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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
PCAR icon
1251
PACCAR
PCAR
$69.8B
$408K ﹤0.01%
+8,537
New +$397K
LEVI icon
1252
CALL
Levi Strauss
LEVI
$9.44B
$407K ﹤0.01%
+19,500
New +$429K
TRIP icon
1253
PUT
TripAdvisor
TRIP
$1.65B
$407K ﹤0.01%
8,800
+500
+6% +$24.4K
MSI icon
1254
Motorola Solutions
MSI
$72.3B
$406K ﹤0.01%
2,434
-1,341
-36% -$202K
AON icon
1255
PUT
Aon
AON
$76.5B
$405K ﹤0.01%
2,100
-700
-25% -$127K
RSPT icon
1256
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.49B
$405K ﹤0.01%
+22,850
New +$396K
CNC icon
1257
CALL
Centene
CNC
$30.7B
$404K ﹤0.01%
+7,700
New +$416K
NOK icon
1258
Nokia
NOK
$51B
$404K ﹤0.01%
80,634
-199,817
-71% -$1.05M
JHB
1259
DELISTED
Nuveen Corporate Income November 2021 Target Term Fund
JHB
$404K ﹤0.01%
+40,730
New +$401K
FANG icon
1260
CALL
Diamondback Energy
FANG
$57.1B
$403K ﹤0.01%
3,700
– –
PHM icon
1261
Pultegroup
PHM
$24.1B
$403K ﹤0.01%
12,737
+122
+1% +$3.81K
LXP icon
1262
LXP Industrial Trust
LXP
$3.57B
$402K ﹤0.01%
8,537
+5,350
+168% +$247K
KMI icon
1263
Kinder Morgan
KMI
$71.7B
$401K ﹤0.01%
19,194
-1,680
-8% -$33.9K
PDCO
1264
CALL
DELISTED
Patterson Companies, Inc.
PDCO
$401K ﹤0.01%
+17,500
New +$389K
MRSH
1265
PUT
Marsh
MRSH
$90.5B
$399K ﹤0.01%
4,000
-9,200
-70% -$880K
WOLF icon
1266
PUT
Wolfspeed
WOLF
$1.23B
$399K ﹤0.01%
+7,100
New +$434K
ZG icon
1267
Zillow
ZG
$7.94B
$398K ﹤0.01%
+8,706
New +$342K
XLRE icon
1268
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$397K ﹤0.01%
+10,800
New +$395K
XYL icon
1269
Xylem
XYL
$27.3B
$397K ﹤0.01%
+4,743
New +$378K
BSCJ
1270
DELISTED
Invesco BulletShares 2019 Corporate Bond ETF
BSCJ
$397K ﹤0.01%
18,843
+3,434
+22% +$72.4K
MNST icon
1271
CALL
Monster Beverage
MNST
$94.3B
$396K ﹤0.01%
12,400
+1,400
+13% +$42.2K
KDP icon
1272
Keurig Dr Pepper
KDP
$42.3B
$395K ﹤0.01%
13,682
– –
BRK.B icon
1273
Berkshire Hathaway Class B
BRK.B
$1.1T
$394K ﹤0.01%
1,847
-7,994
-81% -$1.65M
SMG icon
1274
PUT
ScottsMiracle-Gro
SMG
$3.82B
$394K ﹤0.01%
4,000
+500
+14% +$44.5K
Y
1275
DELISTED
Alleghany Corp
Y
$393K ﹤0.01%
+577
New +$383K
49 50
51
52 53

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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.