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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
HP icon
526
PUT
Helmerich & Payne
HP
$3.33B
$1.64M 0.02%
32,400
+2,400
+8% +$132K
SWKS icon
527
Skyworks Solutions
SWKS
$9.57B
$1.64M 0.02%
+21,194
New +$1.68M
PVH icon
528
CALL
PVH
PVH
$4.05B
$1.64M 0.02%
17,300
+9,000
+108% +$995K
MS icon
529
Morgan Stanley
MS
$324B
$1.63M 0.02%
37,179
+31,313
+534% +$1.4M
FCX icon
530
CALL
Freeport-McMoran
FCX
$87.1B
$1.63M 0.02%
140,100
+30,600
+28% +$356K
PRGO icon
531
CALL
Perrigo
PRGO
$1.45B
$1.62M 0.02%
34,100
+27,900
+450% +$1.33M
DVN icon
532
CALL
Devon Energy
DVN
$51B
$1.62M 0.02%
56,900
+27,800
+96% +$826K
NOW icon
533
PUT
ServiceNow
NOW
$120B
$1.62M 0.02%
29,500
+21,000
+247% +$1.1M
OLLI icon
534
CALL
Ollie's Bargain Outlet
OLLI
$4.35B
$1.62M 0.02%
18,600
+16,000
+615% +$1.51M
BIDU icon
535
Baidu
BIDU
$36.1B
$1.62M 0.02%
13,767
+8,212
+148% +$1.17M
EWZ icon
536
iShares MSCI Brazil ETF
EWZ
$9.03B
$1.61M 0.02%
36,933
-10,513
-22% -$434K
USO icon
537
United States Oil Fund
USO
$2.14B
$1.61M 0.02%
16,716
+10,981
+191% +$1.1M
HON icon
538
PUT
Honeywell
HON
$77.2B
$1.61M 0.02%
9,761
+6,684
+217% +$1.06M
EWW icon
539
CALL
iShares MSCI Mexico ETF
EWW
$1.9B
$1.6M 0.02%
37,000
-10,200
-22% -$458K
SYY icon
540
CALL
Sysco
SYY
$40.9B
$1.6M 0.02%
22,700
-4,300
-16% -$306K
FEZ icon
541
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.31B
$1.59M 0.02%
41,647
+19,054
+84% +$718K
XLNX
542
DELISTED
Xilinx Inc
XLNX
$1.59M 0.02%
13,487
+10,092
+297% +$1.18M
BMY icon
543
Bristol-Myers Squibb
BMY
$129B
$1.59M 0.02%
35,033
+30,589
+688% +$1.42M
GE icon
544
CALL
GE Aerospace
GE
$368B
$1.58M 0.02%
30,216
-2,187
-7% -$108K
WFC icon
545
Wells Fargo
WFC
$257B
$1.58M 0.02%
33,393
+4,914
+17% +$230K
MGM icon
546
PUT
MGM Resorts International
MGM
$11.8B
$1.57M 0.02%
+55,000
New +$1.47M
PYPL icon
547
PUT
PayPal
PYPL
$50.9B
$1.57M 0.02%
13,700
-31,900
-70% -$3.54M
LIN icon
548
Linde
LIN
$236B
$1.56M 0.02%
7,796
+4,357
+127% +$815K
CTXS
549
DELISTED
Citrix Systems Inc
CTXS
$1.56M 0.02%
15,939
+10,583
+198% +$1.04M
MCO icon
550
CALL
Moody's
MCO
$84.1B
$1.56M 0.02%
8,000
+3,000
+60% +$569K
20 21
22
23 24

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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.