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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
+3.01%
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
$9.57B
AUM Growth
-$1.59B
Cap. Flow
-$1.88B
Cap. Flow %
-19.6%
Top 10 Hldgs %
46.8%
Holding
2,593
New
828
Increased
738
Reduced
461
Closed
545

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$82.1M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$21.6M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$10.1M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$8.54M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.24M

Top Sells

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$14M
2
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$7.25M
3
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$6.83M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$5.16M
5
GLD icon
SPDR Gold Trust
GLD
+$4.9M

Sector Composition

Rank Sector Weight
1 Financials 0.4%
2 Technology 0.37%
3 Industrials 0.32%
4 Healthcare 0.27%
5 Consumer Discretionary 0.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EEM icon
226
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$5.3M 0.06%
123,500
+71,800
+139% +$3.05M
DHI icon
227
CALL
D.R. Horton
DHI
$42.3B
$5.28M 0.06%
122,500
+116,700
+2,012% +$5.17M
COF icon
228
CALL
Capital One
COF
$130B
$5.25M 0.05%
57,900
+51,000
+739% +$4.56M
AFL icon
229
CALL
Aflac
AFL
$65.9B
$5.25M 0.05%
95,800
+71,600
+296% +$3.69M
RDS.A
230
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$5.19M 0.05%
+79,800
New +$5.1M
AABA
231
CALL
DELISTED
Altaba Inc
AABA
$5.18M 0.05%
+74,700
New +$5.23M
EFA icon
232
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
$5.18M 0.05%
78,800
+56,000
+246% +$3.66M
FDX icon
233
CALL
FedEx
FDX
$74B
$5.17M 0.05%
31,500
-36,700
-54% -$6.43M
TXN icon
234
CALL
Texas Instruments
TXN
$253B
$5.15M 0.05%
44,900
-63,900
-59% -$7.15M
MET icon
235
CALL
MetLife
MET
$62.7B
$5.15M 0.05%
103,600
-17,000
-14% -$799K
EEM icon
236
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$5.06M 0.05%
117,900
+66,000
+127% +$2.8M
DAL icon
237
CALL
Delta Air Lines
DAL
$58.8B
$5.04M 0.05%
88,800
+63,500
+251% +$3.56M
BP icon
238
CALL
BP
BP
$107B
$5.03M 0.05%
122,634
+71,079
+138% +$2.98M
NUE icon
239
CALL
Nucor
NUE
$60.5B
$5M 0.05%
90,800
+22,200
+32% +$1.22M
MDY icon
240
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$4.96M 0.05%
14,000
-10,400
-43% -$3.63M
NTES icon
241
CALL
NetEase
NTES
$81.5B
$4.96M 0.05%
97,000
+55,500
+134% +$2.95M
MS icon
242
PUT
Morgan Stanley
MS
$333B
$4.95M 0.05%
112,900
-57,300
-34% -$2.56M
EA icon
243
CALL
Electronic Arts
EA
$52.4B
$4.93M 0.05%
48,700
+35,300
+263% +$3.36M
ZTS icon
244
CALL
Zoetis
ZTS
$32.5B
$4.88M 0.05%
43,000
+25,200
+142% +$2.64M
XRT icon
245
CALL
State Street SPDR S&P Retail ETF
XRT
$458M
$4.84M 0.05%
114,300
-223,100
-66% -$9.69M
NOC icon
246
CALL
Northrop Grumman
NOC
$78B
$4.81M 0.05%
14,900
+13,700
+1,142% +$4.08M
AGN
247
DELISTED
Allergan plc
AGN
$4.79M 0.05%
28,616
+24,243
+554% +$3.36M
BSX icon
248
CALL
Boston Scientific
BSX
$68.5B
$4.79M 0.05%
111,400
+82,000
+279% +$3.15M
EOG icon
249
PUT
EOG Resources
EOG
$74.4B
$4.78M 0.05%
51,300
+41,300
+413% +$3.84M
IBB icon
250
CALL
iShares Biotechnology ETF
IBB
$9.55B
$4.74M 0.05%
43,400
-32,700
-43% -$3.48M
8 9
10
11 12

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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Two Sigma Securities's Q2 2019 Portfolio in Review

As of Q2 2019, Two Sigma Securities held 2,593 positions worth $9.57B, down 14% from $11.2B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Two Sigma Securities withdrew a net $1.88B in Q2 2019, closing 545 positions and reducing 461 holdings. Its most notable exit was iShares 0-1 Year Treasury Bond ETF, an estimated $14M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.4% of assets, up from 0.39% a quarter earlier, followed by Technology and Industrials.

Against the trend, Two Sigma Securities opened a new position in iShares Russell 1000 ETF worth $5.65M.

  • Two Sigma Securities's largest Q2 2019 buy was iShares Russell 1000 ETF: 34,726 shares worth $5.65M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q2 2019, an estimated $82.1M increase.
  • Two Sigma Securities's biggest Q2 2019 reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, cutting an estimated $6.83M.
  • Two Sigma Securities fully exited iShares 0-1 Year Treasury Bond ETF in Q2 2019, selling an estimated $14M.
  • Two Sigma Securities's ten largest holdings make up 47% of its $9.57B portfolio in Q2 2019.
  • Two Sigma Securities opened 828 new positions and closed 545 in Q2 2019.
  • Two Sigma Securities's portfolio value fell 14% quarter-over-quarter to $9.57B.

Based on Two Sigma Securities's 13F filing for Q2 2019, filed 14 Aug 2019.