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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
RS icon
1351
Reliance Steel & Aluminium
RS
$20.7B
$359K ﹤0.01%
+3,790
New +$339K
ACWI icon
1352
iShares MSCI ACWI ETF
ACWI
$32.9B
$358K ﹤0.01%
+4,855
New +$354K
AXTA icon
1353
Axalta
AXTA
$7.66B
$358K ﹤0.01%
+12,013
New +$318K
TER icon
1354
Teradyne
TER
$57.6B
$357K ﹤0.01%
+7,443
New +$338K
SAP icon
1355
PUT
SAP
SAP
$212B
$356K ﹤0.01%
+2,600
New +$324K
BX icon
1356
PUT
Blackstone
BX
$102B
$355K ﹤0.01%
+8,000
New +$319K
FMX icon
1357
Fomento Económico Mexicano
FMX
$43.6B
$355K ﹤0.01%
+3,667
New +$355K
PFE icon
1358
Pfizer
PFE
$143B
$355K ﹤0.01%
+8,636
New +$343K
SFIX
1359
PUT
Stitch Fix
SFIX
$536M
$355K ﹤0.01%
11,100
-6,400
-37% -$172K
SSRM icon
1360
CALL
SSR Mining
SSRM
$5.32B
$354K ﹤0.01%
25,900
-1,900
-7% -$22.7K
ARE icon
1361
Alexandria Real Estate Equities
ARE
$8.97B
$353K ﹤0.01%
2,501
-1,793
-42% -$259K
HLT icon
1362
Hilton Worldwide
HLT
$72.1B
$352K ﹤0.01%
3,597
-3,901
-52% -$354K
GDDY icon
1363
PUT
GoDaddy
GDDY
$11B
$351K ﹤0.01%
+5,000
New +$377K
URBN icon
1364
Urban Outfitters
URBN
$6.35B
$350K ﹤0.01%
+15,368
New +$416K
GM icon
1365
General Motors
GM
$80.4B
$349K ﹤0.01%
9,070
-33,699
-79% -$1.26M
IEO icon
1366
iShares US Oil & Gas Exploration & Production ETF
IEO
$580M
$349K ﹤0.01%
6,222
-8,053
-56% -$457K
DOCU
1367
CALL
DocuSign
DOCU
$10.5B
$348K ﹤0.01%
7,000
-7,400
-51% -$395K
EPAM icon
1368
EPAM Systems
EPAM
$5.51B
$347K ﹤0.01%
+2,006
New +$345K
IYW icon
1369
iShares US Technology ETF
IYW
$23.6B
$347K ﹤0.01%
+7,020
New +$343K
THC icon
1370
CALL
Tenet Healthcare
THC
$20.5B
$347K ﹤0.01%
+16,800
New +$387K
VAC icon
1371
CALL
Marriott Vacations Worldwide
VAC
$3.35B
$347K ﹤0.01%
+3,600
New +$355K
FTSL icon
1372
First Trust Senior Loan Fund ETF
FTSL
$2.32B
$345K ﹤0.01%
+7,322
New +$348K
PH icon
1373
Parker-Hannifin
PH
$123B
$345K ﹤0.01%
+2,027
New +$350K
SNAP icon
1374
Snap
SNAP
$7.89B
$345K ﹤0.01%
24,124
-12,950
-35% -$158K
EFG icon
1375
iShares MSCI EAFE Growth ETF
EFG
$16.6B
$344K ﹤0.01%
4,257
+1,451
+52% +$115K
53 54
55
56 57

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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.