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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
TSLA icon
101
PUT
Tesla
TSLA
$1.21T
$12.8M 0.13%
862,500
+532,500
+161% +$8.29M
BMY icon
102
CALL
Bristol-Myers Squibb
BMY
$130B
$12.1M 0.13%
266,500
+255,600
+2,345% +$11.9M
IWF icon
103
iShares Russell 1000 Growth ETF
IWF
$119B
$11.9M 0.12%
303,364
+220,816
+268% +$8.54M
VLO icon
104
CALL
Valero Energy
VLO
$88.7B
$11.8M 0.12%
137,900
+98,200
+247% +$8.11M
C icon
105
PUT
Citigroup
C
$222B
$11.1M 0.12%
158,400
+91,200
+136% +$6.1M
LMT icon
106
CALL
Lockheed Martin
LMT
$134B
$11.1M 0.12%
30,500
+19,900
+188% +$6.66M
SMH icon
107
VanEck Semiconductor ETF
SMH
$63.8B
$11.1M 0.12%
200,776
+184,874
+1,163% +$10.1M
PFE icon
108
PUT
Pfizer
PFE
$144B
$11M 0.11%
266,767
+190,563
+250% +$7.57M
MDT icon
109
CALL
Medtronic
MDT
$111B
$10.7M 0.11%
110,000
+37,400
+52% +$3.41M
CVX icon
110
PUT
Chevron
CVX
$374B
$10.7M 0.11%
85,600
-7,500
-8% -$907K
CMG icon
111
CALL
Chipotle Mexican Grill
CMG
$43B
$10.6M 0.11%
725,000
+540,000
+292% +$7.61M
DUK icon
112
CALL
Duke Energy
DUK
$101B
$10.3M 0.11%
116,500
-23,400
-17% -$2.07M
PNC icon
113
CALL
PNC Financial Services
PNC
$100B
$10M 0.1%
73,100
+67,200
+1,139% +$8.88M
SYK icon
114
CALL
Stryker
SYK
$133B
$9.83M 0.1%
47,800
+22,900
+92% +$4.37M
XBI icon
115
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$9.67M 0.1%
110,200
+107,800
+4,492% +$9.19M
BMY icon
116
PUT
Bristol-Myers Squibb
BMY
$130B
$9.63M 0.1%
+212,300
New +$9.89M
XLP icon
117
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$9.59M 0.1%
165,200
-76,200
-32% -$4.36M
DIS icon
118
PUT
Walt Disney
DIS
$172B
$9.47M 0.1%
67,800
+51,800
+324% +$6.87M
MRK icon
119
PUT
Merck
MRK
$326B
$9.44M 0.1%
118,005
+84,574
+253% +$6.48M
CRM icon
120
CALL
Salesforce
CRM
$149B
$9.38M 0.1%
61,800
+32,900
+114% +$5.16M
PG icon
121
PUT
Procter & Gamble
PG
$347B
$9.36M 0.1%
85,400
+75,400
+754% +$8.04M
AMT icon
122
CALL
American Tower
AMT
$79.9B
$9.32M 0.1%
45,600
+21,700
+91% +$4.36M
C icon
123
CALL
Citigroup
C
$222B
$9.2M 0.1%
131,400
+27,900
+27% +$1.87M
DIA icon
124
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$9.18M 0.1%
34,535
+14,181
+70% +$3.7M
BIDU icon
125
CALL
Baidu
BIDU
$35.7B
$9.15M 0.1%
78,000
+7,800
+11% +$1.11M
3 4
5
6 7

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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.