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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+3.01%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$9.57B
AUM Growth
-$1.59B
Cap. Flow
+$162M
Cap. Flow %
1.7%
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 Miscellaneous 97.32%
2 Financials 0.41%
3 Technology 0.4%
4 Industrials 0.32%
5 Healthcare 0.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WUBA
1026
CALL
DELISTED
58.com Inc
WUBA
$578K 0.01%
+9,300
New +$599K
MAS icon
1027
CALL
Masco
MAS
$13.4B
$577K 0.01%
+14,700
New +$567K
ULTA icon
1028
Ulta Beauty
ULTA
$23.1B
$576K 0.01%
1,661
+80
+5% +$27.6K
APC
1029
DELISTED
Anadarko Petroleum
APC
$576K 0.01%
8,161
-23,790
-74% -$1.59M
ATVI
1030
PUT
DELISTED
Activision Blizzard
ATVI
$576K 0.01%
12,200
-400
-3% -$18.4K
M icon
1031
Macy's
M
$5.64B
$571K 0.01%
26,585
+15,110
+132% +$344K
M icon
1032
PUT
Macy's
M
$5.64B
$569K 0.01%
26,500
-3,800
-13% -$86.4K
PAYC icon
1033
PUT
Paycom
PAYC
$10B
$567K 0.01%
2,500
+1,100
+79% +$226K
APD icon
1034
CALL
Air Products & Chemicals
APD
$63.1B
$566K 0.01%
2,500
-11,200
-82% -$2.32M
CP icon
1035
PUT
Canadian Pacific Kansas City
CP
$77.4B
$565K 0.01%
+12,000
New +$536K
DVN icon
1036
PUT
Devon Energy
DVN
$53.1B
$565K 0.01%
19,800
+8,100
+69% +$241K
NRG icon
1037
CALL
NRG Energy
NRG
$22.3B
$565K 0.01%
+16,100
New +$607K
VV icon
1038
Vanguard Morningstar Large-Cap ETF
VV
$54.1B
$565K 0.01%
+4,197
New +$555K
DELL icon
1039
CALL
Dell
DELL
$374B
$564K 0.01%
21,900
-3,552
-14% -$111K
IWR icon
1040
iShares Russell Mid-Cap ETF
IWR
$55.2B
$564K 0.01%
10,087
+2,704
+37% +$148K
SJM icon
1041
PUT
J.M. Smucker
SJM
$13.1B
$564K 0.01%
+4,900
New +$598K
ADI icon
1042
Analog Devices
ADI
$177B
$563K 0.01%
4,990
+1,731
+53% +$188K
AGG icon
1043
iShares Core US Aggregate Bond ETF
AGG
$137B
$563K 0.01%
5,054
-8,965
-64% -$980K
GE icon
1044
GE Aerospace
GE
$322B
$563K 0.01%
10,758
-11,205
-51% -$552K
ALK icon
1045
CALL
Alaska Air
ALK
$4.47B
$562K 0.01%
+8,800
New +$535K
CPB icon
1046
PUT
Campbell Soup
CPB
$6.27B
$561K 0.01%
+14,000
New +$550K
FITB
1047
CALL
Fifth Third Bancorp
FITB
$48B
$561K 0.01%
20,100
-34,700
-63% -$951K
INDY icon
1048
iShares S&P India Nifty 50 Index Fund
INDY
$533M
$561K 0.01%
+14,612
New +$556K
BLUE
1049
CALL
DELISTED
bluebird bio
BLUE
$560K 0.01%
+340
New +$588K
FDT icon
1050
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.33B
$559K 0.01%
+10,367
New +$556K
40 41
42
43 44

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MFA
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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's Q2 2019 filing shows 828 new, 738 increased, 461 reduced and 545 closed positions. Its largest new stake was iShares Russell 1000 ETF: 34,726 shares worth $5.65M. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $14M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 98% a quarter earlier, followed by Financials and Technology.

  • 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.