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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
BC icon
2076
PUT
Brunswick
BC
$4.5B
– –
-4,100
Closed -$206K
BCE icon
2077
BCE
BCE
$21.1B
– –
-4,664
Closed -$207K
BDRX
2078
Biodexa Pharmaceuticals
BDRX
$1.2M
– –
0
– -$12K
BFH icon
2079
CALL
Bread Financial
BFH
$4.1B
– –
-2,005
Closed -$280K
BFH icon
2080
Bread Financial
BFH
$4.1B
– –
-3,590
Closed -$434K
BGY icon
2081
BlackRock Enhanced International Dividend Trust
BGY
$522M
– –
-23,745
Closed -$132K
BNY
2082
Bank of New York Mellon
BNY
$104B
– –
-4,931
Closed -$232K
BL icon
2083
BlackLine
BL
$1.66B
– –
-5,167
Closed -$239K
BLIN icon
2084
Bridgeline Digital
BLIN
$10.9M
– –
-271
Closed -$2K
BLUE
2085
DELISTED
bluebird bio
BLUE
– –
-135
Closed -$234K
BLUE
2086
PUT
DELISTED
bluebird bio
BLUE
– –
-332
Closed -$677K
BLV icon
2087
Vanguard Long-Term Bond ETF
BLV
$5.64B
– –
-4,982
Closed -$459K
BND icon
2088
Vanguard Total Bond Market
BND
$161B
– –
-38,702
Closed -$3.14M
BOKF icon
2089
BOK Financial
BOKF
$8.19B
– –
-2,678
Closed -$218K
BUD icon
2090
AB InBev
BUD
$157B
– –
-13,310
Closed -$1.14M
BXMX
2091
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
– –
-18,697
Closed -$247K
BXP icon
2092
CALL
Boston Properties
BXP
$10.2B
– –
-5,100
Closed -$683K
C icon
2093
Citigroup
C
$226B
– –
-16,438
Closed -$1.1M
CACC icon
2094
Credit Acceptance
CACC
$6.25B
– –
-490
Closed -$221K
CACI icon
2095
CALL
CACI
CACI
$13.9B
– –
-1,900
Closed -$346K
CBRL icon
2096
PUT
Cracker Barrel
CBRL
$1.01B
– –
-1,800
Closed -$291K
CCK icon
2097
CALL
Crown Holdings
CCK
$12.3B
– –
-14,700
Closed -$802K
CCK icon
2098
PUT
Crown Holdings
CCK
$12.3B
– –
-7,200
Closed -$393K
CDC icon
2099
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$726M
– –
-8,368
Closed -$373K
CE icon
2100
Celanese
CE
$5.14B
– –
-2,174
Closed -$225K
82 83
84
85 86

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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.