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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
TT icon
1401
CALL
Trane Technologies
TT
$100B
$329K ﹤0.01%
2,600
-4,200
-62% -$502K
SPSB icon
1402
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$328K ﹤0.01%
+10,646
New +$325K
MTB icon
1403
M&T Bank
MTB
$35.7B
$327K ﹤0.01%
+1,920
New +$318K
DDM icon
1404
ProShares Ultra Dow30
DDM
$542M
$324K ﹤0.01%
+13,342
New +$313K
IJT icon
1405
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
$324K ﹤0.01%
+3,550
New +$319K
WHR icon
1406
Whirlpool
WHR
$2.43B
$323K ﹤0.01%
+2,271
New +$305K
RS icon
1407
CALL
Reliance Steel & Aluminium
RS
$20.7B
$322K ﹤0.01%
+3,400
New +$304K
DGAZ
1408
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$322K ﹤0.01%
2,020
-1,467
-42% -$195K
FLO icon
1409
CALL
Flowers Foods
FLO
$1.49B
$321K ﹤0.01%
+13,800
New +$306K
NTR icon
1410
PUT
Nutrien
NTR
$33.2B
$321K ﹤0.01%
+6,000
New +$313K
SQQQ icon
1411
ProShares UltraPro Short QQQ
SQQQ
$2.04B
$321K ﹤0.01%
15
-15
-50% -$354K
ZEN
1412
CALL
DELISTED
ZENDESK INC
ZEN
$321K ﹤0.01%
+3,600
New +$309K
CAR icon
1413
PUT
Avis
CAR
$4.86B
$320K ﹤0.01%
9,100
-3,800
-29% -$128K
Z icon
1414
Zillow
Z
$7.79B
$320K ﹤0.01%
+6,892
New +$274K
FAX
1415
DELISTED
abrdn Asia-Pacific Income Fund
FAX
$319K ﹤0.01%
12,722
+3,038
+31% +$75.2K
ZNGA
1416
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$319K ﹤0.01%
52,100
+23,200
+80% +$137K
NVO
1417
Novo Nordisk
NVO
$208B
$318K ﹤0.01%
+12,448
New +$308K
AEE icon
1418
Ameren
AEE
$30.3B
$316K ﹤0.01%
4,202
-544
-11% -$40.1K
AES icon
1419
AES
AES
$10.5B
$316K ﹤0.01%
18,845
-27,194
-59% -$461K
HRL icon
1420
Hormel Foods
HRL
$13.8B
$316K ﹤0.01%
+7,786
New +$316K
INTC icon
1421
Intel
INTC
$455B
$316K ﹤0.01%
+6,602
New +$327K
A icon
1422
PUT
Agilent Technologies
A
$39.1B
$314K ﹤0.01%
+4,200
New +$311K
EB
1423
PUT
DELISTED
Eventbrite
EB
$314K ﹤0.01%
19,400
+3,300
+20% +$61.3K
RDUS
1424
CALL
DELISTED
Radius Recycling
RDUS
$314K ﹤0.01%
+12,000
New +$286K
WDAY icon
1425
Workday
WDAY
$39.6B
$314K ﹤0.01%
1,526
+150
+11% +$30.3K
55 56
57
58 59

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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.