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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
SH icon
501
ProShares Short S&P500
SH
$917M
$1.79M 0.02%
16,777
+1,788
+12% +$195K
GIS icon
502
General Mills
GIS
$20.2B
$1.78M 0.02%
33,899
+10,135
+43% +$524K
BUD icon
503
CALL
AB InBev
BUD
$164B
$1.78M 0.02%
20,100
+15,800
+367% +$1.35M
DD icon
504
PUT
DuPont de Nemours
DD
$18.8B
$1.78M 0.02%
18,881
-3,667
-16% -$438K
NTES icon
505
PUT
NetEase
NTES
$83.4B
$1.76M 0.02%
34,500
+20,000
+138% +$1.06M
EPD icon
506
PUT
Enterprise Products Partners
EPD
$83.4B
$1.76M 0.02%
61,100
+51,400
+530% +$1.48M
GD icon
507
PUT
General Dynamics
GD
$105B
$1.76M 0.02%
+9,700
New +$1.67M
CL icon
508
PUT
Colgate-Palmolive
CL
$74.6B
$1.76M 0.02%
24,600
+12,200
+98% +$866K
K
509
CALL
DELISTED
Kellanova
K
$1.76M 0.02%
35,039
+21,620
+161% +$1.15M
LEN icon
510
CALL
Lennar Class A
LEN
$20.7B
$1.75M 0.02%
37,395
+15,805
+73% +$788K
OKE icon
511
CALL
Oneok
OKE
$56.4B
$1.75M 0.02%
25,400
+13,200
+108% +$890K
TAP icon
512
PUT
Molson Coors Class B
TAP
$7.95B
$1.74M 0.02%
+31,000
New +$1.81M
GDXJ icon
513
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.06B
$1.73M 0.02%
49,600
+5,200
+12% +$158K
RGLD icon
514
CALL
Royal Gold
RGLD
$16.8B
$1.73M 0.02%
16,900
+11,500
+213% +$1.04M
OIH icon
515
PUT
VanEck Oil Services ETF
OIH
$1.99B
$1.7M 0.02%
5,725
-530
-8% -$165K
VWO icon
516
Vanguard FTSE Emerging Markets ETF
VWO
$118B
$1.69M 0.02%
39,806
+31,743
+394% +$1.34M
DDS icon
517
CALL
Dillards
DDS
$9.26B
$1.68M 0.02%
27,000
+5,100
+23% +$328K
DVY icon
518
iShares Select Dividend ETF
DVY
$23.9B
$1.68M 0.02%
16,879
+4,350
+35% +$429K
AAL icon
519
American Airlines Group
AAL
$9.95B
$1.67M 0.02%
51,240
+43,825
+591% +$1.42M
CI icon
520
CALL
Cigna
CI
$78.6B
$1.67M 0.02%
10,600
+2,700
+34% +$423K
UBER icon
521
PUT
Uber
UBER
$146B
$1.67M 0.02%
+35,900
New +$1.52M
STZ icon
522
Constellation Brands
STZ
$22.5B
$1.65M 0.02%
8,392
+4,325
+106% +$844K
SHW icon
523
PUT
Sherwin-Williams
SHW
$84.7B
$1.65M 0.02%
+10,800
New +$1.61M
OC icon
524
Owens Corning
OC
$11.1B
$1.65M 0.02%
+28,288
New +$1.44M
UPS icon
525
CALL
United Parcel Service
UPS
$89.1B
$1.64M 0.02%
15,900
-52,000
-77% -$5.41M
19 20
21
22 23

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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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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.