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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
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
+353%
AUM
$9.6B
AUM Growth
-$1.59B
(-14%)
Cap. Flow
+$162M
Cap. Flow % of AUM
Cap. Flow %
1.7%
Top 10 Holdings %
Top 10 Hldgs %
46.8%
Holding
2,593
New
828
Increased
738
Reduced
461
Closed
545
Avg Time Held
Equity + Options
0.6
years
Top 10 Avg Time Held
Equity + Options
0.7
years
Top 20 Avg Time Held
Equity + Options
0.8
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$82.1M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$21.6M |
| 3 |
VanEck Semiconductor ETF
SMH
|
+$10.1M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$8.54M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$6.24M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$14M |
| 2 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$7.25M |
| 3 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$6.83M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$5.16M |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$795B
| $2.07B | 21.67% |
7,077,800
-789,500
| -10% | -$227M |
2017 Q2
8 quarters
|
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$795B
| $1.13B | 11.79% |
3,851,400
-2,971,500
| -44% | -$856M |
2017 Q2
8 quarters
|
|
|
3
PUT
Invesco QQQ Trust
QQQ
$457B
| $375M | 3.92% |
2,007,700
-6,704,800
| -77% | -$1.23B |
2017 Q4
6 quarters
|
|
4
PUT
iShares Russell 2000 ETF
IWM
$76.6B
| $175M | 1.82% |
1,123,000
-925,000
| -45% | -$143M |
2017 Q3
7 quarters
|
|
|
5
CALL
Invesco QQQ Trust
QQQ
$457B
| $146M | 1.53% |
781,900
-1,299,700
| -62% | -$239M |
2017 Q4
6 quarters
|
|
6
PUT
Amazon
AMZN
$2.86T
| $142M | 1.49% |
1,502,000
+608,000
| +68% | +$56.6M |
2017 Q4
6 quarters
|
|
|
7
CALL
Amazon
AMZN
$2.86T
| $129M | 1.35% |
1,360,000
+828,000
| +156% | +$77.1M |
2017 Q4
6 quarters
|
|
|
8
State Street SPDR S&P 500 ETF Trust
SPY
$795B
| $124M | 1.29% |
422,580
+285,167
| +208% | +$82.1M |
2016 Q4
10 quarters
|
|
9
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
| $94.1M | 0.98% |
353,900
-158,300
| -31% | -$41.3M |
2017 Q4
6 quarters
|
|
10
CALL
Microsoft
MSFT
$3.88T
| $92.6M | 0.97% |
691,200
+69,500
| +11% | +$8.82M |
2017 Q4
6 quarters
|
|
|
11
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
| $80.2M | 0.84% |
301,700
-402,000
| -57% | -$105M |
2017 Q4
6 quarters
|
|
|
12
CALL
iShares Russell 2000 ETF
IWM
$76.6B
| $76.7M | 0.8% |
493,100
-366,500
| -43% | -$56.5M |
2017 Q4
6 quarters
|
|
13
CALL
Alphabet (Google) Class C
GOOG
$3.58T
| $65.1M | 0.68% |
1,204,000
+184,000
| +18% | +$10.6M |
2017 Q4
6 quarters
|
|
14
CALL
Apple
AAPL
$5.21T
| $62.5M | 0.65% |
1,262,400
+368,800
| +41% | +$18M |
2017 Q4
6 quarters
|
|
15
CALL
Alphabet (Google) Class A
GOOGL
$3.62T
| $60.1M | 0.63% |
1,110,000
+412,000
| +59% | +$23.9M |
2017 Q3
7 quarters
|
|
|
16
PUT
Alphabet (Google) Class A
GOOGL
$3.62T
| $60.1M | 0.63% |
1,110,000
+566,000
| +104% | +$32.8M |
2017 Q3
7 quarters
|
|
|
17
PUT
Alphabet (Google) Class C
GOOG
$3.58T
| $58.5M | 0.61% |
1,082,000
+96,000
| +10% | +$5.54M |
2017 Q4
6 quarters
|
|
18
CALL
ExxonMobil
XOM
$695B
| $53.4M | 0.56% |
696,700
-86,100
| -11% | -$6.67M |
2017 Q4
6 quarters
|
|
|
19
PUT
State Street Energy Select Sector SPDR ETF
XLE
$42.3B
| $50.1M | 0.52% |
1,573,400
-246,600
| -14% | -$7.9M |
2017 Q4
6 quarters
|
|
20
CALL
JPMorgan Chase
JPM
$915B
| $48.5M | 0.51% |
434,200
+116,000
| +36% | +$12.8M |
2017 Q4
6 quarters
|
|
21
CALL
Johnson & Johnson
JNJ
$693B
| $47.9M | 0.5% |
343,800
+135,400
| +65% | +$18.7M |
2017 Q4
6 quarters
|
|
|
22
PUT
Microsoft
MSFT
$3.88T
| $45.4M | 0.47% |
339,100
+26,200
| +8% | +$3.33M |
2017 Q4
6 quarters
|
|
23
CALL
Home Depot
HD
$346B
| $44.4M | 0.46% |
213,300
-15,900
| -7% | -$3.17M |
2017 Q4
6 quarters
|
|
24
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.4B
| $40.8M | 0.43% |
683,800
+279,000
| +69% | +$16.3M |
2017 Q4
6 quarters
|
|
|
25
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$50.9B
| $39.4M | 0.41% |
425,500
-807,700
| -65% | -$72.6M |
2017 Q4
6 quarters
|
|
Similar funds
Two Sigma Securities's Q2 2019 Portfolio in Review
As of Q2 2019, Two Sigma Securities held 2,593 positions worth $9.6B, 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 $9.6B 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 $9.6B.
Based on Two Sigma Securities's 13F filing for Q2 2019, filed 14 Aug 2019.