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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
ASML icon
1176
PUT
ASML
ASML
$626B
$457K ﹤0.01%
+2,200
New +$437K
GDX icon
1177
VanEck Gold Miners ETF
GDX
$22.7B
$457K ﹤0.01%
17,880
-4,932
-22% -$109K
LYV icon
1178
CALL
Live Nation Entertainment
LYV
$40.6B
$457K ﹤0.01%
6,900
-3,500
-34% -$225K
SEDG icon
1179
CALL
SolarEdge
SEDG
$2.51B
$456K ﹤0.01%
+7,300
New +$368K
VEEV icon
1180
Veeva Systems
VEEV
$33.1B
$456K ﹤0.01%
+2,810
New +$409K
AFL icon
1181
PUT
Aflac
AFL
$64.9B
$455K ﹤0.01%
8,300
-7,800
-48% -$402K
SFLY
1182
CALL
DELISTED
Shutterfly, Inc.
SFLY
$455K ﹤0.01%
+9,000
New +$411K
ATVI
1183
DELISTED
Activision Blizzard
ATVI
$455K ﹤0.01%
+9,630
New +$442K
COTY icon
1184
Coty
COTY
$2.42B
$453K ﹤0.01%
+33,799
New +$415K
SNPS icon
1185
Synopsys
SNPS
$74.4B
$453K ﹤0.01%
+3,519
New +$423K
MAS icon
1186
Masco
MAS
$14.1B
$451K ﹤0.01%
11,504
+945
+9% +$36.4K
CLB icon
1187
Core Laboratories
CLB
$488M
$449K ﹤0.01%
+8,595
New +$504K
UAA icon
1188
CALL
Under Armour
UAA
$2.84B
$449K ﹤0.01%
17,700
+4,900
+38% +$115K
VAR
1189
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
$449K ﹤0.01%
3,300
-2,700
-45% -$361K
ARRY
1190
PUT
DELISTED
Array Biopharma Inc
ARRY
$449K ﹤0.01%
+9,700
New +$272K
ZNGA
1191
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$448K ﹤0.01%
+73,131
New +$431K
ETFC
1192
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$446K ﹤0.01%
+10,000
New +$478K
HAS icon
1193
PUT
Hasbro
HAS
$13.2B
$444K ﹤0.01%
+4,200
New +$414K
ESV
1194
CALL
DELISTED
Ensco Rowan plc
ESV
$444K ﹤0.01%
52,100
+47,575
+1,051% +$550K
IVV icon
1195
iShares Core S&P 500 ETF
IVV
$878B
$442K ﹤0.01%
1,501
-399
-21% -$116K
CLR
1196
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$442K ﹤0.01%
10,500
-600
-5% -$25.6K
DUK icon
1197
PUT
Duke Energy
DUK
$97.8B
$441K ﹤0.01%
5,000
-17,400
-78% -$1.54M
PINS icon
1198
CALL
Pinterest
PINS
$13.4B
$441K ﹤0.01%
+16,200
New +$443K
TEL icon
1199
PUT
TE Connectivity
TEL
$59.6B
$441K ﹤0.01%
4,600
-3,100
-40% -$280K
TSM icon
1200
TSMC
TSM
$2.1T
$441K ﹤0.01%
+11,246
New +$463K
46 47
48
49 50

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QIM
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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.