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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
LNC icon
651
PUT
Lincoln National
LNC
$8.79B
$1.25M 0.01%
19,400
+13,400
+223% +$856K
NWL icon
652
CALL
Newell Brands
NWL
$2.62B
$1.25M 0.01%
81,000
+56,100
+225% +$840K
VEEV icon
653
CALL
Veeva Systems
VEEV
$34.1B
$1.25M 0.01%
7,700
+2,700
+54% +$393K
NUE icon
654
PUT
Nucor
NUE
$58.8B
$1.25M 0.01%
+22,600
New +$1.24M
ADM icon
655
PUT
Archer Daniels Midland
ADM
$37.7B
$1.24M 0.01%
30,500
+19,400
+175% +$803K
EFX icon
656
PUT
Equifax
EFX
$20.6B
$1.24M 0.01%
+9,200
New +$1.15M
VTR icon
657
PUT
Ventas
VTR
$47B
$1.24M 0.01%
18,100
-3,600
-17% -$230K
FLOT icon
658
iShares Floating Rate Bond ETF
FLOT
$10.3B
$1.23M 0.01%
24,206
-21,201
-47% -$1.08M
CI icon
659
PUT
Cigna
CI
$74.4B
$1.23M 0.01%
+7,800
New +$1.22M
APA icon
660
PUT
APA Corp
APA
$13.1B
$1.23M 0.01%
42,300
+24,400
+136% +$759K
BHC icon
661
PUT
Bausch Health
BHC
$2.6B
$1.22M 0.01%
48,300
+35,900
+290% +$852K
SDY icon
662
State Street SPDR S&P Dividend ETF
SDY
$23.5B
$1.21M 0.01%
12,026
-3,071
-20% -$307K
SNAP icon
663
CALL
Snap
SNAP
$8.36B
$1.21M 0.01%
84,500
+67,200
+388% +$822K
SNY icon
664
CALL
Sanofi
SNY
$103B
$1.21M 0.01%
+27,900
New +$1.19M
HSY icon
665
PUT
Hershey
HSY
$35.5B
$1.21M 0.01%
+9,000
New +$1.14M
MDCO
666
CALL
DELISTED
Medicines Co
MDCO
$1.2M 0.01%
+33,000
New +$1.08M
FISV
667
PUT
Fiserv Inc
FISV
$29B
$1.2M 0.01%
+13,200
New +$1.16M
X
668
PUT
DELISTED
US Steel
X
$1.2M 0.01%
78,600
+23,700
+43% +$365K
AU icon
669
CALL
AngloGold Ashanti
AU
$41.2B
$1.2M 0.01%
67,400
+34,800
+107% +$467K
MCK icon
670
McKesson
MCK
$99.6B
$1.2M 0.01%
+8,904
New +$1.11M
TSN icon
671
PUT
Tyson Foods
TSN
$20.9B
$1.2M 0.01%
+14,800
New +$1.14M
EWW icon
672
PUT
iShares MSCI Mexico ETF
EWW
$1.96B
$1.19M 0.01%
27,500
-38,600
-58% -$1.73M
HES
673
DELISTED
Hess
HES
$1.19M 0.01%
18,729
-6,682
-26% -$413K
M icon
674
CALL
Macy's
M
$6.8B
$1.19M 0.01%
55,200
+45,100
+447% +$1.03M
NTAP icon
675
PUT
NetApp
NTAP
$35.8B
$1.19M 0.01%
19,200
+13,300
+225% +$898K
25 26
27
28 29

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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.