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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+3.01%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$9.57B
AUM Growth
-$1.59B
Cap. Flow
+$162M
Cap. Flow %
1.7%
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 Miscellaneous 97.32%
2 Financials 0.41%
3 Technology 0.4%
4 Industrials 0.32%
5 Healthcare 0.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HOLX
1326
CALL
DELISTED
Hologic
HOLX
$370K ﹤0.01%
7,700
-1,600
-17% -$74K
WH icon
1327
CALL
Wyndham Hotels & Resorts
WH
$5.13B
$368K ﹤0.01%
+6,600
New +$361K
MSI icon
1328
PUT
Motorola Solutions
MSI
$76.1B
$367K ﹤0.01%
+2,200
New +$331K
WW
1329
CALL
DELISTED
WW International
WW
$367K ﹤0.01%
+19,200
New +$380K
JNPR
1330
DELISTED
Juniper Networks
JNPR
$366K ﹤0.01%
+13,756
New +$368K
HCA icon
1331
PUT
HCA Healthcare
HCA
$92.9B
$365K ﹤0.01%
2,700
+1,000
+59% +$126K
PVH icon
1332
PVH
PVH
$3.39B
$365K ﹤0.01%
3,855
-7,188
-65% -$795K
SPTL icon
1333
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$11B
$365K ﹤0.01%
+9,563
New +$350K
JCI icon
1334
Johnson Controls International
JCI
$85.4B
$364K ﹤0.01%
+8,821
New +$339K
SNA icon
1335
PUT
Snap-on
SNA
$19.2B
$364K ﹤0.01%
+2,200
New +$358K
CY
1336
DELISTED
Cypress Semiconductor
CY
$364K ﹤0.01%
+16,380
New +$297K
AMBA icon
1337
Ambarella
AMBA
$2.95B
$363K ﹤0.01%
8,231
+3,241
+65% +$145K
HDS
1338
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
$363K ﹤0.01%
+9,000
New +$386K
AG icon
1339
PUT
First Majestic Silver
AG
$9.61B
$362K ﹤0.01%
45,800
+34,800
+316% +$220K
HLT icon
1340
CALL
Hilton Worldwide
HLT
$68.1B
$362K ﹤0.01%
+3,700
New +$336K
HPQ icon
1341
CALL
HP
HPQ
$31.3B
$362K ﹤0.01%
17,400
-65,600
-79% -$1.3M
PKG icon
1342
CALL
Packaging Corp of America
PKG
$21B
$362K ﹤0.01%
3,800
+200
+6% +$19.3K
SO icon
1343
Southern Company
SO
$99.8B
$362K ﹤0.01%
6,543
-9,659
-60% -$517K
HST icon
1344
Host Hotels & Resorts
HST
$15B
$361K ﹤0.01%
+19,786
New +$373K
IPG
1345
DELISTED
Interpublic Group of Companies
IPG
$361K ﹤0.01%
+15,962
New +$355K
JBLU icon
1346
PUT
JetBlue
JBLU
$1.68B
$361K ﹤0.01%
19,500
-15,400
-44% -$275K
PGEN icon
1347
CALL
Precigen
PGEN
$2.82B
$361K ﹤0.01%
+47,100
New +$254K
GT icon
1348
CALL
Goodyear
GT
$1.48B
$360K ﹤0.01%
23,500
+9,900
+73% +$167K
ET icon
1349
Energy Transfer Partners
ET
$72.5B
$359K ﹤0.01%
+25,527
New +$378K
NBR icon
1350
Nabors Industries
NBR
$1.32B
$359K ﹤0.01%
+2,478
New +$396K
52 53
54
55 56

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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's Q2 2019 filing shows 828 new, 738 increased, 461 reduced and 545 closed positions. Its largest new stake was iShares Russell 1000 ETF: 34,726 shares worth $5.65M. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $14M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 98% a quarter earlier, followed by Financials and Technology.

  • 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.