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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
EXAS
776
PUT
DELISTED
Exact Sciences
EXAS
$921K 0.01%
+7,800
New +$786K
OIH icon
777
CALL
VanEck Oil Services ETF
OIH
$2.06B
$920K 0.01%
3,105
-7,055
-69% -$2.2M
RIO icon
778
PUT
Rio Tinto
RIO
$158B
$916K 0.01%
14,700
+5,100
+53% +$306K
VCSH icon
779
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$910K 0.01%
11,282
-12,375
-52% -$988K
EQIX icon
780
PUT
Equinix
EQIX
$101B
$908K 0.01%
+1,800
New +$864K
MT icon
781
PUT
ArcelorMittal
MT
$52.9B
$903K 0.01%
50,100
+33,100
+195% +$624K
BSX icon
782
Boston Scientific
BSX
$69.5B
$902K 0.01%
+20,992
New +$807K
TEAM icon
783
CALL
Atlassian
TEAM
$25.6B
$890K 0.01%
6,800
+2,400
+55% +$289K
ALB icon
784
PUT
Albemarle
ALB
$13.9B
$887K 0.01%
12,600
+10,000
+385% +$738K
BMRN icon
785
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
$882K 0.01%
10,300
+3,800
+58% +$325K
DLTR icon
786
CALL
Dollar Tree
DLTR
$24.4B
$881K 0.01%
8,200
+4,900
+148% +$515K
WIX icon
787
CALL
WIX.com
WIX
$2.3B
$881K 0.01%
6,200
+4,000
+182% +$540K
MMM icon
788
3M
MMM
$90.9B
$879K 0.01%
+6,067
New +$934K
ETFC
789
DELISTED
E*Trade Financial Corporation
ETFC
$878K 0.01%
+19,697
New +$941K
PBR icon
790
CALL
Petrobras
PBR
$125B
$875K 0.01%
+56,200
New +$857K
D icon
791
CALL
Dominion Energy
D
$60.8B
$874K 0.01%
11,300
-15,000
-57% -$1.14M
AA icon
792
Alcoa
AA
$11.9B
$869K 0.01%
+37,102
New +$924K
FLR icon
793
Fluor
FLR
$7.01B
$869K 0.01%
25,808
+12,125
+89% +$406K
PHM icon
794
PUT
Pultegroup
PHM
$24.1B
$866K 0.01%
+27,400
New +$855K
DINO icon
795
CALL
HF Sinclair
DINO
$16.3B
$865K 0.01%
18,700
+1,200
+7% +$53.6K
EBAY icon
796
PUT
eBay
EBAY
$50.6B
$865K 0.01%
21,900
-4,800
-18% -$180K
HES
797
CALL
DELISTED
Hess
HES
$865K 0.01%
+13,600
New +$841K
XLB icon
798
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$865K 0.01%
+29,582
New +$834K
GSK icon
799
PUT
GSK
GSK
$104B
$864K 0.01%
17,280
+10,000
+137% +$502K
VRTX icon
800
CALL
Vertex Pharmaceuticals
VRTX
$121B
$862K 0.01%
4,700
-900
-16% -$157K
30 31
32
33 34

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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.