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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
RMD icon
1051
ResMed
RMD
$30.6B
$558K 0.01%
4,571
+535
+13% +$59.3K
MCHP icon
1052
Microchip Technology
MCHP
$40.3B
$557K 0.01%
12,848
+6,462
+101% +$287K
TXT icon
1053
PUT
Textron
TXT
$14.7B
$557K 0.01%
+10,500
New +$532K
HST icon
1054
PUT
Host Hotels & Resorts
HST
$17.2B
$556K 0.01%
+30,500
New +$575K
HDS
1055
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
$556K 0.01%
+13,800
New +$592K
EW icon
1056
PUT
Edwards Lifesciences
EW
$49.6B
$554K 0.01%
9,000
-300
-3% -$18.1K
BIL icon
1057
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$553K 0.01%
6,033
-74,609
-93% -$6.83M
IGSB icon
1058
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$553K 0.01%
+10,349
New +$547K
FIS icon
1059
PUT
Fidelity National Information Services
FIS
$23.1B
$552K 0.01%
4,500
-3,700
-45% -$435K
WAT icon
1060
Waters Corp
WAT
$37B
$550K 0.01%
2,557
+1,637
+178% +$358K
WEN icon
1061
CALL
Wendy's
WEN
$1.4B
$550K 0.01%
+28,100
New +$529K
EIDO icon
1062
iShares MSCI Indonesia ETF
EIDO
$480M
$549K 0.01%
+21,122
New +$533K
PYPL icon
1063
PayPal
PYPL
$48.9B
$548K 0.01%
+4,791
New +$531K
EFX icon
1064
Equifax
EFX
$20.3B
$547K 0.01%
+4,046
New +$507K
CASY icon
1065
CALL
Casey's General Stores
CASY
$32.2B
$546K 0.01%
3,500
-3,500
-50% -$478K
OKE icon
1066
PUT
Oneok
OKE
$57.2B
$544K 0.01%
7,900
+2,800
+55% +$189K
CZR
1067
DELISTED
Caesars Entertainment Corporation
CZR
$543K 0.01%
45,966
+34,833
+313% +$330K
TRIP icon
1068
CALL
TripAdvisor
TRIP
$1.65B
$542K 0.01%
11,700
-200
-2% -$9.75K
FAS icon
1069
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$540K 0.01%
+7,300
New +$508K
WIX icon
1070
PUT
WIX.com
WIX
$2.3B
$540K 0.01%
3,800
+400
+12% +$54K
SIX
1071
DELISTED
Six Flags Entertainment Corp.
SIX
$540K 0.01%
+10,862
New +$561K
AAP icon
1072
PUT
Advance Auto Parts
AAP
$3.35B
$539K 0.01%
3,500
+2,200
+169% +$357K
CE icon
1073
CALL
Celanese
CE
$4.9B
$539K 0.01%
5,000
+1,600
+47% +$166K
BBWI icon
1074
PUT
Bath & Body Works
BBWI
$4.06B
$538K 0.01%
+25,482
New +$504K
RSG icon
1075
CALL
Republic Services
RSG
$64.8B
$537K 0.01%
6,200
-900
-13% -$74.9K
41 42
43
44 45

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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.