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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
BKNG icon
51
CALL
Booking.com
BKNG
$154B
$24.4M 0.25%
325,000
+200,000
+160% +$14.4M
QQQ icon
52
Invesco QQQ Trust
QQQ
$445B
$23.9M 0.25%
127,884
+117,551
+1,138% +$21.6M
NFLX icon
53
PUT
Netflix
NFLX
$301B
$23.1M 0.24%
629,000
+258,000
+70% +$9.31M
BDX icon
54
CALL
Becton Dickinson
BDX
$45.8B
$22.8M 0.24%
92,558
+26,343
+40% +$6.12M
T icon
55
CALL
AT&T
T
$169B
$22.7M 0.24%
895,156
-608,643
-40% -$14.6M
COST icon
56
CALL
Costco
COST
$429B
$22.3M 0.23%
84,400
+27,600
+49% +$6.88M
USB icon
57
CALL
US Bancorp
USB
$100B
$21.9M 0.23%
417,900
+84,700
+25% +$4.36M
BABA icon
58
CALL
Alibaba
BABA
$276B
$20.9M 0.22%
123,500
+45,900
+59% +$7.92M
SMH icon
59
CALL
VanEck Semiconductor ETF
SMH
$63.8B
$20.4M 0.21%
369,800
+37,400
+11% +$2.03M
MCD icon
60
CALL
McDonald's
MCD
$194B
$20M 0.21%
96,300
+37,500
+64% +$7.43M
ACN icon
61
CALL
Accenture
ACN
$101B
$19.8M 0.21%
107,300
+43,200
+67% +$7.76M
CMCSA icon
62
CALL
Comcast
CMCSA
$85.8B
$19.7M 0.21%
467,100
+241,900
+107% +$10.2M
XLI icon
63
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$19.7M 0.21%
254,700
-843,900
-77% -$64.2M
ISRG icon
64
CALL
Intuitive Surgical
ISRG
$130B
$19.1M 0.2%
109,500
+69,900
+177% +$12M
DIS icon
65
CALL
Walt Disney
DIS
$172B
$18.2M 0.19%
130,100
+29,700
+30% +$3.94M
PG icon
66
CALL
Procter & Gamble
PG
$347B
$18.1M 0.19%
165,500
+54,000
+48% +$5.76M
ABT icon
67
CALL
Abbott
ABT
$187B
$18.1M 0.19%
215,300
+97,400
+83% +$7.67M
V icon
68
CALL
Visa
V
$697B
$18M 0.19%
104,000
+52,000
+100% +$8.51M
XOM icon
69
PUT
ExxonMobil
XOM
$634B
$17.9M 0.19%
234,000
-12,700
-5% -$983K
BABA icon
70
PUT
Alibaba
BABA
$276B
$17.9M 0.19%
105,500
+54,000
+105% +$9.32M
BA icon
71
CALL
Boeing
BA
$175B
$17.5M 0.18%
48,000
+2,100
+5% +$766K
CAT icon
72
CALL
Caterpillar
CAT
$387B
$17.1M 0.18%
125,500
+60,700
+94% +$8.02M
XLF icon
73
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$16.8M 0.18%
609,600
+222,200
+57% +$6.02M
GDX icon
74
CALL
VanEck Gold Miners ETF
GDX
$22.7B
$16.6M 0.17%
650,900
+101,800
+19% +$2.24M
LOW icon
75
CALL
Lowe's Companies
LOW
$122B
$16.4M 0.17%
162,400
+48,200
+42% +$5.08M
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.