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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
WWE
976
CALL
DELISTED
World Wrestling Entertainment
WWE
$621K 0.01%
8,600
-5,300
-38% -$434K
IP icon
977
International Paper
IP
$21.6B
$618K 0.01%
+15,066
New +$638K
NBIS
978
CALL
Nebius Group N.V.
NBIS
$48.3B
$616K 0.01%
+16,200
New +$602K
AU icon
979
PUT
AngloGold Ashanti
AU
$40.1B
$614K 0.01%
+34,500
New +$463K
TEL icon
980
TE Connectivity
TEL
$59.6B
$613K 0.01%
6,396
-218
-3% -$19.7K
DGX icon
981
CALL
Quest Diagnostics
DGX
$25.7B
$611K 0.01%
6,000
+3,100
+107% +$298K
GDDY icon
982
CALL
GoDaddy
GDDY
$11B
$610K 0.01%
+8,700
New +$656K
AA icon
983
CALL
Alcoa
AA
$11.9B
$609K 0.01%
26,000
+8,800
+51% +$219K
NUGT icon
984
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
$609K 0.01%
+4,437
New +$410K
MIC
985
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$608K 0.01%
15,000
+2,600
+21% +$107K
BBWI icon
986
Bath & Body Works
BBWI
$4.06B
$604K 0.01%
+28,613
New +$566K
FIW icon
987
PUT
First Trust Water ETF
FIW
$1.85B
$602K 0.01%
11,000
+4,000
+57% +$208K
PPL
988
PUT
PPL Corp
PPL
$26.5B
$602K 0.01%
19,400
+8,200
+73% +$254K
APH icon
989
Amphenol
APH
$198B
$601K 0.01%
+25,068
New +$603K
APTV icon
990
PUT
Aptiv
APTV
$12B
$598K 0.01%
+7,400
New +$586K
KBE icon
991
State Street SPDR S&P Bank ETF
KBE
$1.64B
$598K 0.01%
13,783
-21,872
-61% -$950K
MLM icon
992
CALL
Martin Marietta Materials
MLM
$31.5B
$598K 0.01%
+2,600
New +$563K
A icon
993
CALL
Agilent Technologies
A
$39.1B
$597K 0.01%
+8,000
New +$593K
SAP icon
994
SAP
SAP
$212B
$597K 0.01%
4,365
+1,405
+47% +$175K
PXD
995
DELISTED
Pioneer Natural Resource Co.
PXD
$597K 0.01%
3,882
+849
+28% +$130K
CLF icon
996
PUT
Cleveland-Cliffs
CLF
$6.57B
$595K 0.01%
55,800
+23,700
+74% +$234K
ILF icon
997
iShares Latin America 40 ETF
ILF
$3.85B
$595K 0.01%
17,642
+10,927
+163% +$361K
XRAY icon
998
CALL
Dentsply Sirona
XRAY
$2.68B
$595K 0.01%
10,200
+3,300
+48% +$177K
CHK
999
DELISTED
Chesapeake Energy Corporation
CHK
$595K 0.01%
1,525
+443
+41% +$221K
CRUS icon
1000
CALL
Cirrus Logic
CRUS
$6.53B
$594K 0.01%
13,600
-300
-2% -$13K
38 39
40
41 42

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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.