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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
AN icon
1626
PUT
AutoNation
AN
$7.11B
$231K ﹤0.01%
+5,500
New +$219K
CCJ icon
1627
Cameco
CCJ
$37.6B
$231K ﹤0.01%
21,502
+6,075
+39% +$65.4K
CRTO icon
1628
PUT
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$231K ﹤0.01%
+13,400
New +$263K
NKTR icon
1629
CALL
Nektar Therapeutics
NKTR
$2.39B
$231K ﹤0.01%
+433
New +$217K
UNG icon
1630
United States Natural Gas Fund
UNG
$456M
$231K ﹤0.01%
+2,904
New +$253K
WMGI
1631
DELISTED
Wright Medical Group Inc
WMGI
$231K ﹤0.01%
+7,757
New +$237K
EWY icon
1632
iShares MSCI South Korea ETF
EWY
$21.9B
$230K ﹤0.01%
+3,850
New +$228K
UMPQ
1633
DELISTED
Umpqua Holdings Corp
UMPQ
$230K ﹤0.01%
+13,872
New +$235K
MLM icon
1634
Martin Marietta Materials
MLM
$31.5B
$229K ﹤0.01%
994
-517
-34% -$112K
TRTN
1635
CALL
DELISTED
Triton International Limited
TRTN
$229K ﹤0.01%
+7,000
New +$221K
GRPN icon
1636
Groupon
GRPN
$1.05B
$228K ﹤0.01%
3,188
-278
-8% -$19.6K
OLN icon
1637
CALL
Olin
OLN
$2.11B
$228K ﹤0.01%
+10,400
New +$232K
PBP icon
1638
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$228K ﹤0.01%
+10,515
New +$224K
SPR
1639
CALL
DELISTED
Spirit AeroSystems
SPR
$228K ﹤0.01%
2,800
-3,200
-53% -$270K
WSM icon
1640
CALL
Williams-Sonoma
WSM
$26.9B
$228K ﹤0.01%
7,000
-400
-5% -$11.5K
NS
1641
CALL
DELISTED
NuStar Energy L.P.
NS
$228K ﹤0.01%
+8,400
New +$228K
EXR icon
1642
Extra Space Storage
EXR
$31.3B
$227K ﹤0.01%
+2,139
New +$225K
LHX icon
1643
CALL
L3Harris
LHX
$51.6B
$227K ﹤0.01%
+1,200
New +$217K
PSCT icon
1644
Invesco S&P SmallCap Information Technology ETF
PSCT
$498M
$227K ﹤0.01%
8,127
-10,377
-56% -$284K
WTW icon
1645
Willis Towers Watson
WTW
$31.7B
$227K ﹤0.01%
1,186
-56
-5% -$10.1K
COMT icon
1646
iShares GSCI Commodity Dynamic Roll Strategy ETF
COMT
$1.18B
$225K ﹤0.01%
+6,882
New +$224K
PPL
1647
PPL Corp
PPL
$26.5B
$225K ﹤0.01%
+7,251
New +$225K
VTV icon
1648
Vanguard Morningstar Value ETF
VTV
$188B
$225K ﹤0.01%
+2,030
New +$222K
EMLC icon
1649
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
$224K ﹤0.01%
+6,459
New +$216K
HPE icon
1650
Hewlett Packard
HPE
$63.4B
$224K ﹤0.01%
+14,999
New +$227K
64 65
66
67 68

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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.