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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
BSX icon
401
PUT
Boston Scientific
BSX
$68.4B
$2.52M 0.03%
58,600
+50,000
+581% +$1.92M
HAL icon
402
PUT
Halliburton
HAL
$26.1B
$2.52M 0.03%
110,700
+101,400
+1,090% +$2.63M
GDXJ icon
403
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.79B
$2.51M 0.03%
71,900
+28,200
+65% +$859K
MMP
404
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$2.49M 0.03%
38,900
+16,600
+74% +$1.03M
WBA
405
CALL
DELISTED
Walgreens Boots Alliance
WBA
$2.48M 0.03%
45,300
-78,800
-63% -$4.19M
BBY icon
406
CALL
Best Buy
BBY
$18.9B
$2.47M 0.03%
35,400
+28,000
+378% +$1.95M
GIS icon
407
CALL
General Mills
GIS
$20.4B
$2.47M 0.03%
47,000
+19,700
+72% +$1.02M
CCL icon
408
CALL
Carnival Corporation Ltd
CCL
$38B
$2.47M 0.03%
53,000
-3,700
-7% -$194K
LVS icon
409
PUT
Las Vegas Sands
LVS
$32B
$2.45M 0.03%
+41,400
New +$2.56M
JD icon
410
CALL
JD.com
JD
$43.2B
$2.44M 0.03%
80,600
+48,100
+148% +$1.38M
BLK icon
411
CALL
Blackrock
BLK
$170B
$2.44M 0.03%
5,200
-600
-10% -$271K
ADSK icon
412
CALL
Autodesk
ADSK
$51.4B
$2.43M 0.03%
+14,900
New +$2.51M
EQR icon
413
CALL
Equity Residential
EQR
$25.6B
$2.41M 0.03%
31,700
+4,000
+14% +$306K
SCHW
414
CALL
Charles Schwab
SCHW
$184B
$2.4M 0.03%
59,600
+53,100
+817% +$2.31M
IYR icon
415
CALL
iShares US Real Estate ETF
IYR
$4.73B
$2.39M 0.03%
+27,400
New +$2.4M
NOC icon
416
PUT
Northrop Grumman
NOC
$77.2B
$2.39M 0.03%
+7,400
New +$2.21M
ENB icon
417
CALL
Enbridge
ENB
$121B
$2.39M 0.02%
+66,200
New +$2.41M
TWTR
418
PUT
DELISTED
Twitter, Inc.
TWTR
$2.39M 0.02%
68,400
+5,300
+8% +$194K
X
419
CALL
DELISTED
US Steel
X
$2.37M 0.02%
154,500
+50,300
+48% +$775K
CLX icon
420
PUT
Clorox
CLX
$12B
$2.36M 0.02%
15,400
+12,200
+381% +$1.86M
GSK icon
421
CALL
GSK
GSK
$106B
$2.35M 0.02%
47,040
+37,360
+386% +$1.87M
MGM icon
422
CALL
MGM Resorts International
MGM
$11.7B
$2.34M 0.02%
+81,900
New +$2.19M
BP icon
423
PUT
BP
BP
$112B
$2.33M 0.02%
56,741
+27,150
+92% +$1.14M
PPG icon
424
CALL
PPG Industries
PPG
$25B
$2.32M 0.02%
19,900
+16,000
+410% +$1.82M
T icon
425
AT&T
T
$167B
$2.31M 0.02%
+91,414
New +$2.19M
15 16
17
18 19

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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.