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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
NEE icon
901
PUT
NextEra Energy
NEE
$181B
$717K 0.01%
14,000
+8,800
+169% +$433K
W icon
902
PUT
Wayfair
W
$11.2B
$715K 0.01%
4,900
+1,400
+40% +$211K
GBT
903
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
$715K 0.01%
13,600
-5,700
-30% -$328K
DKS icon
904
CALL
Dick's Sporting Goods
DKS
$17.5B
$713K 0.01%
20,600
-8,100
-28% -$297K
GHC icon
905
Graham Holdings Company
GHC
$5.1B
$711K 0.01%
+1,031
New +$720K
LH icon
906
PUT
Labcorp
LH
$25B
$709K 0.01%
4,772
+1,280
+37% +$179K
WU icon
907
CALL
Western Union
WU
$1.98B
$706K 0.01%
+35,500
New +$692K
XYL icon
908
CALL
Xylem
XYL
$27.3B
$703K 0.01%
+8,400
New +$669K
SPOT icon
909
PUT
Spotify
SPOT
$103B
$702K 0.01%
4,800
+400
+9% +$55K
AVGO icon
910
Broadcom
AVGO
$1.85T
$701K 0.01%
24,350
+10,660
+78% +$311K
STT icon
911
PUT
State Street
STT
$50.6B
$701K 0.01%
12,500
+1,700
+16% +$106K
AXON
912
PUT
Axon Enterprise
AXON
$42.5B
$700K 0.01%
10,900
+6,400
+142% +$417K
KLAC icon
913
PUT
KLA
KLAC
$239B
$697K 0.01%
+59,000
New +$682K
NEE icon
914
CALL
NextEra Energy
NEE
$181B
$697K 0.01%
13,600
-136,800
-91% -$6.73M
STX icon
915
CALL
Seagate
STX
$194B
$697K 0.01%
14,800
-60,000
-80% -$2.79M
YUM icon
916
PUT
Yum! Brands
YUM
$41.8B
$697K 0.01%
+6,300
New +$654K
IAU icon
917
iShares Gold Trust
IAU
$62.9B
$695K 0.01%
25,732
+14,013
+120% +$351K
TECK icon
918
CALL
Teck Resources
TECK
$29.6B
$694K 0.01%
30,100
-2,200
-7% -$49.3K
PRKS icon
919
CALL
United Parks & Resorts
PRKS
$2.1B
$694K 0.01%
+22,400
New +$615K
TSS
920
DELISTED
Total System Services, Inc.
TSS
$694K 0.01%
+5,412
New +$595K
TTWO icon
921
PUT
Take-Two Interactive
TTWO
$45.4B
$693K 0.01%
+6,100
New +$628K
HBAN icon
922
Huntington Bancshares
HBAN
$34.4B
$691K 0.01%
50,014
-4,337
-8% -$58.2K
ARRY
923
CALL
DELISTED
Array Biopharma Inc
ARRY
$690K 0.01%
+14,900
New +$418K
UN
924
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$686K 0.01%
11,300
-1,900
-14% -$114K
GLD icon
925
SPDR Gold Trust
GLD
$131B
$683K 0.01%
5,124
-39,621
-89% -$4.9M
35 36
37
38 39

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OAM
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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.