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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
IRM icon
576
CALL
Iron Mountain
IRM
$37B
$1.47M 0.02%
46,900
+26,600
+131% +$872K
TJX icon
577
CALL
TJX Companies
TJX
$173B
$1.47M 0.02%
27,700
+2,300
+9% +$122K
FDS icon
578
CALL
Factset
FDS
$9.61B
$1.46M 0.02%
5,100
-1,200
-19% -$332K
W icon
579
CALL
Wayfair
W
$11.8B
$1.46M 0.02%
10,000
-1,300
-12% -$196K
STZ icon
580
PUT
Constellation Brands
STZ
$22.5B
$1.46M 0.02%
7,400
+3,000
+68% +$586K
DD icon
581
CALL
DuPont de Nemours
DD
$18.9B
$1.46M 0.02%
15,455
-4,723
-23% -$564K
EMR icon
582
PUT
Emerson Electric
EMR
$86.2B
$1.45M 0.02%
21,800
+9,700
+80% +$650K
HCA icon
583
CALL
HCA Healthcare
HCA
$87.5B
$1.45M 0.02%
10,700
+2,000
+23% +$253K
KSS icon
584
PUT
Kohl's
KSS
$2.29B
$1.45M 0.02%
30,400
+19,900
+190% +$1.2M
RIG icon
585
PUT
Transocean
RIG
$5.68B
$1.45M 0.02%
225,600
+189,800
+530% +$1.41M
BAC icon
586
Bank of America
BAC
$437B
$1.44M 0.02%
49,754
+4,322
+10% +$125K
CAG icon
587
PUT
Conagra Brands
CAG
$7.07B
$1.44M 0.02%
+54,200
New +$1.57M
OSK icon
588
CALL
Oshkosh
OSK
$9.09B
$1.44M 0.02%
17,200
+4,000
+30% +$315K
CHRW icon
589
CALL
C.H. Robinson
CHRW
$17.4B
$1.43M 0.02%
17,000
+3,800
+29% +$320K
KEY icon
590
CALL
KeyCorp
KEY
$24.4B
$1.43M 0.02%
80,800
+9,000
+13% +$152K
SYF icon
591
CALL
Synchrony
SYF
$25.5B
$1.43M 0.02%
41,300
+2,700
+7% +$91.5K
XLY icon
592
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$1.42M 0.01%
23,838
-26,010
-52% -$1.52M
EWH icon
593
iShares MSCI Hong Kong ETF
EWH
$1.23B
$1.42M 0.01%
54,755
-37,592
-41% -$971K
ENB icon
594
PUT
Enbridge
ENB
$118B
$1.41M 0.01%
+39,100
New +$1.42M
FAST icon
595
PUT
Fastenal
FAST
$55.2B
$1.41M 0.01%
+86,600
New +$1.43M
MT icon
596
CALL
ArcelorMittal
MT
$54B
$1.41M 0.01%
77,900
+49,800
+177% +$939K
FLRN icon
597
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$1.4M 0.01%
45,697
+14,069
+44% +$432K
RGLD icon
598
PUT
Royal Gold
RGLD
$17.1B
$1.4M 0.01%
13,700
+1,900
+16% +$171K
CCL icon
599
PUT
Carnival Corporation Ltd
CCL
$39.2B
$1.4M 0.01%
+30,100
New +$1.58M
KMX icon
600
CALL
CarMax
KMX
$8.24B
$1.4M 0.01%
16,100
+10,100
+168% +$790K
22 23
24
25 26

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.