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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$2.07B 21.67%
7,077,800
-789,500
-10% -$227M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$1.13B 11.79%
3,851,400
-2,971,500
-44% -$856M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$445B
$375M 3.92%
2,007,700
-6,704,800
-77% -$1.23B
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$175M 1.82%
1,123,000
-925,000
-45% -$143M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$445B
$146M 1.53%
781,900
-1,299,700
-62% -$239M
AMZN icon
6
PUT
Amazon
AMZN
$2.48T
$142M 1.49%
1,502,000
+608,000
+68% +$56.6M
AMZN icon
7
CALL
Amazon
AMZN
$2.48T
$129M 1.35%
1,360,000
+828,000
+156% +$77.1M
SPY icon
8
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$124M 1.29%
422,580
+285,167
+208% +$82.1M
DIA icon
9
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$94.1M 0.98%
353,900
-158,300
-31% -$41.3M
MSFT icon
10
CALL
Microsoft
MSFT
$2.92T
$92.6M 0.97%
691,200
+69,500
+11% +$8.82M
DIA icon
11
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$80.2M 0.84%
301,700
-402,000
-57% -$105M
IWM icon
12
CALL
iShares Russell 2000 ETF
IWM
$80.4B
$76.7M 0.8%
493,100
-366,500
-43% -$56.5M
GOOG icon
13
CALL
Alphabet (Google) Class C
GOOG
$4.07T
$65.1M 0.68%
1,204,000
+184,000
+18% +$10.6M
AAPL icon
14
CALL
Apple
AAPL
$4.99T
$62.5M 0.65%
1,262,400
+368,800
+41% +$18M
GOOGL icon
15
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$60.1M 0.63%
1,110,000
+412,000
+59% +$23.9M
GOOGL icon
16
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$60.1M 0.63%
1,110,000
+566,000
+104% +$32.8M
GOOG icon
17
PUT
Alphabet (Google) Class C
GOOG
$4.07T
$58.5M 0.61%
1,082,000
+96,000
+10% +$5.54M
XOM icon
18
CALL
ExxonMobil
XOM
$634B
$53.4M 0.56%
696,700
-86,100
-11% -$6.67M
XLE icon
19
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$50.1M 0.52%
1,573,400
-246,600
-14% -$7.9M
JPM icon
20
CALL
JPMorgan Chase
JPM
$950B
$48.5M 0.51%
434,200
+116,000
+36% +$12.8M
JNJ icon
21
CALL
Johnson & Johnson
JNJ
$643B
$47.9M 0.5%
343,800
+135,400
+65% +$18.7M
MSFT icon
22
PUT
Microsoft
MSFT
$2.92T
$45.4M 0.47%
339,100
+26,200
+8% +$3.33M
HD icon
23
CALL
Home Depot
HD
$343B
$44.4M 0.46%
213,300
-15,900
-7% -$3.17M
XLY icon
24
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$40.8M 0.43%
683,800
+279,000
+69% +$16.3M
XLV icon
25
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$39.4M 0.41%
425,500
-807,700
-65% -$72.6M
1
2 3 4 5

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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.