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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
EXAS
701
CALL
DELISTED
Exact Sciences
EXAS
$1.11M 0.01%
9,400
+1,200
+15% +$121K
DOW icon
702
CALL
Dow Inc
DOW
$21.9B
$1.11M 0.01%
+22,500
New +$1.19M
MET icon
703
PUT
MetLife
MET
$62B
$1.11M 0.01%
22,300
-14,100
-39% -$663K
FIS icon
704
CALL
Fidelity National Information Services
FIS
$23.4B
$1.1M 0.01%
9,000
-15,800
-64% -$1.86M
AXP icon
705
American Express
AXP
$231B
$1.1M 0.01%
8,879
+1,994
+29% +$234K
CLX icon
706
Clorox
CLX
$11.9B
$1.09M 0.01%
7,114
+4,338
+156% +$663K
MCHP icon
707
CALL
Microchip Technology
MCHP
$40.6B
$1.07M 0.01%
24,800
-22,600
-48% -$1M
CF icon
708
PUT
CF Industries
CF
$18.6B
$1.07M 0.01%
+23,000
New +$998K
UAL icon
709
United Airlines
UAL
$41.7B
$1.07M 0.01%
+12,231
New +$1.04M
ED icon
710
PUT
Consolidated Edison
ED
$40B
$1.07M 0.01%
12,200
+7,600
+165% +$655K
MSI icon
711
CALL
Motorola Solutions
MSI
$72.9B
$1.07M 0.01%
6,400
+4,700
+276% +$708K
CAG icon
712
CALL
Conagra Brands
CAG
$7.05B
$1.07M 0.01%
+40,200
New +$1.17M
ROST icon
713
Ross Stores
ROST
$81.2B
$1.06M 0.01%
+10,715
New +$1.04M
CP icon
714
CALL
Canadian Pacific Kansas City
CP
$78.4B
$1.06M 0.01%
22,500
+4,500
+25% +$201K
XHB icon
715
State Street SPDR S&P Homebuilders ETF
XHB
$1.48B
$1.06M 0.01%
25,391
-12,473
-33% -$504K
SBAC icon
716
PUT
SBA Communications
SBAC
$19.2B
$1.06M 0.01%
4,700
-6,300
-57% -$1.33M
SCHW
717
Charles Schwab
SCHW
$184B
$1.04M 0.01%
25,814
+4,903
+23% +$214K
FIVE icon
718
CALL
Five Below
FIVE
$11.8B
$1.03M 0.01%
8,600
-10,000
-54% -$1.32M
ILMN icon
719
CALL
Illumina
ILMN
$30.8B
$1.03M 0.01%
2,878
+1,233
+75% +$389K
ROST icon
720
PUT
Ross Stores
ROST
$81.2B
$1.03M 0.01%
+10,400
New +$1.01M
UBS icon
721
UBS Group
UBS
$172B
$1.03M 0.01%
86,781
+25,854
+42% +$317K
SFIX
722
CALL
Stitch Fix
SFIX
$543M
$1.02M 0.01%
31,900
-8,000
-20% -$215K
SHAK icon
723
CALL
Shake Shack
SHAK
$2.6B
$1.02M 0.01%
14,100
+800
+6% +$49.4K
IEMG icon
724
iShares Core MSCI Emerging Markets ETF
IEMG
$151B
$1.01M 0.01%
19,739
+15,395
+354% +$787K
LUV icon
725
PUT
Southwest Airlines
LUV
$22.9B
$1.01M 0.01%
19,900
+11,200
+129% +$580K
27 28
29
30 31

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NOCM
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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.