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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
BNDX icon
376
Vanguard Total International Bond ETF
BNDX
$82.1B
$2.73M 0.03%
47,573
+27,373
+136% +$1.54M
WHR icon
377
PUT
Whirlpool
WHR
$2.49B
$2.72M 0.03%
+19,100
New +$2.56M
EWT icon
378
iShares MSCI Taiwan ETF
EWT
$9.27B
$2.71M 0.03%
77,429
+59,490
+332% +$2.06M
HSY icon
379
CALL
Hershey
HSY
$38.1B
$2.71M 0.03%
20,200
+13,700
+211% +$1.74M
BNY
380
CALL
Bank of New York Mellon
BNY
$105B
$2.69M 0.03%
61,000
+15,500
+34% +$728K
SCHW
381
PUT
Charles Schwab
SCHW
$184B
$2.69M 0.03%
67,000
+44,400
+196% +$1.94M
EL icon
382
CALL
Estee Lauder
EL
$30.3B
$2.69M 0.03%
14,700
+9,600
+188% +$1.64M
DEO icon
383
CALL
Diageo
DEO
$49B
$2.69M 0.03%
15,600
-5,400
-26% -$908K
BDX icon
384
PUT
Becton Dickinson
BDX
$46.3B
$2.67M 0.03%
10,865
+6,662
+159% +$1.55M
XLC icon
385
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$2.67M 0.03%
54,200
+45,200
+502% +$2.2M
KR icon
386
CALL
Kroger
KR
$36.8B
$2.67M 0.03%
122,800
+104,900
+586% +$2.55M
KMB icon
387
PUT
Kimberly-Clark
KMB
$37.3B
$2.65M 0.03%
19,900
+15,400
+342% +$1.99M
ECL icon
388
CALL
Ecolab
ECL
$79.5B
$2.65M 0.03%
13,400
+7,400
+123% +$1.38M
SWK icon
389
CALL
Stanley Black & Decker
SWK
$14B
$2.65M 0.03%
18,300
+3,100
+20% +$437K
BAX icon
390
PUT
Baxter International
BAX
$12.8B
$2.65M 0.03%
+32,300
New +$2.51M
INTU icon
391
CALL
Intuit
INTU
$88B
$2.64M 0.03%
10,100
-4,900
-33% -$1.25M
XME icon
392
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.83B
$2.64M 0.03%
93,000
-16,800
-15% -$468K
NTAP icon
393
CALL
NetApp
NTAP
$34.1B
$2.63M 0.03%
42,700
+34,100
+397% +$2.3M
STT icon
394
CALL
State Street
STT
$49.7B
$2.63M 0.03%
46,900
+20,000
+74% +$1.24M
GIS icon
395
PUT
General Mills
GIS
$20.3B
$2.59M 0.03%
+49,400
New +$2.55M
AON icon
396
CALL
Aon
AON
$80.4B
$2.57M 0.03%
13,300
-1,800
-12% -$326K
SPLK
397
PUT
DELISTED
Splunk Inc
SPLK
$2.56M 0.03%
+20,400
New +$2.59M
FXI icon
398
CALL
iShares China Large-Cap ETF
FXI
$4.32B
$2.55M 0.03%
59,600
-42,100
-41% -$1.8M
BHC icon
399
CALL
Bausch Health
BHC
$1.7B
$2.55M 0.03%
101,000
+69,400
+220% +$1.65M
PSA icon
400
PUT
Public Storage
PSA
$62.5B
$2.52M 0.03%
10,600
+7,400
+231% +$1.7M
14 15
16
17 18

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OAM
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NOCM
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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.