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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
CAH icon
1201
Cardinal Health
CAH
$53.9B
$440K ﹤0.01%
+9,343
New +$431K
CLB icon
1202
PUT
Core Laboratories
CLB
$488M
$439K ﹤0.01%
+8,400
New +$493K
SLCA
1203
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$439K ﹤0.01%
+34,290
New +$468K
WRK
1204
PUT
DELISTED
WestRock Company
WRK
$438K ﹤0.01%
+12,000
New +$441K
ALB icon
1205
CALL
Albemarle
ALB
$13.9B
$437K ﹤0.01%
6,200
-900
-13% -$66.4K
FE icon
1206
CALL
FirstEnergy
FE
$28B
$437K ﹤0.01%
10,200
-45,900
-82% -$1.93M
DDS icon
1207
PUT
Dillards
DDS
$9.19B
$436K ﹤0.01%
7,000
-2,200
-24% -$141K
SBUX icon
1208
CALL
Starbucks
SBUX
$120B
$436K ﹤0.01%
5,200
-41,500
-89% -$3.25M
B
1209
Barrick Mining
B
$61.5B
$435K ﹤0.01%
27,591
-21,079
-43% -$280K
HBAN icon
1210
CALL
Huntington Bancshares
HBAN
$34.4B
$434K ﹤0.01%
+31,400
New +$421K
SPAB icon
1211
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$434K ﹤0.01%
14,894
+6,771
+83% +$194K
FCX icon
1212
Freeport-McMoran
FCX
$90B
$432K ﹤0.01%
37,175
+20,806
+127% +$242K
NTRS icon
1213
PUT
Northern Trust
NTRS
$33.3B
$432K ﹤0.01%
4,800
+1,600
+50% +$147K
PPG icon
1214
PUT
PPG Industries
PPG
$24.6B
$432K ﹤0.01%
3,700
-3,700
-50% -$422K
XYZ
1215
Block Inc
XYZ
$48.4B
$432K ﹤0.01%
5,959
+3,137
+111% +$219K
AMH icon
1216
American Homes 4 Rent
AMH
$12B
$430K ﹤0.01%
17,674
+6,890
+64% +$165K
FTNT icon
1217
PUT
Fortinet
FTNT
$119B
$430K ﹤0.01%
+28,000
New +$461K
PANW icon
1218
Palo Alto Networks
PANW
$270B
$430K ﹤0.01%
12,666
+7,074
+127% +$265K
ADSK icon
1219
Autodesk
ADSK
$49.5B
$429K ﹤0.01%
+2,636
New +$443K
FSK icon
1220
FS KKR Capital
FSK
$2.96B
$429K ﹤0.01%
18,015
+5,696
+46% +$140K
BPOP icon
1221
CALL
Popular Inc
BPOP
$11.2B
$428K ﹤0.01%
+7,900
New +$432K
TROW icon
1222
PUT
T. Rowe Price
TROW
$23.9B
$428K ﹤0.01%
+3,900
New +$410K
VMW
1223
DELISTED
VMware, Inc
VMW
$428K ﹤0.01%
+2,557
New +$479K
HUBS icon
1224
CALL
HubSpot
HUBS
$12.2B
$426K ﹤0.01%
2,500
-1,000
-29% -$175K
TD icon
1225
PUT
Toronto Dominion Bank
TD
$198B
$426K ﹤0.01%
+7,300
New +$411K
47 48
49
50 51

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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.