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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
BURL icon
1226
CALL
Burlington
BURL
$23.2B
$425K ﹤0.01%
+2,500
New +$409K
WGO icon
1227
CALL
Winnebago Industries
WGO
$856M
$425K ﹤0.01%
+11,000
New +$387K
NBL
1228
DELISTED
Noble Energy, Inc.
NBL
$424K ﹤0.01%
+18,907
New +$449K
IEUS icon
1229
iShares MSCI Europe Small-Cap ETF
IEUS
$180M
$422K ﹤0.01%
+8,409
New +$430K
RITM icon
1230
PUT
Rithm Capital
RITM
$5.52B
$422K ﹤0.01%
+27,400
New +$447K
CI icon
1231
Cigna
CI
$73.7B
$421K ﹤0.01%
+2,675
New +$419K
THO icon
1232
CALL
Thor Industries
THO
$3.9B
$421K ﹤0.01%
7,200
-200
-3% -$12.1K
PRKS icon
1233
United Parks & Resorts
PRKS
$2.1B
$420K ﹤0.01%
+13,562
New +$372K
HSIC icon
1234
Henry Schein
HSIC
$9.77B
$419K ﹤0.01%
+5,992
New +$396K
CLVS
1235
DELISTED
Clovis Oncology, Inc.
CLVS
$419K ﹤0.01%
+28,173
New +$509K
NEM icon
1236
Newmont
NEM
$98.7B
$417K ﹤0.01%
+10,841
New +$366K
RITM icon
1237
Rithm Capital
RITM
$5.52B
$416K ﹤0.01%
+27,031
New +$441K
SAM icon
1238
CALL
Boston Beer
SAM
$1.91B
$416K ﹤0.01%
1,100
-200
-15% -$63.3K
BLK icon
1239
Blackrock
BLK
$169B
$415K ﹤0.01%
885
+21
+2% +$9.5K
LYFT icon
1240
CALL
Lyft
LYFT
$6.02B
$414K ﹤0.01%
+6,300
New +$379K
LNC icon
1241
CALL
Lincoln National
LNC
$8.73B
$412K ﹤0.01%
+6,400
New +$409K
SNPS icon
1242
PUT
Synopsys
SNPS
$74.4B
$412K ﹤0.01%
+3,200
New +$385K
EWZ icon
1243
CALL
iShares MSCI Brazil ETF
EWZ
$9.28B
$411K ﹤0.01%
9,400
-67,400
-88% -$2.78M
FLS icon
1244
CALL
Flowserve
FLS
$9.71B
$411K ﹤0.01%
+7,800
New +$383K
MRVL icon
1245
PUT
Marvell Technology
MRVL
$168B
$411K ﹤0.01%
17,200
-3,600
-17% -$84.1K
TWTR
1246
DELISTED
Twitter, Inc.
TWTR
$410K ﹤0.01%
11,758
+4,983
+74% +$183K
EWQ icon
1247
iShares MSCI France ETF
EWQ
$335M
$409K ﹤0.01%
13,331
+3,817
+40% +$115K
MAT icon
1248
CALL
Mattel
MAT
$4.38B
$409K ﹤0.01%
+36,500
New +$429K
RL icon
1249
PUT
Ralph Lauren
RL
$22.6B
$409K ﹤0.01%
3,600
-2,800
-44% -$335K
PAYC icon
1250
CALL
Paycom
PAYC
$7.64B
$408K ﹤0.01%
1,800
+600
+50% +$123K
48 49
50
51 52

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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.