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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
ETFC
1276
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$392K ﹤0.01%
+8,800
New +$420K
CCI icon
1277
PUT
Crown Castle
CCI
$33.3B
$391K ﹤0.01%
3,000
+900
+43% +$116K
MCO icon
1278
PUT
Moody's
MCO
$82.8B
$391K ﹤0.01%
2,000
-300
-13% -$56.9K
NCLH icon
1279
CALL
Norwegian Cruise Line
NCLH
$8.51B
$391K ﹤0.01%
7,300
-2,600
-26% -$145K
PARA
1280
DELISTED
Paramount Global Class B
PARA
$391K ﹤0.01%
+7,833
New +$388K
LITE icon
1281
CALL
Lumentum
LITE
$55.5B
$390K ﹤0.01%
7,300
+400
+6% +$21.3K
MNDT
1282
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$390K ﹤0.01%
26,300
+11,800
+81% +$181K
CPRT icon
1283
PUT
Copart
CPRT
$27B
$389K ﹤0.01%
+20,800
New +$357K
AMBA icon
1284
PUT
Ambarella
AMBA
$3.77B
$388K ﹤0.01%
+8,800
New +$394K
ICE icon
1285
Intercontinental Exchange
ICE
$85.6B
$388K ﹤0.01%
4,509
+1,380
+44% +$113K
X
1286
DELISTED
US Steel
X
$388K ﹤0.01%
25,368
-12,838
-34% -$198K
SC
1287
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$388K ﹤0.01%
+16,200
New +$361K
PCAR icon
1288
CALL
PACCAR
PCAR
$69.8B
$387K ﹤0.01%
+8,100
New +$376K
VALE icon
1289
Vale
VALE
$64.1B
$387K ﹤0.01%
28,773
-3,645
-11% -$46.7K
WELL icon
1290
Welltower
WELL
$169B
$387K ﹤0.01%
+4,748
New +$373K
EXPD icon
1291
Expeditors International
EXPD
$22B
$386K ﹤0.01%
+5,084
New +$384K
EXPE icon
1292
CALL
Expedia Group
EXPE
$35.4B
$386K ﹤0.01%
2,900
-47,300
-94% -$5.83M
MDLZ icon
1293
Mondelez International
MDLZ
$79.5B
$385K ﹤0.01%
7,145
-2,442
-25% -$127K
DINO icon
1294
PUT
HF Sinclair
DINO
$16.3B
$384K ﹤0.01%
8,300
+1,400
+20% +$62.5K
FIVE icon
1295
PUT
Five Below
FIVE
$12B
$384K ﹤0.01%
3,200
-11,700
-79% -$1.54M
HAS icon
1296
Hasbro
HAS
$13.2B
$384K ﹤0.01%
+3,629
New +$358K
PKG icon
1297
Packaging Corp of America
PKG
$21.9B
$384K ﹤0.01%
+4,032
New +$389K
ADAM
1298
Adamas Trust
ADAM
$815M
$383K ﹤0.01%
15,449
-6,852
-31% -$169K
TEVA icon
1299
PUT
Teva Pharmaceuticals
TEVA
$40.8B
$383K ﹤0.01%
41,500
-104,600
-72% -$1.26M
FIT
1300
DELISTED
Fitbit, Inc. Class A common stock
FIT
$383K ﹤0.01%
87,086
+62,112
+249% +$313K
50 51
52
53 54

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OAM
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NOCM
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TIM
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QIM
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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.