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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
EL icon
551
PUT
Estee Lauder
EL
$30.8B
$1.56M 0.02%
+8,500
New +$1.45M
DBX icon
552
CALL
Dropbox
DBX
$7.78B
$1.55M 0.02%
+62,000
New +$1.43M
KO icon
553
Coca-Cola
KO
$383B
$1.55M 0.02%
30,393
+23,186
+322% +$1.14M
MCK icon
554
CALL
McKesson
MCK
$104B
$1.54M 0.02%
11,500
+1,400
+14% +$175K
APA icon
555
CALL
APA Corp
APA
$12.9B
$1.54M 0.02%
53,300
+9,400
+21% +$292K
TTWO icon
556
CALL
Take-Two Interactive
TTWO
$46.8B
$1.54M 0.02%
13,600
+9,500
+232% +$978K
RDS.A
557
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.54M 0.02%
23,661
+19,688
+496% +$1.26M
KBH icon
558
CALL
KB Home
KBH
$3.5B
$1.54M 0.02%
59,800
+20,400
+52% +$525K
PXD
559
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$1.54M 0.02%
10,000
+4,200
+72% +$644K
RF icon
560
PUT
Regions Financial
RF
$26.5B
$1.53M 0.02%
102,600
+75,400
+277% +$1.11M
TOL icon
561
CALL
Toll Brothers
TOL
$14.3B
$1.53M 0.02%
41,800
+23,400
+127% +$873K
SRE icon
562
CALL
Sempra
SRE
$58.2B
$1.53M 0.02%
22,200
-13,800
-38% -$905K
CMA
563
PUT
DELISTED
Comerica
CMA
$1.52M 0.02%
20,900
-400
-2% -$29.7K
BKLN icon
564
Invesco Senior Loan ETF
BKLN
$6.97B
$1.52M 0.02%
66,962
+27,021
+68% +$616K
WELL icon
565
CALL
Welltower
WELL
$173B
$1.51M 0.02%
18,500
-25,700
-58% -$2.02M
JNK icon
566
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
$1.5M 0.02%
13,789
+8,500
+161% +$917K
KR icon
567
PUT
Kroger
KR
$36.5B
$1.5M 0.02%
+69,000
New +$1.68M
VNO icon
568
CALL
Vornado Realty Trust
VNO
$7.73B
$1.49M 0.02%
23,300
+12,900
+124% +$867K
EXC icon
569
PUT
Exelon
EXC
$47.9B
$1.49M 0.02%
+43,602
New +$1.54M
XRT icon
570
PUT
State Street SPDR S&P Retail ETF
XRT
$462M
$1.49M 0.02%
35,200
-80,900
-70% -$3.51M
CMS icon
571
CALL
CMS Energy
CMS
$22.9B
$1.49M 0.02%
25,700
+2,900
+13% +$163K
URI icon
572
PUT
United Rentals
URI
$66.5B
$1.49M 0.02%
11,200
+6,600
+143% +$838K
NOV icon
573
CALL
NOV
NOV
$6.87B
$1.48M 0.02%
66,700
+50,700
+317% +$1.22M
ORLY icon
574
CALL
O'Reilly Automotive
ORLY
$75.5B
$1.48M 0.02%
60,000
+45,000
+300% +$1.14M
F icon
575
CALL
Ford
F
$62.2B
$1.47M 0.02%
143,900
+128,000
+805% +$1.26M
21 22
23
24 25

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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.