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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
LUV icon
2276
Southwest Airlines
LUV
$22B
– –
-5,866
Closed -$304K
LVS icon
2277
Las Vegas Sands
LVS
$32.1B
– –
-4,440
Closed -$275K
LYB icon
2278
PUT
LyondellBasell Industries
LYB
$19.5B
– –
-8,200
Closed -$689K
LYV icon
2279
PUT
Live Nation Entertainment
LYV
$41.8B
– –
-5,800
Closed -$369K
MAR icon
2280
Marriott International
MAR
$101B
– –
-4,278
Closed -$568K
MARA icon
2281
Marathon Digital Holdings
MARA
$4.03B
– –
-3,114
Closed -$6K
MBI icon
2282
CALL
MBIA
MBI
$272M
– –
-17,200
Closed -$164K
MBI icon
2283
MBIA
MBI
$272M
– –
-23,417
Closed -$219K
MCHI icon
2284
iShares MSCI China ETF
MCHI
$6.22B
– –
-7,569
Closed -$473K
MDY icon
2285
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.5B
– –
-6,600
Closed -$2.28M
MELI icon
2286
Mercado Libre
MELI
$93.7B
– –
-950
Closed -$529K
CD
2287
Chaince Digital Holdings
CD
$238M
– –
-4,766
Closed -$18K
MGF
2288
Aberdeen Government Markets Income Fund
MGF
$91.6M
– –
-25,078
Closed -$113K
MGM icon
2289
MGM Resorts International
MGM
$11.7B
– –
-11,089
Closed -$296K
KG
2290
Kestrel Group
KG
$70.6M
– –
-1,484
Closed -$22K
MIN
2291
Aberdeen Intermediate Income Fund
MIN
$273M
– –
-19,078
Closed -$72K
MINT icon
2292
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
– –
-9,156
Closed -$930K
MITT
2293
TPG Mortgage Investment Trust
MITT
$229M
– –
-5,495
Closed -$278K
MKSI icon
2294
CALL
MKS Inc
MKSI
$18B
– –
-3,000
Closed -$279K
MMT
2295
Aberdeen Multi-Market Income Fund
MMT
$237M
– –
-19,758
Closed -$112K
MO icon
2296
Altria Group
MO
$127B
– –
-4,260
Closed -$223K
MPT
2297
Medical Properties Trust
MPT
$2.88B
– –
-20,330
Closed -$376K
MSD
2298
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
– –
-12,561
Closed -$113K
MT icon
2299
ArcelorMittal
MT
$49.5B
– –
-13,323
Closed -$251K
MTB icon
2300
PUT
M&T Bank
MTB
$36.4B
– –
-1,500
Closed -$236K
90 91
92
93 94

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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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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.