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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
TCOM icon
1551
Trip.com Group
TCOM
$29.6B
$256K ﹤0.01%
+6,944
New +$274K
WCG
1552
DELISTED
Wellcare Health Plans, Inc.
WCG
$256K ﹤0.01%
898
-6,165
-87% -$1.7M
XEC
1553
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$255K ﹤0.01%
4,300
-7,500
-64% -$480K
DGX icon
1554
Quest Diagnostics
DGX
$25.7B
$254K ﹤0.01%
2,497
-2,636
-51% -$253K
RWR icon
1555
State Street SPDR Dow Jones REIT ETF
RWR
$1.86B
$254K ﹤0.01%
+2,575
New +$256K
STX icon
1556
Seagate
STX
$194B
$254K ﹤0.01%
+5,391
New +$251K
TJX icon
1557
PUT
TJX Companies
TJX
$174B
$254K ﹤0.01%
4,800
-6,000
-56% -$319K
TMF icon
1558
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
$254K ﹤0.01%
+1,019
New +$224K
GD icon
1559
General Dynamics
GD
$104B
$253K ﹤0.01%
+1,391
New +$239K
PEG icon
1560
PUT
Public Service Enterprise Group
PEG
$38.2B
$253K ﹤0.01%
+4,300
New +$256K
AZN icon
1561
CALL
AstraZeneca
AZN
$263B
$252K ﹤0.01%
+3,050
New +$239K
RWX icon
1562
State Street SPDR Dow Jones International Real Estate ETF
RWX
$269M
$252K ﹤0.01%
6,499
-644
-9% -$25K
GAP
1563
PUT
The Gap Inc
GAP
$7.23B
$252K ﹤0.01%
14,000
-14,300
-51% -$321K
AXS icon
1564
CALL
AXIS Capital
AXS
$7.68B
$251K ﹤0.01%
+4,200
New +$244K
APTV icon
1565
Aptiv
APTV
$12B
$250K ﹤0.01%
+3,089
New +$245K
DELL icon
1566
Dell
DELL
$262B
$249K ﹤0.01%
+9,674
New +$302K
GNTX icon
1567
Gentex
GNTX
$4.97B
$249K ﹤0.01%
10,113
-329
-3% -$7.45K
BID
1568
DELISTED
Sotheby's
BID
$249K ﹤0.01%
+4,287
New +$179K
UGAZ
1569
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
$249K ﹤0.01%
+1,516
New +$346K
PSQ icon
1570
ProShares Short QQQ
PSQ
$824M
$248K ﹤0.01%
1,759
-1,302
-43% -$188K
SHW icon
1571
Sherwin-Williams
SHW
$82.7B
$248K ﹤0.01%
1,623
-687
-30% -$103K
SU icon
1572
Suncor Energy
SU
$79.4B
$248K ﹤0.01%
+7,954
New +$255K
ALL icon
1573
Allstate
ALL
$68B
$247K ﹤0.01%
+2,431
New +$238K
CMP icon
1574
PUT
Compass Minerals
CMP
$1.23B
$247K ﹤0.01%
+4,500
New +$249K
EOG icon
1575
EOG Resources
EOG
$79.2B
$247K ﹤0.01%
2,646
-4,062
-61% -$378K
61 62
63
64 65

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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.