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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
AZO icon
251
CALL
AutoZone
AZO
$50.9B
$4.73M 0.05%
4,300
+3,600
+514% +$3.79M
IWD icon
252
iShares Russell 1000 Value ETF
IWD
$82.2B
$4.64M 0.05%
+36,481
New +$4.57M
AGN
253
PUT
DELISTED
Allergan plc
AGN
$4.62M 0.05%
27,600
+18,800
+214% +$2.6M
CB icon
254
CALL
Chubb
CB
$141B
$4.61M 0.05%
31,300
+15,600
+99% +$2.25M
IWM icon
255
iShares Russell 2000 ETF
IWM
$80.4B
$4.59M 0.05%
29,497
+26,147
+781% +$4.03M
ULTA icon
256
PUT
Ulta Beauty
ULTA
$21.6B
$4.54M 0.05%
13,100
+8,600
+191% +$2.97M
AMD icon
257
PUT
Advanced Micro Devices
AMD
$741B
$4.51M 0.05%
148,500
+39,900
+37% +$1.14M
LULU icon
258
PUT
lululemon athletica
LULU
$13.7B
$4.49M 0.05%
24,900
+16,800
+207% +$2.92M
AMGN icon
259
CALL
Amgen
AMGN
$212B
$4.48M 0.05%
24,300
-13,900
-36% -$2.49M
STZ icon
260
CALL
Constellation Brands
STZ
$22.5B
$4.47M 0.05%
22,700
+2,200
+11% +$430K
CMI icon
261
PUT
Cummins
CMI
$88.5B
$4.44M 0.05%
25,900
-3,000
-10% -$491K
PANW icon
262
PUT
Palo Alto Networks
PANW
$260B
$4.42M 0.05%
130,200
+120,600
+1,256% +$4.51M
ABT icon
263
PUT
Abbott
ABT
$187B
$4.37M 0.05%
52,000
+38,200
+277% +$3.01M
RTN
264
PUT
DELISTED
Raytheon Company
RTN
$4.24M 0.04%
24,400
+22,300
+1,062% +$4.01M
XLK icon
265
PUT
State Street Technology Select Sector SPDR ETF
XLK
$112B
$4.23M 0.04%
108,400
-589,600
-84% -$22.5M
EPD icon
266
CALL
Enterprise Products Partners
EPD
$83.6B
$4.22M 0.04%
146,200
+104,100
+247% +$3M
IJR icon
267
iShares Core S&P Small-Cap ETF
IJR
$110B
$4.19M 0.04%
53,577
-27,418
-34% -$2.13M
COF icon
268
PUT
Capital One
COF
$130B
$4.18M 0.04%
46,100
+26,500
+135% +$2.37M
MCD icon
269
PUT
McDonald's
MCD
$194B
$4.15M 0.04%
20,000
-1,000
-5% -$198K
BIIB icon
270
PUT
Biogen
BIIB
$30.4B
$4.14M 0.04%
17,700
+16,400
+1,262% +$3.79M
IYR icon
271
PUT
iShares US Real Estate ETF
IYR
$4.76B
$4.12M 0.04%
+47,200
New +$4.13M
ACN icon
272
PUT
Accenture
ACN
$101B
$4.12M 0.04%
22,300
+16,800
+305% +$3.02M
BIIB icon
273
CALL
Biogen
BIIB
$30.4B
$4.12M 0.04%
17,600
+12,600
+252% +$2.91M
CLX icon
274
CALL
Clorox
CLX
$12.1B
$4.1M 0.04%
26,800
+14,300
+114% +$2.18M
HES
275
PUT
DELISTED
Hess
HES
$4.08M 0.04%
+64,100
New +$3.96M
9 10
11
12 13

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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.