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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
HYHG icon
2226
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$270M
– –
-3,581
Closed -$236K
HYT icon
2227
BlackRock Corporate High Yield Fund
HYT
$1.56B
– –
-30,435
Closed -$312K
PPLI
2228
People Inc
PPLI
$2.85B
– –
-9,540
Closed -$381K
IAG icon
2229
IAMGOLD
IAG
$11.2B
– –
-43,780
Closed -$152K
IBM icon
2230
IBM
IBM
$234B
– –
-5,763
Closed -$757K
IBN icon
2231
ICICI Bank
IBN
$102B
– –
-85,367
Closed -$978K
ICSH icon
2232
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.83B
– –
-5,216
Closed -$262K
IDCC icon
2233
InterDigital
IDCC
$8.41B
– –
-4,835
Closed -$319K
IEO icon
2234
PUT
iShares US Oil & Gas Exploration & Production ETF
IEO
$746M
– –
-4,000
Closed -$233K
IEV icon
2235
iShares Europe ETF
IEV
$1.63B
– –
-10,380
Closed -$450K
IGBH icon
2236
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
IGBH
$258M
– –
-9,898
Closed -$244K
IGHG icon
2237
ProShares Investment Grade-Interest Rate Hedged
IGHG
$355M
– –
-3,146
Closed -$233K
IHF icon
2238
iShares US Healthcare Providers ETF
IHF
$1.32B
– –
-7,375
Closed -$248K
IHI icon
2239
iShares US Medical Devices ETF
IHI
$3.26B
– –
-26,130
Closed -$1.01M
IMCV icon
2240
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.16B
– –
-4,881
Closed -$253K
INSG icon
2241
Inseego
INSG
$68M
– –
-1,057
Closed -$50K
INVH icon
2242
Invitation Homes
INVH
$16.3B
– –
-8,984
Closed -$219K
IPI icon
2243
Intrepid Potash
IPI
$520M
– –
-1,121
Closed -$42K
IRM icon
2244
Iron Mountain
IRM
$33.4B
– –
-9,049
Closed -$297K
IVR icon
2245
Invesco Mortgage Capital
IVR
$703M
– –
-1,021
Closed -$161K
IVV icon
2246
CALL
iShares Core S&P 500 ETF
IVV
$837B
– –
-1,600
Closed -$455K
IVZ icon
2247
Invesco
IVZ
$13.6B
– –
-15,934
Closed -$308K
IWC icon
2248
iShares Micro-Cap ETF
IWC
$1.42B
– –
-2,171
Closed -$201K
IYG icon
2249
iShares US Financial Services ETF
IYG
$2.18B
– –
-5,715
Closed -$238K
IYT icon
2250
PUT
iShares US Transportation ETF
IYT
$2.1B
– –
-6,800
Closed -$318K
88 89
90
91 92

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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.