We are live on ! Find out more
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
GILD icon
176
CALL
Gilead Sciences
GILD
$167B
$6.81M 0.07%
100,800
+62,000
+160% +$4.08M
BIDU icon
177
PUT
Baidu
BIDU
$35.7B
$6.81M 0.07%
58,000
+8,600
+17% +$1.22M
UPRO icon
178
ProShares UltraPro S&P 500
UPRO
$5.12B
$6.8M 0.07%
251,342
+236,806
+1,629% +$6.11M
IWO icon
179
iShares Russell 2000 Growth ETF
IWO
$14.4B
$6.73M 0.07%
33,505
+562
+2% +$111K
TWTR
180
CALL
DELISTED
Twitter, Inc.
TWTR
$6.64M 0.07%
190,300
-106,700
-36% -$3.91M
MDLZ icon
181
CALL
Mondelez International
MDLZ
$80.2B
$6.57M 0.07%
121,900
+71,500
+142% +$3.71M
COO icon
182
CALL
Cooper Companies
COO
$14.1B
$6.57M 0.07%
78,000
-12,800
-14% -$962K
SPG icon
183
PUT
Simon Property Group
SPG
$76.8B
$6.55M 0.07%
41,000
+39,000
+1,950% +$6.72M
COP icon
184
CALL
ConocoPhillips
COP
$139B
$6.5M 0.07%
106,600
+91,600
+611% +$5.7M
MDT icon
185
PUT
Medtronic
MDT
$111B
$6.49M 0.07%
66,600
+55,000
+474% +$5.02M
CVS icon
186
CALL
CVS Health
CVS
$140B
$6.47M 0.07%
118,700
+52,400
+79% +$2.82M
JNJ icon
187
PUT
Johnson & Johnson
JNJ
$643B
$6.46M 0.07%
46,400
+30,000
+183% +$4.15M
EMR icon
188
CALL
Emerson Electric
EMR
$85B
$6.37M 0.07%
95,500
+39,500
+71% +$2.65M
SPXL icon
189
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.57B
$6.32M 0.07%
123,112
+22,284
+22% +$1.09M
GLD icon
190
CALL
SPDR Gold Trust
GLD
$131B
$6.31M 0.07%
47,400
+36,800
+347% +$4.55M
PM icon
191
PUT
Philip Morris
PM
$312B
$6.22M 0.07%
79,200
+43,100
+119% +$3.56M
WFC icon
192
CALL
Wells Fargo
WFC
$263B
$6.22M 0.07%
131,400
-46,100
-26% -$2.16M
GM icon
193
CALL
General Motors
GM
$81.7B
$6.18M 0.06%
160,400
+131,400
+453% +$4.93M
MMM icon
194
CALL
3M
MMM
$94.1B
$6.15M 0.06%
42,458
-478
-1% -$73.6K
COP icon
195
PUT
ConocoPhillips
COP
$139B
$6.15M 0.06%
+100,800
New +$6.27M
EFA icon
196
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
$6.13M 0.06%
93,200
+76,800
+468% +$5.03M
RSP icon
197
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
$6.07M 0.06%
56,280
+9,142
+19% +$968K
LOW icon
198
PUT
Lowe's Companies
LOW
$122B
$6.07M 0.06%
60,100
+14,900
+33% +$1.57M
ULTA icon
199
CALL
Ulta Beauty
ULTA
$21.6B
$6.04M 0.06%
17,400
+13,400
+335% +$4.63M
V icon
200
PUT
Visa
V
$697B
$6.02M 0.06%
34,700
+17,300
+99% +$2.83M
6 7
8
9 10

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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 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.