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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
LULU icon
201
CALL
lululemon athletica
LULU
$13.7B
$5.93M 0.06%
32,900
+21,700
+194% +$3.77M
BRK.B icon
202
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
$5.93M 0.06%
27,800
+3,600
+15% +$745K
MO icon
203
PUT
Altria Group
MO
$125B
$5.92M 0.06%
125,000
+111,000
+793% +$5.81M
CL icon
204
CALL
Colgate-Palmolive
CL
$74.2B
$5.91M 0.06%
82,500
+52,300
+173% +$3.71M
CSX icon
205
CALL
CSX Corp
CSX
$94.2B
$5.88M 0.06%
228,000
+116,100
+104% +$2.99M
SLB icon
206
CALL
SLB Ltd
SLB
$74.2B
$5.87M 0.06%
147,600
-80,300
-35% -$3.24M
REGN icon
207
PUT
Regeneron Pharmaceuticals
REGN
$72.9B
$5.82M 0.06%
18,600
+7,800
+72% +$2.6M
ADP icon
208
CALL
Automatic Data Processing
ADP
$106B
$5.77M 0.06%
34,900
+100
+0.3% +$16.2K
IBM icon
209
PUT
IBM
IBM
$214B
$5.75M 0.06%
43,618
+35,250
+421% +$4.63M
TGT icon
210
PUT
Target
TGT
$65.5B
$5.7M 0.06%
65,800
+43,500
+195% +$3.52M
SSO icon
211
ProShares Ultra S&P500
SSO
$7.75B
$5.7M 0.06%
361,760
+288,024
+391% +$4.38M
CME icon
212
CALL
CME Group
CME
$93.5B
$5.69M 0.06%
29,300
-3,100
-10% -$571K
IWB icon
213
iShares Russell 1000 ETF
IWB
$47.9B
$5.65M 0.06%
+34,726
New +$5.56M
HYG icon
214
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$5.65M 0.06%
64,778
+48,668
+302% +$4.2M
ALGN icon
215
CALL
Align Technology
ALGN
$12.6B
$5.64M 0.06%
20,600
+13,300
+182% +$4.02M
INTC icon
216
PUT
Intel
INTC
$435B
$5.63M 0.06%
117,600
-122,300
-51% -$6.06M
MS icon
217
CALL
Morgan Stanley
MS
$333B
$5.62M 0.06%
128,300
-24,300
-16% -$1.08M
WFC icon
218
PUT
Wells Fargo
WFC
$263B
$5.57M 0.06%
117,600
+40,300
+52% +$1.88M
AGN
219
CALL
DELISTED
Allergan plc
AGN
$5.54M 0.06%
+33,100
New +$4.58M
BAX icon
220
CALL
Baxter International
BAX
$12.6B
$5.54M 0.06%
67,600
+49,300
+269% +$3.83M
UNH icon
221
PUT
UnitedHealth
UNH
$389B
$5.47M 0.06%
22,400
+9,300
+71% +$2.24M
GM icon
222
PUT
General Motors
GM
$81.7B
$5.45M 0.06%
141,400
+85,400
+153% +$3.2M
OXY icon
223
PUT
Occidental Petroleum
OXY
$53.6B
$5.38M 0.06%
+107,000
New +$6.02M
GD icon
224
CALL
General Dynamics
GD
$106B
$5.36M 0.06%
29,500
+16,600
+129% +$2.86M
REGN icon
225
CALL
Regeneron Pharmaceuticals
REGN
$72.9B
$5.35M 0.06%
17,100
+1,400
+9% +$466K
7 8
9
10 11

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.