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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
BP icon
951
BP
BP
$116B
$650K 0.01%
+15,853
New +$665K
JBHT icon
952
JB Hunt Transport Services
JBHT
$25.5B
$649K 0.01%
+7,097
New +$670K
YETI icon
953
CALL
Yeti Holdings
YETI
$3.71B
$648K 0.01%
22,400
+8,600
+62% +$248K
SPTI icon
954
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$647K 0.01%
+20,942
New +$635K
TER icon
955
PUT
Teradyne
TER
$57.6B
$647K 0.01%
+13,500
New +$613K
DE icon
956
PUT
Deere & Co
DE
$160B
$646K 0.01%
3,900
-9,100
-70% -$1.42M
TGT icon
957
Target
TGT
$65.6B
$646K 0.01%
7,459
+4,782
+179% +$386K
ZION icon
958
CALL
Zions Bancorporation
ZION
$10.2B
$644K 0.01%
14,000
-4,900
-26% -$227K
APO icon
959
PUT
Apollo Global Management
APO
$72.4B
$641K 0.01%
18,700
+4,300
+30% +$137K
PAAS icon
960
PUT
Pan American Silver
PAAS
$18.2B
$638K 0.01%
49,400
+8,000
+19% +$96.5K
CNP icon
961
CALL
CenterPoint Energy
CNP
$27.7B
$636K 0.01%
22,200
-61,300
-73% -$1.83M
CABO icon
962
Cable One
CABO
$227M
$635K 0.01%
542
+249
+85% +$272K
WLL
963
PUT
DELISTED
Whiting Petroleum Corporation
WLL
$635K 0.01%
453
+268
+145% +$461K
J icon
964
CALL
Jacobs Solutions
J
$15.9B
$633K 0.01%
9,067
+1,209
+15% +$78K
MTCH icon
965
CALL
Match Group
MTCH
$9.19B
$632K 0.01%
9,400
-3,100
-25% -$203K
PPLI
966
PUT
People Inc
PPLI
$3.09B
$631K 0.01%
+16,227
New +$648K
TSCO icon
967
PUT
Tractor Supply
TSCO
$16.1B
$631K 0.01%
+29,000
New +$599K
EZU icon
968
iShare MSCI Eurozone ETF
EZU
$9.64B
$629K 0.01%
+15,901
New +$627K
O icon
969
Realty Income
O
$59.6B
$629K 0.01%
9,407
+4,485
+91% +$306K
BKR icon
970
CALL
Baker Hughes
BKR
$60B
$628K 0.01%
25,500
-6,800
-21% -$164K
TRV icon
971
PUT
Travelers Companies
TRV
$78.1B
$628K 0.01%
4,200
-2,700
-39% -$389K
TEF
972
DELISTED
Telefonica
TEF
$627K 0.01%
93,657
-80,060
-46% -$532K
XMMO icon
973
Invesco S&P MidCap Momentum ETF
XMMO
$7.11B
$627K 0.01%
+10,653
New +$617K
ARCC icon
974
CALL
Ares Capital
ARCC
$13.5B
$623K 0.01%
+34,700
New +$614K
VRTX icon
975
PUT
Vertex Pharmaceuticals
VRTX
$121B
$623K 0.01%
3,400
+2,000
+143% +$350K
37 38
39
40 41

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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.