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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
NVS icon
276
CALL
Novartis
NVS
$304B
$4.06M 0.04%
+44,500
New +$3.77M
XLC icon
277
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$4.04M 0.04%
82,100
+76,600
+1,393% +$3.72M
MDLZ icon
278
PUT
Mondelez International
MDLZ
$80.2B
$4.02M 0.04%
74,500
+54,800
+278% +$2.85M
WHR icon
279
CALL
Whirlpool
WHR
$2.49B
$4.01M 0.04%
28,200
+14,600
+107% +$1.96M
XLK icon
280
CALL
State Street Technology Select Sector SPDR ETF
XLK
$112B
$4M 0.04%
102,600
-485,000
-83% -$18.5M
AABA
281
PUT
DELISTED
Altaba Inc
AABA
$4M 0.04%
+57,700
New +$4.04M
EA icon
282
PUT
Electronic Arts
EA
$52.4B
$3.95M 0.04%
39,000
+16,100
+70% +$1.53M
KSU
283
CALL
DELISTED
Kansas City Southern
KSU
$3.9M 0.04%
32,000
+18,100
+130% +$2.17M
KSS icon
284
CALL
Kohl's
KSS
$2.16B
$3.88M 0.04%
81,600
+58,400
+252% +$3.52M
ED icon
285
CALL
Consolidated Edison
ED
$41.3B
$3.84M 0.04%
43,800
+15,600
+55% +$1.34M
DAL icon
286
Delta Air Lines
DAL
$58.8B
$3.84M 0.04%
+67,592
New +$3.79M
AEM icon
287
CALL
Agnico Eagle Mines
AEM
$71.9B
$3.8M 0.04%
74,100
+53,100
+253% +$2.32M
XYZ
288
CALL
Block Inc
XYZ
$49.5B
$3.77M 0.04%
52,000
+1,300
+3% +$90.8K
TQQQ icon
289
ProShares UltraPro QQQ
TQQQ
$30.5B
$3.77M 0.04%
487,640
+395,392
+429% +$2.97M
LH icon
290
CALL
Labcorp
LH
$25.8B
$3.75M 0.04%
25,259
-2,677
-10% -$374K
OEF icon
291
iShares S&P 100 ETF
OEF
$19.8B
$3.75M 0.04%
28,949
+14,022
+94% +$1.79M
NSC icon
292
CALL
Norfolk Southern
NSC
$76.1B
$3.75M 0.04%
+18,800
New +$3.73M
AXP icon
293
PUT
American Express
AXP
$227B
$3.74M 0.04%
30,300
+26,900
+791% +$3.16M
RIO icon
294
CALL
Rio Tinto
RIO
$149B
$3.73M 0.04%
59,800
+48,700
+439% +$2.92M
AEP icon
295
CALL
American Electric Power
AEP
$72.4B
$3.72M 0.04%
42,300
+16,400
+63% +$1.41M
LMT icon
296
PUT
Lockheed Martin
LMT
$134B
$3.71M 0.04%
10,200
+7,400
+264% +$2.48M
EXC icon
297
CALL
Exelon
EXC
$48.4B
$3.67M 0.04%
107,253
+26,918
+34% +$950K
SPG icon
298
CALL
Simon Property Group
SPG
$76.8B
$3.66M 0.04%
+22,900
New +$3.94M
META icon
299
Meta Platforms (Facebook)
META
$1.51T
$3.62M 0.04%
+18,734
New +$3.42M
MELI icon
300
CALL
Mercado Libre
MELI
$94.4B
$3.61M 0.04%
5,900
+1,800
+44% +$1M
10 11
12
13 14

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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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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.