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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
HST icon
1076
CALL
Host Hotels & Resorts
HST
$17.2B
$536K 0.01%
+29,400
New +$554K
SHY icon
1077
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$535K 0.01%
+6,313
New +$532K
CBRE icon
1078
CALL
CBRE Group
CBRE
$42.5B
$534K 0.01%
+10,400
New +$517K
CIEN icon
1079
Ciena
CIEN
$53.4B
$534K 0.01%
+12,994
New +$500K
CMA
1080
DELISTED
Comerica
CMA
$534K 0.01%
7,354
-7,633
-51% -$567K
KRE icon
1081
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$534K 0.01%
10,000
-119,300
-92% -$6.37M
ETN icon
1082
PUT
Eaton
ETN
$161B
$533K 0.01%
6,400
-8,800
-58% -$712K
FITB
1083
PUT
Fifth Third Bancorp
FITB
$51.2B
$533K 0.01%
19,100
-11,400
-37% -$312K
MOS icon
1084
PUT
The Mosaic Company
MOS
$7.03B
$533K 0.01%
21,300
-26,100
-55% -$637K
JOYY
1085
PUT
JOYY Inc
JOYY
$3.71B
$530K 0.01%
7,600
-6,800
-47% -$519K
WBD icon
1086
PUT
Warner Bros
WBD
$65.9B
$528K 0.01%
17,200
-61,500
-78% -$1.79M
NWL icon
1087
Newell Brands
NWL
$2.38B
$527K 0.01%
+34,154
New +$511K
HPE icon
1088
CALL
Hewlett Packard
HPE
$63.4B
$526K 0.01%
35,200
-5,000
-12% -$75.8K
MAS icon
1089
PUT
Masco
MAS
$14.1B
$526K 0.01%
+13,400
New +$517K
MPC icon
1090
PUT
Marathon Petroleum
MPC
$92.4B
$525K 0.01%
9,400
-23,800
-72% -$1.3M
SHM icon
1091
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
$525K 0.01%
+10,736
New +$522K
VRTX icon
1092
Vertex Pharmaceuticals
VRTX
$121B
$525K 0.01%
+2,864
New +$501K
ALLY icon
1093
PUT
Ally Financial
ALLY
$13.2B
$524K 0.01%
+16,900
New +$499K
AZO icon
1094
AutoZone
AZO
$49.2B
$523K 0.01%
476
-97
-17% -$102K
KKR icon
1095
CALL
KKR & Co
KKR
$91.1B
$523K 0.01%
+20,700
New +$495K
PLD icon
1096
CALL
Prologis
PLD
$135B
$521K 0.01%
6,500
-3,900
-38% -$297K
MXIM
1097
DELISTED
Maxim Integrated Products
MXIM
$521K 0.01%
8,709
+2,016
+30% +$115K
NRG icon
1098
PUT
NRG Energy
NRG
$28.3B
$520K 0.01%
+14,800
New +$558K
THO icon
1099
PUT
Thor Industries
THO
$3.9B
$520K 0.01%
8,900
+4,800
+117% +$291K
D icon
1100
Dominion Energy
D
$60.8B
$518K 0.01%
+6,704
New +$511K
42 43
44
45 46

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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.