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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
NOV icon
1501
PUT
NOV
NOV
$6.93B
$276K ﹤0.01%
+12,400
New +$300K
SRLN icon
1502
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$276K ﹤0.01%
5,978
-7,654
-56% -$355K
ALL icon
1503
PUT
Allstate
ALL
$68B
$275K ﹤0.01%
2,700
-21,800
-89% -$2.13M
BOX icon
1504
CALL
Box
BOX
$4.37B
$275K ﹤0.01%
+15,600
New +$298K
GGAL icon
1505
Galicia Financial Group
GGAL
$7.99B
$275K ﹤0.01%
+7,735
New +$207K
WB icon
1506
PUT
Weibo
WB
$2B
$274K ﹤0.01%
6,300
+2,800
+80% +$157K
CTRA
1507
DELISTED
Coterra Energy
CTRA
$273K ﹤0.01%
11,882
-4,507
-28% -$115K
DOCU
1508
PUT
DocuSign
DOCU
$10.5B
$273K ﹤0.01%
5,500
-2,500
-31% -$133K
EXPD icon
1509
PUT
Expeditors International
EXPD
$22B
$273K ﹤0.01%
+3,600
New +$272K
TTE icon
1510
TotalEnergies
TTE
$195B
$273K ﹤0.01%
+4,895
New +$267K
BURL icon
1511
Burlington
BURL
$23.2B
$272K ﹤0.01%
1,597
-97
-6% -$15.9K
ETSY icon
1512
Etsy
ETSY
$7.75B
$272K ﹤0.01%
+4,433
New +$289K
GDDY icon
1513
GoDaddy
GDDY
$11B
$272K ﹤0.01%
3,881
-327
-8% -$24.7K
PH icon
1514
CALL
Parker-Hannifin
PH
$123B
$272K ﹤0.01%
+1,600
New +$276K
APO icon
1515
CALL
Apollo Global Management
APO
$72.4B
$271K ﹤0.01%
7,900
+800
+11% +$25.4K
ATR icon
1516
AptarGroup
ATR
$8.55B
$271K ﹤0.01%
+2,181
New +$249K
DXC icon
1517
CALL
DXC Technology
DXC
$1.82B
$270K ﹤0.01%
4,900
-800
-14% -$46.3K
FTNT icon
1518
CALL
Fortinet
FTNT
$119B
$269K ﹤0.01%
+17,500
New +$288K
NBL
1519
PUT
DELISTED
Noble Energy, Inc.
NBL
$269K ﹤0.01%
+12,000
New +$285K
BRSL
1520
PUT
Brightstar Lottery PLC
BRSL
$1.84B
$268K ﹤0.01%
+20,700
New +$281K
OC icon
1521
CALL
Owens Corning
OC
$11.2B
$268K ﹤0.01%
4,600
-10,600
-70% -$541K
UYG icon
1522
ProShares Ultra Financials
UYG
$828M
$268K ﹤0.01%
+5,970
New +$259K
VTRS icon
1523
Viatris
VTRS
$20.4B
$268K ﹤0.01%
14,086
-11,625
-45% -$257K
WGO icon
1524
PUT
Winnebago Industries
WGO
$856M
$267K ﹤0.01%
+6,900
New +$243K
ED icon
1525
Consolidated Edison
ED
$40.1B
$266K ﹤0.01%
3,037
-2,469
-45% -$213K
59 60
61
62 63

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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.