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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
JD icon
451
PUT
JD.com
JD
$43.4B
$2.09M 0.02%
69,000
+41,600
+152% +$1.2M
PPL
452
CALL
PPL Corp
PPL
$27.3B
$2.09M 0.02%
67,400
+15,700
+30% +$487K
ADSK icon
453
PUT
Autodesk
ADSK
$52.4B
$2.08M 0.02%
+12,800
New +$2.15M
GOOGL icon
454
Alphabet (Google) Class A
GOOGL
$4.12T
$2.08M 0.02%
38,440
-7,840
-17% -$454K
WM icon
455
Waste Management
WM
$95.9B
$2.08M 0.02%
17,997
+15,798
+718% +$1.71M
BBY icon
456
PUT
Best Buy
BBY
$19.1B
$2.06M 0.02%
29,500
+4,000
+16% +$279K
WDC icon
457
CALL
Western Digital
WDC
$165B
$2.05M 0.02%
57,154
+32,811
+135% +$1.12M
GWPH
458
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$2.05M 0.02%
11,900
+1,400
+13% +$242K
STLD icon
459
CALL
Steel Dynamics
STLD
$36.5B
$2.04M 0.02%
+67,700
New +$2.07M
ATVI
460
CALL
DELISTED
Activision Blizzard
ATVI
$2.04M 0.02%
43,200
+16,400
+61% +$753K
TLT icon
461
iShares 20+ Year Treasury Bond ETF
TLT
$42.9B
$2.02M 0.02%
+15,218
New +$1.93M
DHI icon
462
PUT
D.R. Horton
DHI
$41.9B
$2.02M 0.02%
+46,800
New +$2.07M
KRE icon
463
State Street SPDR S&P Regional Banking ETF
KRE
$4.52B
$2.02M 0.02%
37,774
-24,663
-40% -$1.32M
AAL icon
464
PUT
American Airlines Group
AAL
$9.94B
$2.01M 0.02%
61,700
+7,800
+14% +$252K
RCL icon
465
PUT
Royal Caribbean
RCL
$86.5B
$2.01M 0.02%
16,600
+14,800
+822% +$1.8M
HIG icon
466
CALL
Hartford Financial Services
HIG
$39.9B
$2.01M 0.02%
+36,100
New +$1.91M
GPC icon
467
CALL
Genuine Parts
GPC
$17.9B
$2.01M 0.02%
19,400
+12,900
+198% +$1.34M
AGNC icon
468
CALL
AGNC Investment
AGNC
$12.8B
$2M 0.02%
119,200
+60,800
+104% +$1.06M
OIH icon
469
VanEck Oil Services ETF
OIH
$1.99B
$2M 0.02%
+6,765
New +$2.11M
MCK icon
470
PUT
McKesson
MCK
$105B
$1.96M 0.02%
14,600
+10,200
+232% +$1.27M
SJM icon
471
CALL
J.M. Smucker
SJM
$13.6B
$1.95M 0.02%
16,900
+2,700
+19% +$330K
AMTD
472
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.94M 0.02%
38,900
+26,000
+202% +$1.35M
XLC icon
473
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$1.94M 0.02%
39,387
+9,220
+31% +$448K
TRV icon
474
CALL
Travelers Companies
TRV
$82.1B
$1.93M 0.02%
12,900
-5,400
-30% -$779K
PAAS icon
475
CALL
Pan American Silver
PAAS
$18B
$1.93M 0.02%
149,100
+129,100
+646% +$1.56M
17 18
19
20 21

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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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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.