We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+3.01%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$9.57B
AUM Growth
-$1.59B
Cap. Flow
+$162M
Cap. Flow %
1.7%
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 Miscellaneous 97.32%
2 Financials 0.41%
3 Technology 0.4%
4 Industrials 0.32%
5 Healthcare 0.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BKNG icon
51
CALL
Booking.com
BKNG
$129B
$24.4M 0.25%
325,000
+200,000
+160% +$14.4M
QQQ icon
52
Invesco QQQ Trust
QQQ
$474B
$23.9M 0.25%
127,884
+117,551
+1,138% +$21.6M
NFLX icon
53
PUT
Netflix
NFLX
$324B
$23.1M 0.24%
629,000
+258,000
+70% +$9.31M
BDX icon
54
CALL
Becton Dickinson
BDX
$50.5B
$22.8M 0.24%
92,558
+26,343
+40% +$6.12M
T icon
55
CALL
AT&T
T
$183B
$22.7M 0.24%
895,156
-608,643
-40% -$14.6M
COST icon
56
CALL
Costco
COST
$402B
$22.3M 0.23%
84,400
+27,600
+49% +$6.88M
USB icon
57
CALL
US Bancorp
USB
$96.8B
$21.9M 0.23%
417,900
+84,700
+25% +$4.36M
BABA icon
58
CALL
Alibaba
BABA
$273B
$20.9M 0.22%
123,500
+45,900
+59% +$7.92M
SMH icon
59
CALL
VanEck Semiconductor ETF
SMH
$66.9B
$20.4M 0.21%
369,800
+37,400
+11% +$2.03M
MCD icon
60
CALL
McDonald's
MCD
$180B
$20M 0.21%
96,300
+37,500
+64% +$7.43M
ACN icon
61
CALL
Accenture
ACN
$121B
$19.8M 0.21%
107,300
+43,200
+67% +$7.76M
CMCSA icon
62
CALL
Comcast
CMCSA
$87.1B
$19.7M 0.21%
467,100
+241,900
+107% +$10.2M
XLI icon
63
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.6B
$19.7M 0.21%
254,700
-843,900
-77% -$64.2M
ISRG icon
64
CALL
Intuitive Surgical
ISRG
$133B
$19.1M 0.2%
109,500
+69,900
+177% +$12M
DIS icon
65
CALL
Walt Disney
DIS
$185B
$18.2M 0.19%
130,100
+29,700
+30% +$3.94M
PG icon
66
CALL
Procter & Gamble
PG
$341B
$18.1M 0.19%
165,500
+54,000
+48% +$5.76M
ABT icon
67
CALL
Abbott
ABT
$176B
$18.1M 0.19%
215,300
+97,400
+83% +$7.67M
V icon
68
CALL
Visa
V
$700B
$18M 0.19%
104,000
+52,000
+100% +$8.51M
XOM icon
69
PUT
ExxonMobil
XOM
$695B
$17.9M 0.19%
234,000
-12,700
-5% -$983K
BABA icon
70
PUT
Alibaba
BABA
$273B
$17.9M 0.19%
105,500
+54,000
+105% +$9.32M
BA icon
71
CALL
Boeing
BA
$166B
$17.5M 0.18%
48,000
+2,100
+5% +$766K
CAT icon
72
CALL
Caterpillar
CAT
$359B
$17.1M 0.18%
125,500
+60,700
+94% +$8.02M
XLF icon
73
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54B
$16.8M 0.18%
609,600
+222,200
+57% +$6.02M
GDX icon
74
CALL
VanEck Gold Miners ETF
GDX
$28.1B
$16.6M 0.17%
650,900
+101,800
+19% +$2.24M
LOW icon
75
CALL
Lowe's Companies
LOW
$109B
$16.4M 0.17%
162,400
+48,200
+42% +$5.08M
1 2
3
4 5

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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's Q2 2019 filing shows 828 new, 738 increased, 461 reduced and 545 closed positions. Its largest new stake was iShares Russell 1000 ETF: 34,726 shares worth $5.65M. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $14M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 98% a quarter earlier, followed by Financials and Technology.

  • 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.