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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
WLL
1001
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$594K 0.01%
424
+316
+293% +$543K
SSYS icon
1002
CALL
Stratasys
SSYS
$679M
$593K 0.01%
+20,200
New +$480K
SCHO icon
1003
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$592K 0.01%
23,402
-3,272
-12% -$82.2K
SINA
1004
CALL
DELISTED
Sina Corp
SINA
$591K 0.01%
13,700
+9,200
+204% +$482K
GWW icon
1005
PUT
W.W. Grainger
GWW
$65.3B
$590K 0.01%
+2,200
New +$617K
OMC icon
1006
CALL
Omnicom Group
OMC
$21.6B
$590K 0.01%
7,200
-6,300
-47% -$497K
EXC icon
1007
Exelon
EXC
$47.2B
$589K 0.01%
+17,228
New +$608K
GWRE icon
1008
CALL
Guidewire Software
GWRE
$12.6B
$588K 0.01%
5,800
+200
+4% +$20.4K
JCI icon
1009
CALL
Johnson Controls International
JCI
$88.8B
$587K 0.01%
14,200
-23,200
-62% -$892K
WBA
1010
DELISTED
Walgreens Boots Alliance
WBA
$586K 0.01%
10,726
-1,445
-12% -$76.8K
DPZ icon
1011
PUT
Domino's
DPZ
$11.5B
$584K 0.01%
2,100
-700
-25% -$191K
EWA icon
1012
iShares MSCI Australia ETF
EWA
$1.39B
$583K 0.01%
25,857
+2,765
+12% +$60.5K
LUMN icon
1013
Lumen
LUMN
$6.57B
$583K 0.01%
49,569
-41
-0.1% -$461
PEG icon
1014
Public Service Enterprise Group
PEG
$38.2B
$583K 0.01%
+9,912
New +$591K
CMP icon
1015
CALL
Compass Minerals
CMP
$1.23B
$582K 0.01%
10,600
+6,200
+141% +$343K
URBN icon
1016
CALL
Urban Outfitters
URBN
$6.35B
$582K 0.01%
25,600
+16,000
+167% +$433K
CX icon
1017
Cemex
CX
$17.1B
$581K 0.01%
137,117
+7,208
+6% +$32.2K
TDG icon
1018
CALL
TransDigm Group
TDG
$70.2B
$581K 0.01%
+1,200
New +$561K
MPC icon
1019
Marathon Petroleum
MPC
$92.4B
$580K 0.01%
10,376
+657
+7% +$36K
TTE icon
1020
PUT
TotalEnergies
TTE
$195B
$580K 0.01%
10,400
-28,000
-73% -$1.53M
DBEF icon
1021
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.17B
$579K 0.01%
+18,302
New +$581K
EWC icon
1022
iShares MSCI Canada ETF
EWC
$6.13B
$579K 0.01%
20,238
-122,060
-86% -$3.44M
PAYX icon
1023
Paychex
PAYX
$41.6B
$579K 0.01%
+7,033
New +$593K
GILD icon
1024
Gilead Sciences
GILD
$162B
$578K 0.01%
8,554
-4,804
-36% -$316K
SHAK icon
1025
PUT
Shake Shack
SHAK
$2.53B
$578K 0.01%
+8,000
New +$494K
39 40
41
42 43

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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.