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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
JNUG icon
1476
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$488M
$288K ﹤0.01%
+481
New +$203K
MGA icon
1477
CALL
Magna International
MGA
$17.3B
$288K ﹤0.01%
+5,800
New +$286K
PAYX icon
1478
PUT
Paychex
PAYX
$41.5B
$288K ﹤0.01%
3,500
-5,300
-60% -$447K
ENDP
1479
CALL
DELISTED
Endo International plc
ENDP
$287K ﹤0.01%
+69,700
New +$440K
PLCE icon
1480
CALL
Children's Place
PLCE
$44.7M
$286K ﹤0.01%
+3,000
New +$306K
IYZ icon
1481
iShares US Telecommunications ETF
IYZ
$1.22B
$285K ﹤0.01%
+9,686
New +$288K
WCC
1482
WESCO International
WCC
$16.5B
$285K ﹤0.01%
+5,632
New +$295K
BCS icon
1483
Barclays
BCS
$85.9B
$284K ﹤0.01%
38,047
+20,461
+116% +$162K
HUYA
1484
CALL
Huya Inc
HUYA
$470M
$284K ﹤0.01%
11,500
-11,900
-51% -$274K
OKTA icon
1485
CALL
Okta
OKTA
$33.2B
$284K ﹤0.01%
2,300
-300
-12% -$32.6K
CYBR
1486
DELISTED
CyberArk
CYBR
$282K ﹤0.01%
2,208
-142
-6% -$18K
DECK icon
1487
CALL
Deckers Outdoor
DECK
$10.9B
$282K ﹤0.01%
+9,600
New +$250K
EWG icon
1488
iShares MSCI Germany ETF
EWG
$1.69B
$282K ﹤0.01%
10,062
-36,993
-79% -$1.03M
IGE icon
1489
iShares North American Natural Resources ETF
IGE
$793M
$282K ﹤0.01%
9,189
-193
-2% -$5.9K
PFG icon
1490
Principal Financial Group
PFG
$24.8B
$282K ﹤0.01%
+4,877
New +$269K
MRO
1491
DELISTED
Marathon Oil Corporation
MRO
$282K ﹤0.01%
+19,835
New +$307K
ATI icon
1492
CALL
ATI
ATI
$25B
$280K ﹤0.01%
+11,100
New +$271K
BB icon
1493
PUT
BlackBerry
BB
$4.65B
$280K ﹤0.01%
37,600
-3,600
-9% -$31.2K
GPC icon
1494
PUT
Genuine Parts
GPC
$18B
$280K ﹤0.01%
+2,700
New +$280K
USB icon
1495
US Bancorp
USB
$93.9B
$280K ﹤0.01%
+5,348
New +$276K
CHRW icon
1496
PUT
C.H. Robinson
CHRW
$18B
$278K ﹤0.01%
3,300
+400
+14% +$33.6K
VMBS icon
1497
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.7B
$278K ﹤0.01%
5,269
-6,824
-56% -$357K
CPRT icon
1498
CALL
Copart
CPRT
$27.5B
$277K ﹤0.01%
+14,800
New +$254K
WLL
1499
DELISTED
Whiting Petroleum Corporation
WLL
$277K ﹤0.01%
+198
New +$340K
FANG icon
1500
Diamondback Energy
FANG
$55.1B
$276K ﹤0.01%
2,537
-552
-18% -$57.6K
58 59
60
61 62

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CIA
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OWA
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FFS
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MFA
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PGCM
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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.