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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
MRVL icon
726
Marvell Technology
MRVL
$168B
$1.01M 0.01%
42,359
+25,914
+158% +$605K
TWLO icon
727
PUT
Twilio
TWLO
$30B
$1.01M 0.01%
+7,400
New +$985K
HIG icon
728
Hartford Financial Services
HIG
$38.9B
$1.01M 0.01%
+18,072
New +$954K
TOL icon
729
PUT
Toll Brothers
TOL
$13.6B
$1.01M 0.01%
27,500
+13,800
+101% +$515K
KRE icon
730
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.63B
$1M 0.01%
18,800
+10,000
+114% +$534K
WM icon
731
CALL
Waste Management
WM
$90.6B
$1M 0.01%
8,700
+500
+6% +$54.3K
FDS icon
732
PUT
Factset
FDS
$9.36B
$1M 0.01%
3,500
+1,400
+67% +$387K
ASML icon
733
CALL
ASML
ASML
$626B
$998K 0.01%
+4,800
New +$954K
CIEN icon
734
PUT
Ciena
CIEN
$53.4B
$995K 0.01%
+24,200
New +$931K
ABEV icon
735
Ambev
ABEV
$48.1B
$993K 0.01%
+212,631
New +$953K
TCOM icon
736
CALL
Trip.com Group
TCOM
$29.6B
$993K 0.01%
26,900
+12,400
+86% +$489K
HOG icon
737
CALL
Harley-Davidson
HOG
$2.58B
$992K 0.01%
+27,700
New +$1.01M
CIEN icon
738
CALL
Ciena
CIEN
$53.4B
$987K 0.01%
24,000
+16,100
+204% +$620K
COP icon
739
ConocoPhillips
COP
$147B
$985K 0.01%
+16,145
New +$1M
DVN icon
740
Devon Energy
DVN
$52.1B
$984K 0.01%
34,519
+11,139
+48% +$331K
NOC icon
741
Northrop Grumman
NOC
$77.1B
$984K 0.01%
+3,046
New +$908K
EXPE icon
742
Expedia Group
EXPE
$35.4B
$981K 0.01%
7,376
+2,816
+62% +$347K
JBL icon
743
CALL
Jabil
JBL
$33B
$980K 0.01%
+31,000
New +$890K
WYNN icon
744
Wynn Resorts
WYNN
$10.3B
$980K 0.01%
7,906
+5,554
+236% +$714K
TTD icon
745
CALL
Trade Desk
TTD
$8.48B
$979K 0.01%
43,000
+7,000
+19% +$150K
URBN icon
746
PUT
Urban Outfitters
URBN
$6.35B
$976K 0.01%
+42,900
New +$1.16M
PNC icon
747
PUT
PNC Financial Services
PNC
$99.7B
$975K 0.01%
+7,100
New +$939K
APD icon
748
PUT
Air Products & Chemicals
APD
$65.7B
$973K 0.01%
4,300
+2,700
+169% +$559K
ROKU icon
749
PUT
Roku
ROKU
$21.5B
$969K 0.01%
+10,700
New +$859K
NI icon
750
NiSource
NI
$21.3B
$968K 0.01%
+33,614
New +$947K
28 29
30
31 32

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.