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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
SPLV icon
1376
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
$344K ﹤0.01%
+6,251
New +$336K
WAT icon
1377
PUT
Waters Corp
WAT
$37B
$344K ﹤0.01%
1,600
+700
+78% +$153K
EQR icon
1378
PUT
Equity Residential
EQR
$24.9B
$342K ﹤0.01%
+4,500
New +$344K
SPLK
1379
DELISTED
Splunk Inc
SPLK
$342K ﹤0.01%
+2,717
New +$345K
AMD icon
1380
Advanced Micro Devices
AMD
$776B
$341K ﹤0.01%
11,217
-6,679
-37% -$191K
COST icon
1381
Costco
COST
$422B
$340K ﹤0.01%
+1,287
New +$321K
FL
1382
CALL
DELISTED
Foot Locker
FL
$340K ﹤0.01%
+8,100
New +$421K
TDG icon
1383
PUT
TransDigm Group
TDG
$70.2B
$339K ﹤0.01%
+700
New +$327K
CHTR icon
1384
Charter Communications
CHTR
$17.3B
$338K ﹤0.01%
+856
New +$321K
KR icon
1385
Kroger
KR
$35.4B
$338K ﹤0.01%
15,547
-4,977
-24% -$121K
RSG icon
1386
PUT
Republic Services
RSG
$64.8B
$338K ﹤0.01%
3,900
+900
+30% +$74.9K
FXH icon
1387
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
$337K ﹤0.01%
+4,355
New +$324K
SU icon
1388
PUT
Suncor Energy
SU
$79.4B
$337K ﹤0.01%
10,800
-700
-6% -$22.4K
SIVB
1389
CALL
DELISTED
SVB Financial Group
SIVB
$337K ﹤0.01%
1,500
-1,700
-53% -$393K
LMBS icon
1390
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.35B
$335K ﹤0.01%
+6,476
New +$333K
DISH
1391
CALL
DELISTED
DISH Network Corp.
DISH
$334K ﹤0.01%
+8,700
New +$309K
EQIX icon
1392
Equinix
EQIX
$101B
$332K ﹤0.01%
659
-336
-34% -$161K
ETSY icon
1393
CALL
Etsy
ETSY
$7.75B
$331K ﹤0.01%
+5,400
New +$352K
ILMN icon
1394
PUT
Illumina
ILMN
$31B
$331K ﹤0.01%
925
-103
-10% -$32.5K
AEE icon
1395
CALL
Ameren
AEE
$30.3B
$330K ﹤0.01%
4,400
-25,800
-85% -$1.9M
GPRO icon
1396
GoPro
GPRO
$130M
$330K ﹤0.01%
60,496
+46,811
+342% +$298K
TXMD icon
1397
TherapeuticsMD
TXMD
$23.5M
$330K ﹤0.01%
+2,538
New +$455K
CS
1398
DELISTED
Credit Suisse Group
CS
$330K ﹤0.01%
+27,529
New +$335K
FL
1399
DELISTED
Foot Locker
FL
$329K ﹤0.01%
+7,842
New +$408K
JNJ icon
1400
Johnson & Johnson
JNJ
$618B
$329K ﹤0.01%
2,359
+52
+2% +$7.2K
54 55
56
57 58

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OAM
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NOCM
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TIM
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QIM
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OMG
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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.