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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
GERN icon
2201
Geron
GERN
$898M
– –
-12,129
Closed -$20K
GFI icon
2202
Gold Fields
GFI
$28.8B
– –
-92,027
Closed -$393K
GGT
2203
Gabelli Multimedia Trust
GGT
$168M
– –
-11,801
Closed -$97K
B
2204
CALL
Barrick Mining
B
$60.9B
– –
-93,900
Closed -$1.29M
B
2205
PUT
Barrick Mining
B
$60.9B
– –
-36,900
Closed -$506K
GOVT icon
2206
iShares US Treasury Bond ETF
GOVT
$43.7B
– –
-13,741
Closed -$347K
GRMN
2207
Garmin
GRMN
$56.9B
– –
-5,688
Closed -$465K
GRMN
2208
PUT
Garmin
GRMN
$56.9B
– –
-2,600
Closed -$225K
GS icon
2209
Goldman Sachs
GS
$289B
– –
-5,554
Closed -$1.1M
GSAT icon
2210
Globalstar
GSAT
$10.1B
– –
-869
Closed -$6K
GSY icon
2211
Invesco Ultra Short Duration ETF
GSY
$3.86B
– –
-5,143
Closed -$259K
GT icon
2212
Goodyear
GT
$2.09B
– –
-18,805
Closed -$317K
GTE icon
2213
Gran Tierra Energy
GTE
$236M
– –
-1,355
Closed -$31K
GTN icon
2214
Gray Television
GTN
$437M
– –
-15,278
Closed -$326K
GVI icon
2215
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
– –
-2,188
Closed -$241K
HAIN icon
2216
CALL
Hain Celestial
HAIN
$44.6M
– –
-18,900
Closed -$437K
HDV
2217
iShares Core High Dividend ETF
HDV
$14.7B
– –
-16,410
Closed -$306K
HEZU icon
2218
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$560M
– –
-7,757
Closed -$228K
HIO
2219
Western Asset High Income Opportunity Fund
HIO
$331M
– –
-25,726
Closed -$124K
HIX
2220
Western Asset High Income Fund II
HIX
$347M
– –
-17,762
Closed -$115K
HL icon
2221
CALL
Hecla Mining
HL
$9.49B
– –
-13,300
Closed -$31K
HPE icon
2222
PUT
Hewlett Packard
HPE
$58.8B
– –
-11,100
Closed -$171K
HPQ icon
2223
PUT
HP
HPQ
$26B
– –
-26,600
Closed -$517K
HR icon
2224
Healthcare Realty
HR
$7.56B
– –
-11,167
Closed -$319K
AGIG
2225
Abundia Global Impact Group
AGIG
$40.5M
– –
-109
Closed -$3K
87 88
89
90 91

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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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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.