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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
DFS
326
CALL
DELISTED
Discover Financial Services
DFS
$3.3M 0.03%
42,500
+600
+1% +$46.5K
MMM icon
327
PUT
3M
MMM
$94.1B
$3.29M 0.03%
22,724
+13,874
+157% +$2.14M
MELI icon
328
PUT
Mercado Libre
MELI
$94.4B
$3.24M 0.03%
5,300
+4,000
+308% +$2.23M
EW icon
329
CALL
Edwards Lifesciences
EW
$48.2B
$3.23M 0.03%
52,500
+16,200
+45% +$980K
SPLK
330
CALL
DELISTED
Splunk Inc
SPLK
$3.22M 0.03%
25,600
+23,700
+1,247% +$3.01M
USB icon
331
PUT
US Bancorp
USB
$100B
$3.22M 0.03%
61,400
+3,600
+6% +$185K
TIF
332
PUT
DELISTED
Tiffany & Co.
TIF
$3.21M 0.03%
34,300
+27,700
+420% +$2.75M
SHW icon
333
CALL
Sherwin-Williams
SHW
$87.4B
$3.21M 0.03%
+21,000
New +$3.14M
CVS icon
334
PUT
CVS Health
CVS
$140B
$3.17M 0.03%
58,200
-29,600
-34% -$1.59M
XLU icon
335
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$3.17M 0.03%
106,330
+51,848
+95% +$1.52M
ADM icon
336
CALL
Archer Daniels Midland
ADM
$40.1B
$3.17M 0.03%
77,600
+21,500
+38% +$890K
WYNN icon
337
CALL
Wynn Resorts
WYNN
$10.3B
$3.15M 0.03%
25,400
+18,500
+268% +$2.38M
KLAC icon
338
CALL
KLA
KLAC
$249B
$3.12M 0.03%
264,000
+94,000
+55% +$1.09M
DEO icon
339
PUT
Diageo
DEO
$49.4B
$3.12M 0.03%
18,100
+13,600
+302% +$2.29M
CCI icon
340
CALL
Crown Castle
CCI
$33.1B
$3.12M 0.03%
23,900
+1,500
+7% +$193K
GLD icon
341
PUT
SPDR Gold Trust
GLD
$131B
$3.1M 0.03%
23,300
+7,700
+49% +$952K
KMI icon
342
PUT
Kinder Morgan
KMI
$70.3B
$3.06M 0.03%
146,500
+101,200
+223% +$2.04M
WDAY icon
343
PUT
Workday
WDAY
$39.4B
$3.04M 0.03%
14,800
+10,900
+279% +$2.2M
XYZ
344
PUT
Block Inc
XYZ
$49.5B
$3.04M 0.03%
41,900
+27,700
+195% +$1.94M
DPZ icon
345
CALL
Domino's
DPZ
$11.6B
$3M 0.03%
10,800
-3,400
-24% -$930K
XLP icon
346
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$3M 0.03%
51,640
+15,070
+41% +$863K
ADI icon
347
PUT
Analog Devices
ADI
$178B
$2.99M 0.03%
26,500
+12,700
+92% +$1.38M
KMI icon
348
CALL
Kinder Morgan
KMI
$70.3B
$2.98M 0.03%
142,800
+71,300
+100% +$1.44M
PANW icon
349
CALL
Palo Alto Networks
PANW
$260B
$2.98M 0.03%
87,600
+12,000
+16% +$449K
EOG icon
350
CALL
EOG Resources
EOG
$74.4B
$2.97M 0.03%
31,900
+28,800
+929% +$2.68M
12 13
14
15 16

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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.