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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
KMB icon
1101
Kimberly-Clark
KMB
$36.3B
$518K 0.01%
3,886
-13,731
-78% -$1.77M
CMA
1102
CALL
DELISTED
Comerica
CMA
$516K 0.01%
7,100
+2,100
+42% +$156K
SYY icon
1103
PUT
Sysco
SYY
$40.8B
$516K 0.01%
7,300
-5,600
-43% -$399K
USO icon
1104
CALL
United States Oil Fund
USO
$2.15B
$515K 0.01%
+5,350
New +$534K
NXPI icon
1105
NXP Semiconductors
NXPI
$57.8B
$514K 0.01%
+5,264
New +$510K
GAP
1106
CALL
The Gap Inc
GAP
$7.23B
$514K 0.01%
+28,600
New +$641K
CAH icon
1107
PUT
Cardinal Health
CAH
$53.9B
$513K 0.01%
10,900
-2,200
-17% -$101K
MAC icon
1108
PUT
Macerich
MAC
$7.33B
$512K 0.01%
+15,300
New +$601K
VGK icon
1109
Vanguard FTSE Europe ETF
VGK
$30.7B
$510K 0.01%
9,293
-10,096
-52% -$550K
HLF icon
1110
PUT
Herbalife
HLF
$1.29B
$509K 0.01%
+11,900
New +$563K
BMRN icon
1111
CALL
BioMarin Pharmaceuticals
BMRN
$11.6B
$505K 0.01%
5,900
+2,900
+97% +$248K
IJH icon
1112
CALL
iShares Core S&P Mid-Cap ETF
IJH
$122B
$505K 0.01%
+13,000
New +$498K
CCEP icon
1113
CALL
Coca-Cola Europacific Partners
CCEP
$48.3B
$503K 0.01%
+8,900
New +$486K
ESS icon
1114
Essex Property Trust
ESS
$18.3B
$502K 0.01%
+1,720
New +$496K
EXP icon
1115
Eagle Materials
EXP
$6.29B
$502K 0.01%
5,418
+2,273
+72% +$200K
SONY icon
1116
Sony
SONY
$137B
$502K 0.01%
+47,920
New +$470K
APTV icon
1117
CALL
Aptiv
APTV
$12B
$501K 0.01%
+6,200
New +$491K
MHK icon
1118
CALL
Mohawk Industries
MHK
$7.5B
$501K 0.01%
3,400
-1,100
-24% -$152K
ON icon
1119
ON Semiconductor
ON
$31.8B
$501K 0.01%
+24,774
New +$512K
SAVE
1120
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$501K 0.01%
+10,500
New +$535K
DRI icon
1121
PUT
Darden Restaurants
DRI
$23.3B
$499K 0.01%
4,100
-1,500
-27% -$178K
SNA icon
1122
Snap-on
SNA
$21.2B
$499K 0.01%
+3,011
New +$490K
BBD icon
1123
Banco Bradesco
BBD
$39.3B
$497K 0.01%
67,426
+19,874
+42% +$136K
ZION icon
1124
PUT
Zions Bancorporation
ZION
$10.2B
$497K 0.01%
10,800
+3,400
+46% +$157K
HUBS icon
1125
PUT
HubSpot
HUBS
$12.2B
$495K 0.01%
2,900
-700
-19% -$122K
43 44
45
46 47

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BCM
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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.