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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
TIF
426
CALL
DELISTED
Tiffany & Co.
TIF
$2.3M 0.02%
+24,600
New +$2.44M
O icon
427
CALL
Realty Income
O
$61.3B
$2.3M 0.02%
34,366
+4,232
+14% +$289K
AAL icon
428
CALL
American Airlines Group
AAL
$10B
$2.27M 0.02%
69,700
+16,400
+31% +$530K
WPM icon
429
CALL
Wheaton Precious Metals
WPM
$48.6B
$2.27M 0.02%
93,800
+74,500
+386% +$1.65M
LII icon
430
CALL
Lennox International
LII
$15.2B
$2.25M 0.02%
8,200
+1,100
+15% +$300K
XHB icon
431
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
$2.25M 0.02%
54,000
-5,500
-9% -$222K
ALL icon
432
CALL
Allstate
ALL
$70.9B
$2.25M 0.02%
22,100
+700
+3% +$68.4K
RIG icon
433
CALL
Transocean
RIG
$5.42B
$2.24M 0.02%
349,700
+262,000
+299% +$1.95M
UBER icon
434
CALL
Uber
UBER
$142B
$2.24M 0.02%
+48,300
New +$2.05M
ZTS icon
435
PUT
Zoetis
ZTS
$32.9B
$2.22M 0.02%
19,600
+6,100
+45% +$639K
TSN icon
436
CALL
Tyson Foods
TSN
$21.6B
$2.22M 0.02%
27,500
+18,400
+202% +$1.42M
AMED
437
CALL
DELISTED
Amedisys
AMED
$2.21M 0.02%
18,200
+10,900
+149% +$1.29M
NOW icon
438
CALL
ServiceNow
NOW
$118B
$2.2M 0.02%
40,000
+6,500
+19% +$342K
PH icon
439
PUT
Parker-Hannifin
PH
$121B
$2.18M 0.02%
12,800
+11,000
+611% +$1.9M
EQIX icon
440
CALL
Equinix
EQIX
$99.6B
$2.17M 0.02%
+4,300
New +$2.06M
CSCO icon
441
Cisco
CSCO
$456B
$2.16M 0.02%
39,545
+35,400
+854% +$1.96M
SPOT icon
442
CALL
Spotify
SPOT
$105B
$2.16M 0.02%
14,800
-600
-4% -$82.6K
IYF icon
443
iShares US Financials ETF
IYF
$4.69B
$2.16M 0.02%
34,450
-31,976
-48% -$1.97M
TFC icon
444
PUT
Truist Financial
TFC
$64.8B
$2.16M 0.02%
44,000
-38,300
-47% -$1.88M
SYK icon
445
PUT
Stryker
SYK
$134B
$2.14M 0.02%
10,400
+4,800
+86% +$917K
RTN
446
DELISTED
Raytheon Company
RTN
$2.13M 0.02%
12,242
+9,979
+441% +$1.8M
ECL icon
447
PUT
Ecolab
ECL
$78.8B
$2.11M 0.02%
+10,700
New +$1.99M
ALXN
448
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$2.11M 0.02%
16,100
+6,800
+73% +$876K
VFC icon
449
CALL
VF Corp
VFC
$5.92B
$2.1M 0.02%
24,000
+7,539
+46% +$650K
XLF icon
450
State Street Financial Select Sector SPDR ETF
XLF
$56.9B
$2.1M 0.02%
75,925
-28,400
-27% -$769K
16 17
18
19 20

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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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RB
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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.