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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
XLU icon
26
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$39M 0.41%
1,309,400
-753,400
-37% -$22.1M
NVDA icon
27
PUT
NVIDIA
NVDA
$4.77T
$38M 0.4%
9,260,000
+1,932,000
+26% +$8.01M
CSCO icon
28
CALL
Cisco
CSCO
$456B
$37.8M 0.4%
691,500
-38,700
-5% -$2.14M
META icon
29
CALL
Meta Platforms (Facebook)
META
$1.51T
$37.5M 0.39%
194,200
-75,100
-28% -$13.7M
GS icon
30
PUT
Goldman Sachs
GS
$305B
$36.1M 0.38%
176,200
+70,800
+67% +$14M
XLY icon
31
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$36M 0.38%
604,400
+156,600
+35% +$9.16M
AAPL icon
32
PUT
Apple
AAPL
$4.99T
$36M 0.38%
727,200
-589,200
-45% -$28.7M
SMH icon
33
PUT
VanEck Semiconductor ETF
SMH
$63.8B
$35.8M 0.37%
649,400
-163,000
-20% -$8.87M
XLV icon
34
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$35.5M 0.37%
383,100
-591,900
-61% -$53.2M
PEP icon
35
CALL
PepsiCo
PEP
$195B
$34.7M 0.36%
264,400
+98,700
+60% +$12.7M
XLE icon
36
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$34.2M 0.36%
1,074,800
-399,200
-27% -$12.8M
JPM icon
37
PUT
JPMorgan Chase
JPM
$950B
$30.9M 0.32%
276,800
+80,000
+41% +$8.82M
NVDA icon
38
CALL
NVIDIA
NVDA
$4.77T
$30.9M 0.32%
7,520,000
+2,584,000
+52% +$10.7M
NFLX icon
39
CALL
Netflix
NFLX
$301B
$30.5M 0.32%
829,000
+390,000
+89% +$14.1M
PFE icon
40
CALL
Pfizer
PFE
$144B
$29.2M 0.31%
711,134
+248,428
+54% +$9.86M
WMT icon
41
CALL
Walmart Inc
WMT
$900B
$27.9M 0.29%
756,300
+100,500
+15% +$3.46M
ABBV icon
42
CALL
AbbVie
ABBV
$465B
$27.3M 0.29%
375,300
+251,800
+204% +$19.8M
VZ icon
43
CALL
Verizon
VZ
$201B
$27.3M 0.28%
477,100
-259,700
-35% -$15M
MRK icon
44
CALL
Merck
MRK
$326B
$27.2M 0.28%
340,495
+28,925
+9% +$2.21M
XLU icon
45
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$27.1M 0.28%
908,400
-196,600
-18% -$5.77M
CVX icon
46
CALL
Chevron
CVX
$374B
$26.8M 0.28%
215,100
-52,900
-20% -$6.4M
BKNG icon
47
PUT
Booking.com
BKNG
$154B
$26.2M 0.27%
350,000
+140,000
+67% +$10.1M
GS icon
48
CALL
Goldman Sachs
GS
$305B
$25.8M 0.27%
125,900
+42,700
+51% +$8.45M
UNP icon
49
CALL
Union Pacific
UNP
$175B
$25.7M 0.27%
151,700
+35,800
+31% +$6.13M
META icon
50
PUT
Meta Platforms (Facebook)
META
$1.51T
$25.4M 0.27%
131,500
+20,000
+18% +$3.65M
1
2
3 4 5

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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.