -$74K
MUR icon
2236
CALL
Murphy Oil
MUR
$5.48B
– –
-53,000
Closed -$1.24M
MUR icon
2237
Murphy Oil
MUR
$5.48B
– –
-37,545
Closed -$878K
MUR icon
2238
PUT
Murphy Oil
MUR
$5.48B
– –
-43,400
Closed -$1.01M
MVF
2239
DELISTED
BlackRock MuniVest Fund
MVF
– –
-12,527
Closed -$103K
MYSZ icon
2240
My Size
MYSZ
$1.33M
– –
-1
Closed -$11K
NAC icon
2241
Nuveen California Quality Municipal Income Fund
NAC
$1.69B
– –
-14,422
Closed -$184K
NBR icon
2242
Nabors Industries
NBR
$1.3B
– –
-1,551
Closed -$155K
NEA icon
2243
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.16B
– –
-34,204
Closed -$421K
NFJ
2244
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-11,936
Closed -$127K
NI icon
2245
NiSource
NI
$19.5B
– –
-14,563
Closed -$369K
NOC icon
2246
PUT
Northrop Grumman
NOC
$75.4B
– –
-1,800
Closed -$441K
NOK icon
2247
PUT
Nokia
NOK
$56.8B
– –
-12,100
Closed -$70K
NQP
2248
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
– –
-10,040
Closed -$122K
NRG icon
2249
CALL
NRG Energy
NRG
$22.6B
– –
-5,100
Closed -$202K
NSC icon
2250
CALL
Norfolk Southern
NSC
$71.2B
– –
-21,900
Closed -$3.27M
88 89
90
91 92

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.