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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
EMN icon
2151
Eastman Chemical
EMN
$7.69B
– –
-6,076
Closed -$462K
ENB icon
2152
Enbridge
ENB
$120B
– –
-7,626
Closed -$278K
EPI icon
2153
WisdomTree India Earnings Fund ETF
EPI
$2.04B
– –
-27,333
Closed -$720K
EPP icon
2154
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
– –
-7,036
Closed -$323K
EPR icon
2155
EPR Properties
EPR
$4.89B
– –
-2,624
Closed -$202K
ERX icon
2156
Direxion Daily Energy Bull 2X ETF
ERX
$231M
– –
-1,366
Closed -$310K
ET icon
2157
CALL
Energy Transfer Partners
ET
$69.5B
– –
-12,400
Closed -$191K
ETR icon
2158
Entergy
ETR
$50.3B
– –
-28,882
Closed -$1.41M
ETV
2159
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
ETV
$1.66B
– –
-11,372
Closed -$171K
EUFN icon
2160
iShares MSCI Europe Financials ETF
EUFN
$4B
– –
-16,958
Closed -$308K
EVOK
2161
DELISTED
Evoke Pharma
EVOK
– –
-303
Closed -$65K
EVRG icon
2162
Evergy
EVRG
$19.4B
– –
-6,081
Closed -$353K
EVV
2163
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
– –
-12,901
Closed -$163K
EWL icon
2164
iShares MSCI Switzerland ETF
EWL
$2.17B
– –
-6,372
Closed -$225K
EWU icon
2165
iShares MSCI United Kingdom ETF
EWU
$4.1B
– –
-8,847
Closed -$292K
EWZ icon
2166
PUT
iShares MSCI Brazil ETF
EWZ
$8.98B
– –
-9,500
Closed -$389K
EXG icon
2167
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
– –
-33,162
Closed -$270K
EXEL icon
2168
CALL
Exelixis
EXEL
$13.9B
– –
-15,100
Closed -$359K
EXK
2169
Endeavour Silver
EXK
$2.24B
– –
-16,431
Closed -$41K
EXP icon
2170
CALL
Eagle Materials
EXP
$6.49B
– –
-2,500
Closed -$211K
EXP icon
2171
PUT
Eagle Materials
EXP
$6.49B
– –
-4,500
Closed -$379K
EXPD icon
2172
CALL
Expeditors International
EXPD
$22.3B
– –
-6,000
Closed -$455K
EXPE icon
2173
PUT
Expedia Group
EXPE
$36.5B
– –
-11,700
Closed -$1.39M
EXR icon
2174
PUT
Extra Space Storage
EXR
$32.3B
– –
-2,300
Closed -$234K
FANG icon
2175
PUT
Diamondback Energy
FANG
$56B
– –
-3,900
Closed -$396K
85 86
87
88 89

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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.