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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
VNO icon
2451
PUT
Vornado Realty Trust
VNO
$7.54B
– –
-12,600
Closed -$850K
VOO icon
2452
Vanguard S&P 500 ETF
VOO
$971B
– –
-3,613
Closed -$938K
VRSN icon
2453
VeriSign
VRSN
$25.4B
– –
-1,205
Closed -$237K
VTIP icon
2454
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
– –
-8,281
Closed -$403K
VTLE
2455
DELISTED
Vital Energy
VTLE
– –
-2,341
Closed -$145K
VUG icon
2456
Vanguard Growth ETF
VUG
$216B
– –
-11,640
Closed -$303K
VXX icon
2457
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
– –
-150
Closed -$281K
VYX icon
2458
PUT
NCR Voyix
VYX
$1.19B
– –
-46,292
Closed -$775K
VZ icon
2459
Verizon
VZ
$201B
– –
-12,121
Closed -$698K
WCC
2460
CALL
WESCO International
WCC
$16.1B
– –
-3,900
Closed -$207K
WEC icon
2461
CALL
WEC Energy
WEC
$37B
– –
-22,300
Closed -$1.76M
WELL icon
2462
PUT
Welltower
WELL
$175B
– –
-11,300
Closed -$877K
WFC.PRL icon
2463
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.69B
– –
-189
Closed -$244K
WKHS icon
2464
Workhorse Group
WKHS
$32.4M
– –
-7
Closed -$12K
WM icon
2465
PUT
Waste Management
WM
$96.1B
– –
-3,300
Closed -$343K
WU icon
2466
Western Union
WU
$2.58B
– –
-21,023
Closed -$410K
WY icon
2467
Weyerhaeuser
WY
$17.7B
– –
-9,668
Closed -$246K
XHS icon
2468
State Street SPDR S&P Health Care Services ETF
XHS
$211M
– –
-3,715
Closed -$240K
XLB icon
2469
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
– –
-56,200
Closed -$1.56M
XLB icon
2470
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
– –
-132,200
Closed -$3.67M
XLI icon
2471
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
– –
-95,283
Closed -$7.25M
XME icon
2472
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
– –
-10,065
Closed -$280K
XPH icon
2473
State Street SPDR S&P Pharmaceuticals ETF
XPH
$483M
– –
-7,617
Closed -$317K
XPO icon
2474
CALL
XPO
XPO
$24B
– –
-19,661
Closed -$365K
XRAY icon
2475
Dentsply Sirona
XRAY
$2.7B
– –
-9,426
Closed -$506K
97 98
99
100 101

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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.