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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
TTD icon
676
PUT
Trade Desk
TTD
$8.72B
$1.18M 0.01%
52,000
-16,000
-24% -$344K
FISV
677
Fiserv Inc
FISV
$29.1B
$1.18M 0.01%
+12,982
New +$1.14M
SIRI icon
678
SiriusXM
SIRI
$10.4B
$1.18M 0.01%
21,197
+15,814
+294% +$900K
TSN icon
679
Tyson Foods
TSN
$21B
$1.18M 0.01%
14,640
+2,448
+20% +$189K
XME icon
680
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
$1.18M 0.01%
41,500
-57,400
-58% -$1.6M
MDY icon
681
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$1.18M 0.01%
3,318
-3,112
-48% -$1.09M
MA icon
682
Mastercard
MA
$501B
$1.17M 0.01%
4,430
-5,883
-57% -$1.47M
MDB icon
683
CALL
MongoDB
MDB
$28.6B
$1.17M 0.01%
7,700
– –
WEC icon
684
WEC Energy
WEC
$35.7B
$1.17M 0.01%
+14,045
New +$1.13M
NLY icon
685
Annaly Capital Management
NLY
$17.3B
$1.17M 0.01%
31,999
-7,999
-20% -$305K
BUD icon
686
PUT
AB InBev
BUD
$166B
$1.17M 0.01%
13,200
+4,800
+57% +$412K
HAL icon
687
Halliburton
HAL
$26.8B
$1.17M 0.01%
51,321
+22,332
+77% +$580K
URI icon
688
CALL
United Rentals
URI
$68.7B
$1.17M 0.01%
8,800
+5,600
+175% +$711K
XLNX
689
CALL
DELISTED
Xilinx Inc
XLNX
$1.17M 0.01%
9,900
+5,100
+106% +$595K
EWJ icon
690
iShares MSCI Japan ETF
EWJ
$22B
$1.16M 0.01%
21,289
+17,155
+415% +$933K
AEP icon
691
American Electric Power
AEP
$69.7B
$1.16M 0.01%
13,160
+9,461
+256% +$815K
BZUN
692
CALL
Baozun
BZUN
$172M
$1.15M 0.01%
23,100
-2,700
-10% -$117K
RL icon
693
CALL
Ralph Lauren
RL
$22.4B
$1.15M 0.01%
10,100
-400
-4% -$47.9K
AMGN icon
694
PUT
Amgen
AMGN
$206B
$1.14M 0.01%
6,200
-8,500
-58% -$1.52M
MOS icon
695
CALL
The Mosaic Company
MOS
$6.96B
$1.14M 0.01%
45,600
-15,800
-26% -$386K
CF icon
696
CALL
CF Industries
CF
$18.6B
$1.14M 0.01%
+24,300
New +$1.05M
OLLI icon
697
PUT
Ollie's Bargain Outlet
OLLI
$4.51B
$1.13M 0.01%
13,000
+10,000
+333% +$943K
CIT
698
PUT
DELISTED
CIT Group Inc.
CIT
$1.13M 0.01%
21,500
+13,500
+169% +$683K
LBTYA icon
699
Liberty Global Class A
LBTYA
$3.72B
$1.12M 0.01%
+41,628
New +$1.1M
K
700
PUT
DELISTED
Kellanova
K
$1.12M 0.01%
+22,259
New +$1.18M
26 27
28
29 30

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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.