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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
PHM icon
601
CALL
Pultegroup
PHM
$24.6B
$1.4M 0.01%
+44,200
New +$1.38M
XLNX
602
PUT
DELISTED
Xilinx Inc
XLNX
$1.39M 0.01%
11,800
+7,700
+188% +$898K
AAP icon
603
CALL
Advance Auto Parts
AAP
$3.36B
$1.39M 0.01%
9,000
+2,400
+36% +$390K
MTN icon
604
CALL
Vail Resorts
MTN
$5.32B
$1.38M 0.01%
+6,200
New +$1.38M
CXO
605
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$1.38M 0.01%
+13,400
New +$1.45M
AMZN icon
606
Amazon
AMZN
$3.06T
$1.38M 0.01%
14,540
+10,660
+275% +$993K
WB icon
607
CALL
Weibo
WB
$2.01B
$1.37M 0.01%
31,400
+12,900
+70% +$723K
INTU icon
608
PUT
Intuit
INTU
$87.1B
$1.36M 0.01%
5,200
+500
+11% +$127K
HP icon
609
CALL
Helmerich & Payne
HP
$3.41B
$1.36M 0.01%
26,800
-11,600
-30% -$639K
MRO
610
CALL
DELISTED
Marathon Oil Corporation
MRO
$1.35M 0.01%
95,300
+8,900
+10% +$138K
RDS.A
611
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.35M 0.01%
+20,800
New +$1.33M
TXT icon
612
CALL
Textron
TXT
$14.9B
$1.34M 0.01%
25,300
+20,300
+406% +$1.03M
ETR icon
613
CALL
Entergy
ETR
$50.4B
$1.34M 0.01%
26,000
-137,800
-84% -$6.72M
GE icon
614
PUT
GE Aerospace
GE
$383B
$1.34M 0.01%
25,561
-3,792
-13% -$187K
BHP icon
615
BHP
BHP
$212B
$1.33M 0.01%
+25,726
New +$1.24M
VMC icon
616
PUT
Vulcan Materials
VMC
$36.7B
$1.33M 0.01%
9,700
+4,600
+90% +$587K
ABBV icon
617
AbbVie
ABBV
$433B
$1.33M 0.01%
+18,304
New +$1.44M
DLR icon
618
CALL
Digital Realty Trust
DLR
$70.7B
$1.33M 0.01%
11,300
+4,400
+64% +$524K
BALL icon
619
CALL
Ball Corp
BALL
$17.3B
$1.33M 0.01%
19,000
+6,700
+54% +$416K
SO icon
620
PUT
Southern Company
SO
$107B
$1.33M 0.01%
24,000
-26,900
-53% -$1.44M
BNY
621
PUT
Bank of New York Mellon
BNY
$106B
$1.32M 0.01%
30,000
+12,200
+69% +$573K
FAS icon
622
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
$1.32M 0.01%
17,876
+6,025
+51% +$419K
ITB icon
623
iShares US Home Construction ETF
ITB
$2.25B
$1.32M 0.01%
34,524
-2,395
-6% -$90.6K
ROP icon
624
CALL
Roper Technologies
ROP
$38.8B
$1.32M 0.01%
+3,600
New +$1.28M
HAL icon
625
CALL
Halliburton
HAL
$26.6B
$1.31M 0.01%
57,600
+800
+1% +$20.8K
23 24
25
26 27

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

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.