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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
UAL icon
301
PUT
United Airlines
UAL
$40.2B
$3.61M 0.04%
41,200
+31,000
+304% +$2.62M
OXY icon
302
CALL
Occidental Petroleum
OXY
$53.6B
$3.6M 0.04%
71,600
+2,400
+3% +$135K
PAYX icon
303
CALL
Paychex
PAYX
$42.3B
$3.56M 0.04%
43,200
-36,400
-46% -$3.07M
AZO icon
304
PUT
AutoZone
AZO
$50.9B
$3.52M 0.04%
3,200
-2,200
-41% -$2.32M
DHR icon
305
CALL
Danaher
DHR
$140B
$3.52M 0.04%
27,749
+5,076
+22% +$601K
ORCL icon
306
PUT
Oracle
ORCL
$346B
$3.52M 0.04%
61,700
+47,900
+347% +$2.59M
MAR icon
307
CALL
Marriott International
MAR
$101B
$3.51M 0.04%
25,000
+19,700
+372% +$2.61M
VRSN icon
308
CALL
VeriSign
VRSN
$25.4B
$3.49M 0.04%
16,700
-100
-0.6% -$19.6K
FXI icon
309
PUT
iShares China Large-Cap ETF
FXI
$4.27B
$3.49M 0.04%
81,600
-109,900
-57% -$4.69M
WMB icon
310
CALL
Williams Companies
WMB
$85.8B
$3.48M 0.04%
124,200
+86,700
+231% +$2.41M
MPC icon
311
CALL
Marathon Petroleum
MPC
$89.3B
$3.45M 0.04%
61,800
-59,100
-49% -$3.23M
ACWX icon
312
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$3.45M 0.04%
+73,834
New +$3.43M
AMT icon
313
PUT
American Tower
AMT
$79.9B
$3.44M 0.04%
16,800
+8,100
+93% +$1.63M
AEM icon
314
PUT
Agnico Eagle Mines
AEM
$71.9B
$3.42M 0.04%
66,700
+59,400
+814% +$2.59M
LRCX icon
315
PUT
Lam Research
LRCX
$337B
$3.4M 0.04%
181,000
-126,000
-41% -$2.39M
CHTR icon
316
CALL
Charter Communications
CHTR
$16.7B
$3.4M 0.04%
+8,600
New +$3.22M
RTN
317
CALL
DELISTED
Raytheon Company
RTN
$3.39M 0.04%
19,500
-6,800
-26% -$1.22M
XLV icon
318
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$3.37M 0.04%
36,395
-57,403
-61% -$5.16M
COR icon
319
CALL
Cencora
COR
$62.2B
$3.35M 0.04%
39,300
+2,600
+7% +$206K
LVS icon
320
CALL
Las Vegas Sands
LVS
$32B
$3.34M 0.03%
+56,600
New +$3.51M
TFC icon
321
CALL
Truist Financial
TFC
$64.7B
$3.34M 0.03%
67,900
-57,500
-46% -$2.82M
LEN icon
322
PUT
Lennar Class A
LEN
$21.1B
$3.33M 0.03%
70,967
+9,917
+16% +$495K
LLY icon
323
PUT
Eli Lilly
LLY
$1.09T
$3.32M 0.03%
30,000
+27,600
+1,150% +$3.25M
OLED icon
324
CALL
Universal Display
OLED
$3.85B
$3.31M 0.03%
17,600
-8,300
-32% -$1.38M
TXN icon
325
PUT
Texas Instruments
TXN
$253B
$3.31M 0.03%
28,800
-25,700
-47% -$2.87M
11 12
13
14 15

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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.