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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
SEIC icon
1576
SEI Investments
SEIC
$12.6B
$247K ﹤0.01%
+4,405
New +$238K
ROP icon
1577
Roper Technologies
ROP
$37.1B
$246K ﹤0.01%
673
-826
-55% -$293K
BBEU icon
1578
JPMorgan BetaBuilders Europe ETF
BBEU
$9.21B
$245K ﹤0.01%
5,085
+717
+16% +$34.4K
CASY icon
1579
Casey's General Stores
CASY
$22.5B
$245K ﹤0.01%
1,572
-1,412
-47% -$193K
FFIV icon
1580
F5
FFIV
$24.6B
$245K ﹤0.01%
+1,682
New +$252K
ITB icon
1581
PUT
iShares US Home Construction ETF
ITB
$2.13B
$245K ﹤0.01%
+6,400
New +$242K
DGX icon
1582
PUT
Quest Diagnostics
DGX
$27.3B
$244K ﹤0.01%
+2,400
New +$231K
GSG icon
1583
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.06B
$244K ﹤0.01%
+15,606
New +$249K
LEA icon
1584
Lear
LEA
$6.05B
$244K ﹤0.01%
+1,753
New +$246K
TCOM icon
1585
PUT
Trip.com Group
TCOM
$25.4B
$244K ﹤0.01%
6,600
-3,900
-37% -$154K
KSU
1586
PUT
DELISTED
Kansas City Southern
KSU
$244K ﹤0.01%
2,000
-1,600
-44% -$191K
FMC icon
1587
FMC
FMC
$1.28B
$243K ﹤0.01%
+2,930
New +$230K
FNB icon
1588
FNB Corp
FNB
$6.42B
$243K ﹤0.01%
20,684
-26,858
-56% -$310K
PRI icon
1589
Primerica
PRI
$8.94B
$243K ﹤0.01%
+2,030
New +$251K
SABR icon
1590
Sabre
SABR
$936M
$243K ﹤0.01%
+10,945
New +$235K
NBIS
1591
PUT
Nebius Group N.V.
NBIS
$59.3B
$243K ﹤0.01%
+6,400
New +$238K
FFTI
1592
DELISTED
FormulaFolios Tactical Income ETF
FFTI
$243K ﹤0.01%
+9,878
New +$238K
FLS icon
1593
PUT
Flowserve
FLS
$9.37B
$242K ﹤0.01%
+4,600
New +$226K
SPXS icon
1594
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$366M
$242K ﹤0.01%
+132
New +$261K
ZAYO
1595
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$242K ﹤0.01%
+7,353
New +$235K
SJB icon
1596
ProShares Short High Yield
SJB
$45.9M
$241K ﹤0.01%
11,236
+356
+3% +$7.75K
XHR
1597
Xenia Hotels & Resorts
XHR
$1.63B
$241K ﹤0.01%
+11,537
New +$249K
AVLR
1598
DELISTED
Avalara, Inc.
AVLR
$241K ﹤0.01%
+3,335
New +$215K
FBIN icon
1599
CALL
Fortune Brands Innovations
FBIN
$4.75B
$240K ﹤0.01%
+4,914
New +$219K
MTG icon
1600
MGIC Investment
MTG
$6.09B
$240K ﹤0.01%
+18,279
New +$254K
62 63
64
65 66

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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.