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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
VGSH icon
926
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$682K 0.01%
11,185
-3,364
-23% -$204K
HLF icon
927
CALL
Herbalife
HLF
$1.29B
$680K 0.01%
15,900
-5,000
-24% -$237K
AMGN icon
928
Amgen
AMGN
$208B
$679K 0.01%
3,682
-1,866
-34% -$334K
HRB icon
929
H&R Block
HRB
$5.58B
$678K 0.01%
+23,136
New +$622K
TDG icon
930
TransDigm Group
TDG
$70.2B
$675K 0.01%
1,395
+384
+38% +$180K
DCUD
931
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$674K 0.01%
+13,404
New +$667K
F icon
932
PUT
Ford
F
$58.5B
$673K 0.01%
+65,800
New +$649K
BKNG icon
933
Booking.com
BKNG
$149B
$671K 0.01%
8,950
-2,525
-22% -$181K
DUK icon
934
Duke Energy
DUK
$97.8B
$671K 0.01%
7,601
+4,138
+119% +$366K
ROK icon
935
Rockwell Automation
ROK
$53.4B
$671K 0.01%
4,098
+2,703
+194% +$457K
FE icon
936
FirstEnergy
FE
$28B
$669K 0.01%
+15,629
New +$657K
MDB icon
937
PUT
MongoDB
MDB
$27.1B
$669K 0.01%
4,400
+2,800
+175% +$406K
COHR
938
CALL
DELISTED
Coherent Inc
COHR
$668K 0.01%
+4,900
New +$662K
COR icon
939
PUT
Cencora
COR
$60.6B
$665K 0.01%
7,800
+800
+11% +$63.3K
XEC
940
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$664K 0.01%
11,200
+3,800
+51% +$243K
TSM icon
941
PUT
TSMC
TSM
$2.1T
$662K 0.01%
+16,900
New +$696K
DIN icon
942
CALL
Dine Brands
DIN
$456M
$659K 0.01%
6,900
+2,900
+73% +$265K
IEI icon
943
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$658K 0.01%
5,235
-5,474
-51% -$677K
WSM icon
944
PUT
Williams-Sonoma
WSM
$26.9B
$657K 0.01%
+20,200
New +$579K
ALLY icon
945
Ally Financial
ALLY
$13.2B
$654K 0.01%
+21,091
New +$622K
AME icon
946
PUT
Ametek
AME
$55.4B
$654K 0.01%
+7,200
New +$617K
IP icon
947
PUT
International Paper
IP
$21.6B
$654K 0.01%
+15,946
New +$675K
TSCO icon
948
CALL
Tractor Supply
TSCO
$16.1B
$653K 0.01%
+30,000
New +$620K
LM
949
CALL
DELISTED
Legg Mason, Inc.
LM
$651K 0.01%
+17,000
New +$587K
STI
950
DELISTED
SunTrust Banks, Inc.
STI
$651K 0.01%
10,365
+5,763
+125% +$362K
36 37
38
39 40

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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.