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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
MU icon
126
PUT
Micron Technology
MU
$1.04T
$9.09M 0.1%
235,600
+73,200
+45% +$2.79M
AVB
127
CALL
DELISTED
AvalonBay Communities
AVB
$9.04M 0.09%
44,500
+10,200
+30% +$2.07M
PYPL icon
128
CALL
PayPal
PYPL
$46.2B
$9.04M 0.09%
79,000
+36,300
+85% +$4.02M
XLF icon
129
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.4B
$8.95M 0.09%
324,200
-548,100
-63% -$14.8M
DAL icon
130
PUT
Delta Air Lines
DAL
$52.1B
$8.87M 0.09%
156,300
+109,900
+237% +$6.16M
ISRG icon
131
PUT
Intuitive Surgical
ISRG
$133B
$8.87M 0.09%
50,700
+29,100
+135% +$4.99M
LLY icon
132
CALL
Eli Lilly
LLY
$1.01T
$8.84M 0.09%
79,800
+28,900
+57% +$3.4M
BAC icon
133
PUT
Bank of America
BAC
$417B
$8.81M 0.09%
303,900
+115,600
+61% +$3.33M
AMAT icon
134
CALL
Applied Materials
AMAT
$333B
$8.77M 0.09%
195,300
-56,000
-22% -$2.36M
CME icon
135
CME Group
CME
$99B
$8.74M 0.09%
45,046
+46
+0.1% +$8.48K
TSLA icon
136
CALL
Tesla
TSLA
$1.41T
$8.74M 0.09%
586,500
+358,500
+157% +$5.58M
XBI icon
137
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$8.7M 0.09%
+99,200
New +$8.46M
GILD icon
138
PUT
Gilead Sciences
GILD
$181B
$8.55M 0.09%
126,600
+58,300
+85% +$3.84M
PPLI
139
CALL
People Inc
PPLI
$2.89B
$8.48M 0.09%
218,221
+58,752
+37% +$2.34M
QCOM icon
140
CALL
Qualcomm
QCOM
$202B
$8.35M 0.09%
+109,700
New +$8.03M
HON icon
141
CALL
Honeywell
HON
$63.8B
$8.26M 0.09%
50,185
+22,917
+84% +$3.65M
DE icon
142
CALL
Deere & Co
DE
$184B
$8.17M 0.09%
49,300
+13,700
+38% +$2.13M
IWN icon
143
iShares Russell 2000 Value ETF
IWN
$14.2B
$8.17M 0.09%
67,765
-24,860
-27% -$3M
PXD
144
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$8.11M 0.08%
52,700
+46,900
+809% +$7.19M
AMD icon
145
CALL
Advanced Micro Devices
AMD
$823B
$8.04M 0.08%
264,700
+91,600
+53% +$2.61M
AVGO icon
146
PUT
Broadcom
AVGO
$1.62T
$8M 0.08%
278,000
+23,000
+9% +$670K
AXP icon
147
CALL
American Express
AXP
$219B
$8M 0.08%
64,800
+44,300
+216% +$5.2M
IBB icon
148
PUT
iShares Biotechnology ETF
IBB
$10.2B
$7.93M 0.08%
72,700
-62,800
-46% -$6.68M
PSX icon
149
CALL
Phillips 66
PSX
$106B
$7.91M 0.08%
84,600
+66,700
+373% +$5.98M
XOP icon
150
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$7.9M 0.08%
72,475
-11,275
-13% -$1.3M
4 5
6
7 8

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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'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.