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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
IBB icon
351
iShares Biotechnology ETF
IBB
$9.55B
$2.97M 0.03%
27,225
+20,399
+299% +$2.17M
LRCX icon
352
CALL
Lam Research
LRCX
$337B
$2.97M 0.03%
158,000
-75,000
-32% -$1.42M
AVB icon
353
PUT
AvalonBay Communities
AVB
$27.2B
$2.97M 0.03%
14,600
+9,800
+204% +$1.99M
PSA icon
354
CALL
Public Storage
PSA
$61.7B
$2.95M 0.03%
12,400
-11,100
-47% -$2.55M
QCOM icon
355
PUT
Qualcomm
QCOM
$172B
$2.95M 0.03%
+38,800
New +$2.84M
FDX icon
356
PUT
FedEx
FDX
$74B
$2.94M 0.03%
17,900
+13,500
+307% +$2.36M
MMP
357
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$2.93M 0.03%
45,800
-25,200
-35% -$1.56M
LNG icon
358
PUT
Cheniere Energy
LNG
$52.8B
$2.92M 0.03%
42,700
+21,500
+101% +$1.42M
WDAY icon
359
CALL
Workday
WDAY
$39.4B
$2.92M 0.03%
14,200
+12,700
+847% +$2.56M
NVS icon
360
PUT
Novartis
NVS
$304B
$2.91M 0.03%
31,900
+12,370
+63% +$1.05M
PRU icon
361
PUT
Prudential Financial
PRU
$43B
$2.91M 0.03%
28,800
+7,600
+36% +$758K
IVE icon
362
iShares S&P 500 Value ETF
IVE
$49.6B
$2.9M 0.03%
24,896
+7,347
+42% +$842K
UWM icon
363
ProShares Ultra Russell2000
UWM
$249M
$2.89M 0.03%
84,066
+13,412
+19% +$456K
DFS
364
PUT
DELISTED
Discover Financial Services
DFS
$2.89M 0.03%
37,200
+10,700
+40% +$829K
QLD icon
365
ProShares Ultra QQQ
QLD
$12.2B
$2.88M 0.03%
240,336
+30,168
+14% +$353K
CTXS
366
PUT
DELISTED
Citrix Systems Inc
CTXS
$2.88M 0.03%
29,300
+25,200
+615% +$2.47M
BLK icon
367
PUT
Blackrock
BLK
$170B
$2.86M 0.03%
6,100
-400
-6% -$181K
SLB icon
368
PUT
SLB Ltd
SLB
$74.2B
$2.86M 0.03%
72,000
-20,700
-22% -$835K
DRI icon
369
CALL
Darden Restaurants
DRI
$23.7B
$2.84M 0.03%
23,300
+3,900
+20% +$464K
WBA
370
PUT
DELISTED
Walgreens Boots Alliance
WBA
$2.83M 0.03%
51,700
+27,800
+116% +$1.48M
PSX icon
371
PUT
Phillips 66
PSX
$82.5B
$2.82M 0.03%
30,100
+8,800
+41% +$790K
YUM icon
372
CALL
Yum! Brands
YUM
$41.4B
$2.8M 0.03%
25,300
+17,100
+209% +$1.78M
ADI icon
373
CALL
Analog Devices
ADI
$178B
$2.77M 0.03%
24,500
+14,200
+138% +$1.54M
XOP icon
374
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$2.75M 0.03%
25,276
+13,296
+111% +$1.53M
UAL icon
375
CALL
United Airlines
UAL
$40.2B
$2.74M 0.03%
31,300
+6,100
+24% +$516K
13 14
15
16 17

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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.