We are live on ! Find out more
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
FAST icon
626
CALL
Fastenal
FAST
$54.9B
$1.3M 0.01%
80,000
+66,000
+471% +$1.09M
HIG icon
627
PUT
Hartford Financial Services
HIG
$39.2B
$1.3M 0.01%
+23,400
New +$1.24M
NKE icon
628
Nike
NKE
$62.6B
$1.3M 0.01%
15,534
-8,049
-34% -$677K
IYR icon
629
iShares US Real Estate ETF
IYR
$4.66B
$1.3M 0.01%
14,877
-14,254
-49% -$1.25M
RDS.B
630
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$1.3M 0.01%
+19,752
New +$1.28M
ITW icon
631
PUT
Illinois Tool Works
ITW
$82.2B
$1.3M 0.01%
8,600
-8,500
-50% -$1.28M
ROKU icon
632
CALL
Roku
ROKU
$21.6B
$1.29M 0.01%
14,300
+2,500
+21% +$201K
FISV
633
CALL
Fiserv Inc
FISV
$29B
$1.29M 0.01%
+14,200
New +$1.24M
WDC icon
634
PUT
Western Digital
WDC
$181B
$1.29M 0.01%
35,986
+23,682
+192% +$812K
OXY icon
635
Occidental Petroleum
OXY
$55.4B
$1.29M 0.01%
+25,651
New +$1.44M
PEG icon
636
CALL
Public Service Enterprise Group
PEG
$38.1B
$1.28M 0.01%
21,800
+14,800
+211% +$882K
CAT icon
637
Caterpillar
CAT
$378B
$1.28M 0.01%
+9,401
New +$1.24M
COO icon
638
PUT
Cooper Companies
COO
$14.4B
$1.28M 0.01%
15,200
+1,200
+9% +$90.2K
LUV icon
639
CALL
Southwest Airlines
LUV
$22.6B
$1.27M 0.01%
25,100
+20,400
+434% +$1.06M
FNV icon
640
PUT
Franco-Nevada
FNV
$41.2B
$1.27M 0.01%
15,000
-5,200
-26% -$393K
DG icon
641
PUT
Dollar General
DG
$28B
$1.27M 0.01%
9,400
+5,300
+129% +$670K
O icon
642
PUT
Realty Income
O
$58.8B
$1.27M 0.01%
18,989
+10,527
+124% +$719K
JOYY
643
CALL
JOYY Inc
JOYY
$3.72B
$1.27M 0.01%
18,200
+3,100
+21% +$236K
ACN icon
644
Accenture
ACN
$102B
$1.27M 0.01%
+6,857
New +$1.23M
VT icon
645
Vanguard Total World Stock ETF
VT
$77.7B
$1.27M 0.01%
16,846
+9,752
+137% +$723K
USO icon
646
PUT
United States Oil Fund
USO
$1.9B
$1.26M 0.01%
+13,113
New +$1.31M
GRMN
647
CALL
Garmin
GRMN
$58.1B
$1.26M 0.01%
+15,800
New +$1.29M
DNKN
648
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.26M 0.01%
15,800
+6,500
+70% +$494K
PFPT
649
CALL
DELISTED
Proofpoint, Inc.
PFPT
$1.25M 0.01%
+10,400
New +$1.22M
KBH icon
650
PUT
KB Home
KBH
$3.41B
$1.25M 0.01%
48,600
+36,000
+286% +$927K
24 25
26
27 28

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.