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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
EBAY icon
476
CALL
eBay
EBAY
$51.5B
$1.92M 0.02%
48,700
+20,700
+74% +$778K
EA icon
477
Electronic Arts
EA
$52.4B
$1.92M 0.02%
18,947
+9,878
+109% +$941K
RF icon
478
CALL
Regions Financial
RF
$26.5B
$1.92M 0.02%
128,200
+81,700
+176% +$1.21M
RY icon
479
Royal Bank of Canada
RY
$288B
$1.9M 0.02%
+23,946
New +$1.87M
LNG icon
480
CALL
Cheniere Energy
LNG
$54B
$1.9M 0.02%
27,700
+13,300
+92% +$880K
F icon
481
Ford
F
$61.6B
$1.89M 0.02%
184,743
+129,790
+236% +$1.28M
ALGN icon
482
PUT
Align Technology
ALGN
$12.9B
$1.89M 0.02%
+6,900
New +$2.08M
SWKS icon
483
PUT
Skyworks Solutions
SWKS
$9.35B
$1.86M 0.02%
24,100
+14,000
+139% +$1.11M
WYNN icon
484
PUT
Wynn Resorts
WYNN
$10.2B
$1.86M 0.02%
+15,000
New +$1.93M
AMTD
485
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.86M 0.02%
37,200
+12,900
+53% +$669K
TAP icon
486
CALL
Molson Coors Class B
TAP
$8.09B
$1.85M 0.02%
33,000
+9,500
+40% +$555K
BIIB icon
487
Biogen
BIIB
$31B
$1.84M 0.02%
7,870
+5,140
+188% +$1.19M
CSX icon
488
PUT
CSX Corp
CSX
$93.6B
$1.84M 0.02%
71,400
+60,000
+526% +$1.55M
VRSN icon
489
PUT
VeriSign
VRSN
$26.2B
$1.84M 0.02%
8,800
+2,500
+40% +$491K
ELV icon
490
PUT
Elevance Health
ELV
$82.3B
$1.83M 0.02%
6,500
– –
VTR icon
491
CALL
Ventas
VTR
$47.5B
$1.83M 0.02%
26,800
+9,900
+59% +$631K
CME icon
492
PUT
CME Group
CME
$95.6B
$1.82M 0.02%
9,400
+3,000
+47% +$553K
SBAC icon
493
CALL
SBA Communications
SBAC
$18.8B
$1.82M 0.02%
8,100
-4,400
-35% -$929K
TSM icon
494
CALL
TSMC
TSM
$1.96T
$1.82M 0.02%
+46,500
New +$1.91M
WY icon
495
CALL
Weyerhaeuser
WY
$17.6B
$1.82M 0.02%
+69,000
New +$1.75M
IEF icon
496
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$1.81M 0.02%
16,477
+9,176
+126% +$983K
CB icon
497
PUT
Chubb
CB
$141B
$1.8M 0.02%
12,200
+8,500
+230% +$1.23M
GWW icon
498
CALL
W.W. Grainger
GWW
$64.5B
$1.8M 0.02%
6,700
+4,800
+253% +$1.35M
WPM icon
499
PUT
Wheaton Precious Metals
WPM
$48.8B
$1.79M 0.02%
74,200
+53,100
+252% +$1.18M
PII icon
500
CALL
Polaris
PII
$3.79B
$1.79M 0.02%
19,600
+12,700
+184% +$1.16M
18 19
20
21 22

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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.