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
ADBE icon
76
CALL
Adobe
ADBE
$105B
$16.2M 0.17%
55,000
+33,100
+151% +$9.19M
CSCO icon
77
PUT
Cisco
CSCO
$436B
$16.1M 0.17%
294,700
+130,900
+80% +$7.23M
CRM icon
78
PUT
Salesforce
CRM
$215B
$15.8M 0.17%
104,300
+3,100
+3% +$486K
UNH icon
79
CALL
UnitedHealth
UNH
$338B
$15.8M 0.16%
64,600
-2,000
-3% -$481K
BA icon
80
PUT
Boeing
BA
$166B
$15.7M 0.16%
43,100
+28,100
+187% +$10.2M
IBM icon
81
CALL
IBM
IBM
$235B
$15.5M 0.16%
117,570
+102,821
+697% +$13.5M
HD icon
82
PUT
Home Depot
HD
$305B
$15.3M 0.16%
73,800
-36,400
-33% -$7.26M
WMT icon
83
PUT
Walmart Inc
WMT
$861B
$15.3M 0.16%
414,300
+320,400
+341% +$11M
XLI icon
84
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.6B
$14.9M 0.16%
192,000
-824,000
-81% -$62.7M
BAC icon
85
CALL
Bank of America
BAC
$412B
$14.8M 0.15%
510,600
+251,400
+97% +$7.25M
COST icon
86
PUT
Costco
COST
$402B
$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
$518B
$14.6M 0.15%
305,100
+16,200
+6% +$803K
GDX icon
89
PUT
VanEck Gold Miners ETF
GDX
$28.1B
$14.5M 0.15%
566,900
+116,700
+26% +$2.57M
XLP icon
90
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$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
$1.1T
$14M 0.15%
65,500
+38,400
+142% +$7.95M
CAT icon
93
PUT
Caterpillar
CAT
$358B
$13.9M 0.15%
102,200
+64,800
+173% +$8.56M
PEP icon
94
PUT
PepsiCo
PEP
$185B
$13.9M 0.15%
106,100
+52,000
+96% +$6.67M
TGT icon
95
CALL
Target
TGT
$69.9B
$13.8M 0.14%
159,800
+13,100
+9% +$1.06M
ELV icon
96
CALL
Elevance Health
ELV
$91.1B
$13.8M 0.14%
49,000
-400
-0.8% -$109K
MA icon
97
CALL
Mastercard
MA
$502B
$13.5M 0.14%
51,100
+23,500
+85% +$5.88M
ADBE icon
98
PUT
Adobe
ADBE
$105B
$13.4M 0.14%
45,400
-17,900
-28% -$4.97M
UNP icon
99
PUT
Union Pacific
UNP
$169B
$13.2M 0.14%
78,300
+1,100
+1% +$188K
MA icon
100
PUT
Mastercard
MA
$502B
$13M 0.14%
49,100
+21,000
+75% +$5.26M
2 3
4
5 6

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.