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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
ADBE icon
76
CALL
Adobe
ADBE
$99B
$16.2M 0.17%
55,000
+33,100
+151% +$9.19M
CSCO icon
77
PUT
Cisco
CSCO
$456B
$16.1M 0.17%
294,700
+130,900
+80% +$7.23M
CRM icon
78
PUT
Salesforce
CRM
$149B
$15.8M 0.17%
104,300
+3,100
+3% +$486K
UNH icon
79
CALL
UnitedHealth
UNH
$389B
$15.8M 0.16%
64,600
-2,000
-3% -$481K
BA icon
80
PUT
Boeing
BA
$175B
$15.7M 0.16%
43,100
+28,100
+187% +$10.2M
IBM icon
81
CALL
IBM
IBM
$214B
$15.5M 0.16%
117,570
+102,821
+697% +$13.5M
HD icon
82
PUT
Home Depot
HD
$343B
$15.3M 0.16%
73,800
-36,400
-33% -$7.26M
WMT icon
83
PUT
Walmart Inc
WMT
$900B
$15.3M 0.16%
414,300
+320,400
+341% +$11M
XLI icon
84
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$14.9M 0.16%
192,000
-824,000
-81% -$62.7M
BAC icon
85
CALL
Bank of America
BAC
$439B
$14.8M 0.15%
510,600
+251,400
+97% +$7.25M
COST icon
86
PUT
Costco
COST
$429B
$14.7M 0.15%
55,600
+43,600
+363% +$10.9M
KO icon
87
CALL
Coca-Cola
KO
$380B
$14.7M 0.15%
288,300
-187,200
-39% -$9.17M
INTC icon
88
CALL
Intel
INTC
$435B
$14.6M 0.15%
305,100
+16,200
+6% +$803K
GDX icon
89
PUT
VanEck Gold Miners ETF
GDX
$22.7B
$14.5M 0.15%
566,900
+116,700
+26% +$2.57M
XLP icon
90
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$14.2M 0.15%
245,200
-212,500
-46% -$12.2M
ABBV icon
91
PUT
AbbVie
ABBV
$465B
$14.1M 0.15%
194,500
+180,400
+1,279% +$14.2M
BRK.B icon
92
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$14M 0.15%
65,500
+38,400
+142% +$7.95M
CAT icon
93
PUT
Caterpillar
CAT
$387B
$13.9M 0.15%
102,200
+64,800
+173% +$8.56M
PEP icon
94
PUT
PepsiCo
PEP
$195B
$13.9M 0.15%
106,100
+52,000
+96% +$6.67M
TGT icon
95
CALL
Target
TGT
$65.5B
$13.8M 0.14%
159,800
+13,100
+9% +$1.06M
ELV icon
96
CALL
Elevance Health
ELV
$83.7B
$13.8M 0.14%
49,000
-400
-0.8% -$109K
MA icon
97
CALL
Mastercard
MA
$497B
$13.5M 0.14%
51,100
+23,500
+85% +$5.88M
ADBE icon
98
PUT
Adobe
ADBE
$99B
$13.4M 0.14%
45,400
-17,900
-28% -$4.97M
UNP icon
99
PUT
Union Pacific
UNP
$175B
$13.2M 0.14%
78,300
+1,100
+1% +$188K
MA icon
100
PUT
Mastercard
MA
$497B
$13M 0.14%
49,100
+21,000
+75% +$5.26M
2 3
4
5 6

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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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RB
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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.