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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
MTG icon
1701
CALL
MGIC Investment
MTG
$6.15B
$215K ﹤0.01%
+16,400
New +$228K
SONY icon
1702
CALL
Sony
SONY
$137B
$215K ﹤0.01%
20,500
-78,500
-79% -$771K
BIG
1703
CALL
DELISTED
Big Lots, Inc.
BIG
$215K ﹤0.01%
7,500
+1,400
+23% +$46.7K
FEM icon
1704
First Trust Emerging Markets AlphaDEX Fund
FEM
$740M
$214K ﹤0.01%
+8,483
New +$206K
LNC icon
1705
Lincoln National
LNC
$8.71B
$214K ﹤0.01%
+3,314
New +$212K
PWR icon
1706
Quanta Services
PWR
$100B
$214K ﹤0.01%
+5,606
New +$213K
DE icon
1707
Deere & Co
DE
$161B
$213K ﹤0.01%
1,287
-890
-41% -$139K
SGI
1708
CALL
Somnigroup International
SGI
$13.9B
$213K ﹤0.01%
+11,600
New +$187K
SC
1709
CALL
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$213K ﹤0.01%
+8,900
New +$198K
BABA icon
1710
Alibaba
BABA
$292B
$212K ﹤0.01%
+1,254
New +$216K
JPUS
1711
JPMorgan Diversified Return US Equity ETF
JPUS
$458M
$212K ﹤0.01%
+2,834
New +$209K
KKR icon
1712
PUT
KKR & Co
KKR
$90.8B
$212K ﹤0.01%
+8,400
New +$201K
KRC icon
1713
Kilroy Realty
KRC
$4.54B
$212K ﹤0.01%
+2,878
New +$219K
WPG
1714
DELISTED
Washington Prime Group Inc.
WPG
$212K ﹤0.01%
6,161
+4,242
+221% +$174K
TRV icon
1715
Travelers Companies
TRV
$78.6B
$211K ﹤0.01%
+1,409
New +$203K
IBND icon
1716
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$460M
$210K ﹤0.01%
+6,148
New +$205K
MUR icon
1717
CALL
Murphy Oil
MUR
$5.63B
$210K ﹤0.01%
+8,500
New +$225K
VEU icon
1718
Vanguard FTSE All-World ex-US ETF
VEU
$66.7B
$210K ﹤0.01%
4,127
-3,767
-48% -$190K
SWN
1719
CALL
DELISTED
Southwestern Energy Company
SWN
$210K ﹤0.01%
66,600
-83,000
-55% -$322K
DTV
1720
DELISTED
DTE Energy Company 2016 Corporate Units
DTV
$210K ﹤0.01%
+3,735
New +$208K
HSY icon
1721
Hershey
HSY
$35.6B
$209K ﹤0.01%
1,556
-816
-34% -$104K
MRSH
1722
CALL
Marsh
MRSH
$90.8B
$209K ﹤0.01%
+2,100
New +$201K
WPX
1723
DELISTED
WPX Energy, Inc.
WPX
$209K ﹤0.01%
+18,123
New +$225K
EWI icon
1724
iShares MSCI Italy ETF
EWI
$1.01B
$208K ﹤0.01%
+7,537
New +$207K
PVI icon
1725
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
$208K ﹤0.01%
+8,354
New +$208K
67 68
69
70 71

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BCM
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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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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.