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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
MRO
751
PUT
DELISTED
Marathon Oil Corporation
MRO
$968K 0.01%
68,100
+12,000
+21% +$186K
ITW icon
752
CALL
Illinois Tool Works
ITW
$82.6B
$965K 0.01%
+6,400
New +$966K
LYB icon
753
LyondellBasell Industries
LYB
$20B
$965K 0.01%
11,204
+7,907
+240% +$675K
VXUS icon
754
Vanguard Total International Stock ETF
VXUS
$155B
$965K 0.01%
+18,303
New +$956K
XHB icon
755
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$963K 0.01%
23,100
+6,200
+37% +$250K
PAA icon
756
CALL
Plains All American Pipeline
PAA
$17.3B
$962K 0.01%
+39,500
New +$943K
ANET icon
757
CALL
Arista Networks
ANET
$227B
$961K 0.01%
59,200
+12,800
+28% +$222K
SMG icon
758
CALL
ScottsMiracle-Gro
SMG
$3.82B
$955K 0.01%
9,700
+5,800
+149% +$516K
FMC icon
759
CALL
FMC
FMC
$1.34B
$954K 0.01%
+11,500
New +$902K
GLW icon
760
CALL
Corning
GLW
$119B
$954K 0.01%
28,700
-24,000
-46% -$770K
CAH icon
761
CALL
Cardinal Health
CAH
$53.9B
$951K 0.01%
20,200
+9,300
+85% +$429K
APA icon
762
APA Corp
APA
$13.2B
$944K 0.01%
+32,601
New +$1.01M
IYT icon
763
CALL
iShares US Transportation ETF
IYT
$2.26B
$941K 0.01%
20,000
+13,600
+213% +$642K
ETR icon
764
PUT
Entergy
ETR
$50.2B
$937K 0.01%
18,200
-18,200
-50% -$887K
FNV icon
765
CALL
Franco-Nevada
FNV
$41.1B
$934K 0.01%
11,000
-5,900
-35% -$446K
CSX icon
766
CSX Corp
CSX
$93.4B
$933K 0.01%
36,162
+18,186
+101% +$469K
LEN icon
767
Lennar Class A
LEN
$19.8B
$932K 0.01%
19,873
+4,392
+28% +$219K
DISH
768
DELISTED
DISH Network Corp.
DISH
$932K 0.01%
+24,257
New +$861K
ARCC icon
769
PUT
Ares Capital
ARCC
$13.5B
$931K 0.01%
+51,900
New +$918K
IRM icon
770
PUT
Iron Mountain
IRM
$36.4B
$930K 0.01%
29,700
+19,900
+203% +$652K
DATA
771
CALL
DELISTED
Tableau Software, Inc.
DATA
$930K 0.01%
5,600
-100
-2% -$13.1K
FCX icon
772
PUT
Freeport-McMoran
FCX
$90B
$928K 0.01%
79,900
-12,500
-14% -$146K
PGR icon
773
Progressive
PGR
$123B
$928K 0.01%
11,609
-29
-0.2% -$2.24K
STLD icon
774
PUT
Steel Dynamics
STLD
$36B
$927K 0.01%
+30,700
New +$939K
CNC icon
775
PUT
Centene
CNC
$30.7B
$923K 0.01%
+17,600
New +$951K
29 30
31
32 33

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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.