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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
GRUB
876
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$749K 0.01%
+4,800
New +$654K
KMX icon
877
PUT
CarMax
KMX
$8.13B
$747K 0.01%
8,600
+4,600
+115% +$360K
IAT icon
878
iShares US Regional Banks ETF
IAT
$674M
$746K 0.01%
16,251
-19,399
-54% -$885K
SNPS icon
879
CALL
Synopsys
SNPS
$74.4B
$746K 0.01%
+5,800
New +$698K
EDIT icon
880
CALL
Editas Medicine
EDIT
$396M
$745K 0.01%
30,100
+17,100
+132% +$408K
WY icon
881
PUT
Weyerhaeuser
WY
$18B
$745K 0.01%
+28,300
New +$719K
SJNK icon
882
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$743K 0.01%
27,268
+1,935
+8% +$52.5K
OLLI icon
883
Ollie's Bargain Outlet
OLLI
$4.44B
$742K 0.01%
+8,519
New +$803K
BBWI icon
884
CALL
Bath & Body Works
BBWI
$4.06B
$741K 0.01%
35,131
+17,071
+95% +$338K
BX icon
885
Blackstone
BX
$102B
$740K 0.01%
16,661
-3,137
-16% -$125K
ACIA
886
CALL
DELISTED
Acacia Communications Inc
ACIA
$740K 0.01%
15,700
+2,100
+15% +$110K
CLR
887
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$737K 0.01%
17,500
+11,000
+169% +$470K
AG icon
888
CALL
First Majestic Silver
AG
$7.41B
$736K 0.01%
93,000
+81,000
+675% +$512K
TWLO icon
889
CALL
Twilio
TWLO
$30B
$736K 0.01%
+5,400
New +$719K
GOOG icon
890
Alphabet (Google) Class C
GOOG
$4.36T
$735K 0.01%
13,600
-52,620
-79% -$3.04M
SWKS icon
891
CALL
Skyworks Solutions
SWKS
$9.37B
$734K 0.01%
9,500
-21,400
-69% -$1.7M
LRCX icon
892
Lam Research
LRCX
$367B
$732K 0.01%
+38,960
New +$739K
LYFT icon
893
Lyft
LYFT
$6.02B
$730K 0.01%
+11,116
New +$668K
ZBH icon
894
CALL
Zimmer Biomet
ZBH
$18.2B
$730K 0.01%
6,386
-12,463
-66% -$1.46M
CAG icon
895
Conagra Brands
CAG
$6.94B
$729K 0.01%
27,492
-21,889
-44% -$636K
WPC icon
896
W.P. Carey
WPC
$16.8B
$729K 0.01%
9,163
+1,030
+13% +$81.6K
TTE icon
897
CALL
TotalEnergies
TTE
$195B
$725K 0.01%
13,000
-16,800
-56% -$917K
DIS icon
898
Walt Disney
DIS
$167B
$722K 0.01%
5,167
-14,635
-74% -$1.94M
CBRE icon
899
PUT
CBRE Group
CBRE
$42.5B
$718K 0.01%
+14,000
New +$696K
CPB icon
900
CALL
Campbell Soup
CPB
$6.55B
$717K 0.01%
+17,900
New +$703K
34 35
36
37 38

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NOCM
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TIM
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QIM
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OMG
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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.