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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
SHOP icon
851
CALL
Shopify
SHOP
$152B
$780K 0.01%
+26,000
New +$677K
IWS icon
852
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$779K 0.01%
8,741
+4,969
+132% +$436K
EMN icon
853
CALL
Eastman Chemical
EMN
$8B
$778K 0.01%
10,000
+3,200
+47% +$243K
VEEV icon
854
PUT
Veeva Systems
VEEV
$33.1B
$778K 0.01%
+4,800
New +$699K
RACE icon
855
Ferrari
RACE
$69.2B
$776K 0.01%
4,805
+2,908
+153% +$419K
DOC icon
856
CALL
Healthpeak Properties
DOC
$15.1B
$771K 0.01%
+24,100
New +$749K
OLED icon
857
PUT
Universal Display
OLED
$3.68B
$771K 0.01%
4,100
-200
-5% -$33.3K
PM icon
858
Philip Morris
PM
$297B
$769K 0.01%
+9,794
New +$809K
INTU icon
859
Intuit
INTU
$86.5B
$768K 0.01%
+2,937
New +$746K
SU icon
860
CALL
Suncor Energy
SU
$79.4B
$767K 0.01%
24,600
+11,800
+92% +$378K
BURL icon
861
PUT
Burlington
BURL
$23.2B
$766K 0.01%
+4,500
New +$736K
SNY icon
862
PUT
Sanofi
SNY
$103B
$766K 0.01%
+17,700
New +$753K
TMO icon
863
PUT
Thermo Fisher Scientific
TMO
$213B
$764K 0.01%
2,600
-400
-13% -$110K
CHKP icon
864
CALL
Check Point Software Technologies
CHKP
$13B
$763K 0.01%
6,600
-7,600
-54% -$897K
CELG
865
DELISTED
Celgene Corp
CELG
$761K 0.01%
8,232
+4,687
+132% +$445K
CDNS icon
866
Cadence Design Systems
CDNS
$93.6B
$759K 0.01%
+10,714
New +$716K
CL icon
867
Colgate-Palmolive
CL
$73.1B
$758K 0.01%
+10,579
New +$751K
IQ icon
868
CALL
iQIYI
IQ
$1.23B
$758K 0.01%
36,700
+8,000
+28% +$165K
NTRS icon
869
CALL
Northern Trust
NTRS
$33.3B
$756K 0.01%
+8,400
New +$774K
ANET icon
870
PUT
Arista Networks
ANET
$227B
$753K 0.01%
46,400
+9,600
+26% +$166K
EDU icon
871
CALL
New Oriental
EDU
$9.37B
$753K 0.01%
7,800
+5,500
+239% +$492K
CLF icon
872
CALL
Cleveland-Cliffs
CLF
$6.57B
$752K 0.01%
70,500
+38,000
+117% +$375K
EFV icon
873
iShares MSCI EAFE Value ETF
EFV
$28.8B
$752K 0.01%
+15,641
New +$764K
PSA icon
874
Public Storage
PSA
$60.5B
$750K 0.01%
3,147
+950
+43% +$218K
CNI icon
875
PUT
Canadian National Railway
CNI
$76.9B
$749K 0.01%
+8,100
New +$744K
33 34
35
36 37

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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.