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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
VZ icon
151
PUT
Verizon
VZ
$201B
$7.89M 0.08%
138,100
-205,800
-60% -$11.9M
ETN icon
152
CALL
Eaton
ETN
$150B
$7.85M 0.08%
94,300
+27,200
+41% +$2.2M
ORCL icon
153
CALL
Oracle
ORCL
$346B
$7.82M 0.08%
137,200
+68,500
+100% +$3.71M
VTI icon
154
Vanguard Total Stock Market ETF
VTI
$656B
$7.72M 0.08%
51,449
+38,620
+301% +$5.69M
SOXX icon
155
PUT
iShares Semiconductor ETF
SOXX
$40.6B
$7.72M 0.08%
116,700
+5,700
+5% +$372K
AMAT icon
156
PUT
Applied Materials
AMAT
$378B
$7.72M 0.08%
171,800
+9,300
+6% +$392K
PM icon
157
CALL
Philip Morris
PM
$312B
$7.68M 0.08%
97,800
-9,300
-9% -$768K
XOP icon
158
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$7.64M 0.08%
70,075
-40,275
-36% -$4.65M
T icon
159
PUT
AT&T
T
$169B
$7.59M 0.08%
300,018
-524,569
-64% -$12.6M
MU icon
160
CALL
Micron Technology
MU
$927B
$7.54M 0.08%
195,400
+90,500
+86% +$3.45M
VLO icon
161
PUT
Valero Energy
VLO
$88.7B
$7.46M 0.08%
87,200
+83,300
+2,136% +$6.88M
NKE icon
162
CALL
Nike
NKE
$63.9B
$7.38M 0.08%
87,900
+46,200
+111% +$3.89M
XLE icon
163
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$7.38M 0.08%
231,634
+194,988
+532% +$6.24M
MO icon
164
CALL
Altria Group
MO
$125B
$7.31M 0.08%
154,400
+59,700
+63% +$3.13M
KMB icon
165
CALL
Kimberly-Clark
KMB
$37.5B
$7.3M 0.08%
54,800
+42,200
+335% +$5.44M
CMG icon
166
PUT
Chipotle Mexican Grill
CMG
$43B
$7.26M 0.08%
495,000
-295,000
-37% -$4.16M
TMO icon
167
CALL
Thermo Fisher Scientific
TMO
$214B
$7.25M 0.08%
24,700
+5,700
+30% +$1.57M
AVGO icon
168
CALL
Broadcom
AVGO
$1.81T
$7.17M 0.07%
249,000
+4,000
+2% +$117K
CMCSA icon
169
PUT
Comcast
CMCSA
$85.8B
$7.08M 0.07%
167,400
+71,600
+75% +$3.02M
TNA icon
170
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
$7.07M 0.07%
113,398
+19,433
+21% +$1.2M
KO icon
171
PUT
Coca-Cola
KO
$380B
$7.02M 0.07%
137,900
+16,200
+13% +$794K
NKE icon
172
PUT
Nike
NKE
$63.9B
$7.01M 0.07%
83,500
+27,700
+50% +$2.33M
SO icon
173
CALL
Southern Company
SO
$109B
$6.94M 0.07%
125,500
+34,000
+37% +$1.82M
CMI icon
174
CALL
Cummins
CMI
$88.5B
$6.89M 0.07%
40,200
+14,400
+56% +$2.36M
PRU icon
175
CALL
Prudential Financial
PRU
$43B
$6.83M 0.07%
67,600
+28,400
+72% +$2.83M
5 6
7
8 9

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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.