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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
PCG icon
801
CALL
PG&E
PCG
$38.3B
$860K 0.01%
37,500
-3,000
-7% -$60.3K
JBHT icon
802
CALL
JB Hunt Transport Services
JBHT
$25.5B
$859K 0.01%
9,400
+6,000
+176% +$566K
GRUB
803
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$858K 0.01%
+5,500
New +$749K
CYBR
804
CALL
DELISTED
CyberArk
CYBR
$857K 0.01%
6,700
+2,400
+56% +$304K
WBD icon
805
CALL
Warner Bros
WBD
$65.9B
$857K 0.01%
27,900
+16,100
+136% +$468K
AGNC icon
806
PUT
AGNC Investment
AGNC
$12.4B
$856K 0.01%
+50,900
New +$885K
DKS icon
807
PUT
Dick's Sporting Goods
DKS
$17.5B
$845K 0.01%
24,400
-2,700
-10% -$98.9K
TROW icon
808
CALL
T. Rowe Price
TROW
$23.9B
$845K 0.01%
7,700
+3,200
+71% +$337K
CERN
809
CALL
DELISTED
Cerner Corp
CERN
$843K 0.01%
11,500
+2,500
+28% +$169K
GBT
810
PUT
DELISTED
Global Blood Therapeutics, Inc.
GBT
$842K 0.01%
16,000
+11,100
+227% +$638K
HON icon
811
Honeywell
HON
$77B
$841K 0.01%
5,112
-405
-7% -$64.5K
BYD icon
812
PUT
Boyd Gaming
BYD
$6.18B
$838K 0.01%
31,100
+12,100
+64% +$331K
DLTR icon
813
Dollar Tree
DLTR
$24.4B
$835K 0.01%
7,777
+4,725
+155% +$497K
MTB icon
814
CALL
M&T Bank
MTB
$35.7B
$833K 0.01%
+4,900
New +$812K
IQ icon
815
PUT
iQIYI
IQ
$1.23B
$832K 0.01%
40,300
+24,100
+149% +$498K
WOLF icon
816
CALL
Wolfspeed
WOLF
$1.23B
$831K 0.01%
14,800
-100
-0.7% -$6.11K
CHTR icon
817
PUT
Charter Communications
CHTR
$17.3B
$830K 0.01%
2,100
+1,100
+110% +$412K
CTSH icon
818
CALL
Cognizant
CTSH
$24.9B
$830K 0.01%
13,100
+9,600
+274% +$630K
AXON
819
CALL
Axon Enterprise
AXON
$42.5B
$828K 0.01%
12,900
+300
+2% +$19.6K
CBOE icon
820
Cboe Global Markets
CBOE
$32.5B
$828K 0.01%
+7,987
New +$828K
JBLU icon
821
CALL
JetBlue
JBLU
$2.28B
$828K 0.01%
44,800
+34,200
+323% +$612K
NOW icon
822
ServiceNow
NOW
$115B
$828K 0.01%
+15,075
New +$792K
CASY icon
823
PUT
Casey's General Stores
CASY
$32.2B
$827K 0.01%
5,300
+100
+2% +$13.6K
DD icon
824
DuPont de Nemours
DD
$18.5B
$827K 0.01%
8,780
+6,261
+249% +$748K
WMB icon
825
PUT
Williams Companies
WMB
$87.5B
$827K 0.01%
29,500
-11,700
-28% -$325K
31 32
33
34 35

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
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.