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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
PDP icon
1676
Invesco Dorsey Wright Momentum ETF
PDP
$1.43B
$220K ﹤0.01%
+3,653
New +$213K
TRGP icon
1677
CALL
Targa Resources
TRGP
$61.2B
$220K ﹤0.01%
+5,600
New +$222K
AMED
1678
PUT
DELISTED
Amedisys
AMED
$219K ﹤0.01%
+1,800
New +$214K
COR icon
1679
Cencora
COR
$59.8B
$219K ﹤0.01%
2,572
-348
-12% -$27.5K
LKQ icon
1680
LKQ Corp
LKQ
$5.91B
$219K ﹤0.01%
8,245
+661
+9% +$18.5K
TRI icon
1681
PUT
Thomson Reuters
TRI
$43.2B
$219K ﹤0.01%
+3,227
New +$214K
WMT icon
1682
Walmart Inc
WMT
$844B
$219K ﹤0.01%
5,934
-939
-14% -$32.4K
FIHD
1683
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
$219K ﹤0.01%
+1,215
New +$210K
DISCK
1684
CALL
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$219K ﹤0.01%
+7,700
New +$209K
AES icon
1685
CALL
AES
AES
$10.6B
$218K ﹤0.01%
+13,000
New +$220K
DELL icon
1686
PUT
Dell
DELL
$373B
$218K ﹤0.01%
+8,484
New +$265K
NDAQ icon
1687
Nasdaq
NDAQ
$50.9B
$218K ﹤0.01%
+6,801
New +$208K
ROST icon
1688
CALL
Ross Stores
ROST
$73.3B
$218K ﹤0.01%
+2,200
New +$214K
SOXX icon
1689
CALL
iShares Semiconductor ETF
SOXX
$44.3B
$218K ﹤0.01%
+3,300
New +$216K
VXF icon
1690
Vanguard Extended Market ETF
VXF
$30.8B
$218K ﹤0.01%
+1,838
New +$215K
MFC icon
1691
Manulife Financial
MFC
$72.9B
$217K ﹤0.01%
+11,917
New +$212K
OUT icon
1692
PUT
Outfront Media
OUT
$4.95B
$217K ﹤0.01%
+8,534
New +$208K
PNW icon
1693
Pinnacle West Capital
PNW
$11.6B
$217K ﹤0.01%
2,307
-1,139
-33% -$109K
GUNR icon
1694
Northern Trust Morningstar Global Upstream Natural Resources ETF
GUNR
$7.27B
$216K ﹤0.01%
+6,558
New +$212K
LDOS icon
1695
CALL
Leidos
LDOS
$16.4B
$216K ﹤0.01%
+2,700
New +$197K
VTR icon
1696
Ventas
VTR
$45.1B
$216K ﹤0.01%
3,164
-130
-4% -$8.29K
AAP icon
1697
Advance Auto Parts
AAP
$2.53B
$215K ﹤0.01%
1,395
+173
+14% +$28.1K
AGO icon
1698
PUT
Assured Guaranty
AGO
$3.16B
$215K ﹤0.01%
+5,100
New +$225K
GDS icon
1699
GDS Holdings
GDS
$6.26B
$215K ﹤0.01%
+5,733
New +$209K
LYG icon
1700
Lloyds Banking Group
LYG
$86.2B
$215K ﹤0.01%
75,842
-424,531
-85% -$1.31M
66 67
68
69 70

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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.