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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
VMC icon
826
CALL
Vulcan Materials
VMC
$34.8B
$824K 0.01%
+6,000
New +$766K
HPQ icon
827
HP
HPQ
$24.9B
$821K 0.01%
39,508
+14,166
+56% +$280K
CVNA icon
828
CALL
Carvana
CVNA
$68.6B
$820K 0.01%
65,500
+27,500
+72% +$353K
MRSH
829
Marsh
MRSH
$90.5B
$813K 0.01%
8,146
+5,594
+219% +$535K
RTX icon
830
RTX Corp
RTX
$290B
$811K 0.01%
9,903
+7,176
+263% +$600K
TD icon
831
CALL
Toronto Dominion Bank
TD
$198B
$811K 0.01%
+13,900
New +$782K
STX icon
832
PUT
Seagate
STX
$194B
$810K 0.01%
17,200
-42,800
-71% -$1.99M
EIX icon
833
CALL
Edison International
EIX
$28.2B
$809K 0.01%
12,000
– –
PVH icon
834
PUT
PVH
PVH
$4B
$804K 0.01%
8,500
-1,800
-17% -$199K
AMBA icon
835
CALL
Ambarella
AMBA
$3.77B
$803K 0.01%
+18,200
New +$816K
RJF icon
836
CALL
Raymond James Financial
RJF
$33.8B
$803K 0.01%
+14,250
New +$812K
CVI icon
837
CALL
CVR Energy
CVI
$3.58B
$800K 0.01%
16,000
+4,700
+42% +$211K
DHR icon
838
PUT
Danaher
DHR
$137B
$800K 0.01%
6,317
+677
+12% +$80.2K
MAR icon
839
PUT
Marriott International
MAR
$98.3B
$800K 0.01%
+5,700
New +$756K
RCL icon
840
CALL
Royal Caribbean
RCL
$85.1B
$800K 0.01%
6,600
+3,700
+128% +$451K
ALXN
841
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$799K 0.01%
6,100
+1,800
+42% +$232K
DG icon
842
CALL
Dollar General
DG
$28B
$797K 0.01%
5,900
-2,000
-25% -$253K
HBAN icon
843
PUT
Huntington Bancshares
HBAN
$34.4B
$795K 0.01%
+57,500
New +$772K
SNA icon
844
CALL
Snap-on
SNA
$21.2B
$795K 0.01%
+4,800
New +$781K
PBR icon
845
PUT
Petrobras
PBR
$125B
$793K 0.01%
+50,900
New +$776K
QRVO icon
846
CALL
Qorvo
QRVO
$7.99B
$793K 0.01%
11,900
-9,500
-44% -$660K
HOG icon
847
PUT
Harley-Davidson
HOG
$2.58B
$792K 0.01%
+22,100
New +$804K
RH icon
848
CALL
RH
RH
$3.13B
$786K 0.01%
6,800
+2,900
+74% +$299K
CXO
849
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$784K 0.01%
7,600
+3,900
+105% +$421K
HRB icon
850
PUT
H&R Block
HRB
$5.58B
$782K 0.01%
+26,700
New +$718K
32 33
34
35 36

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NOCM
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QIM
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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.