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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
SCZ icon
1301
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$382K ﹤0.01%
+6,650
New +$384K
WDC icon
1302
Western Digital
WDC
$188B
$382K ﹤0.01%
+10,626
New +$364K
KGC icon
1303
CALL
Kinross Gold
KGC
$27.4B
$381K ﹤0.01%
98,300
+65,500
+200% +$221K
MCHP icon
1304
PUT
Microchip Technology
MCHP
$40.3B
$381K ﹤0.01%
8,800
-18,000
-67% -$800K
ADP icon
1305
PUT
Automatic Data Processing
ADP
$106B
$380K ﹤0.01%
2,300
-6,800
-75% -$1.1M
FDX icon
1306
FedEx
FDX
$72.7B
$380K ﹤0.01%
+2,316
New +$405K
AEG icon
1307
Aegon
AEG
$14B
$379K ﹤0.01%
86,264
-53,946
-38% -$230K
CPB icon
1308
Campbell Soup
CPB
$6.55B
$379K ﹤0.01%
9,469
-5,200
-35% -$204K
MBI icon
1309
PUT
MBIA
MBI
$261M
$379K ﹤0.01%
40,700
-25,800
-39% -$241K
PTMC icon
1310
Pacer Trendpilot US Mid Cap ETF
PTMC
$392M
$379K ﹤0.01%
+13,017
New +$387K
CTSH icon
1311
Cognizant
CTSH
$24.9B
$378K ﹤0.01%
5,960
-3,163
-35% -$208K
XRT icon
1312
State Street SPDR S&P Retail ETF
XRT
$449M
$378K ﹤0.01%
8,929
+3,783
+74% +$164K
BID
1313
PUT
DELISTED
Sotheby's
BID
$378K ﹤0.01%
+6,500
New +$271K
AMP icon
1314
CALL
Ameriprise Financial
AMP
$48.3B
$377K ﹤0.01%
+2,600
New +$376K
CNQ icon
1315
Canadian Natural Resources
CNQ
$99.4B
$377K ﹤0.01%
+28,539
New +$392K
ZBH icon
1316
PUT
Zimmer Biomet
ZBH
$18.2B
$377K ﹤0.01%
+3,296
New +$386K
IJK icon
1317
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$375K ﹤0.01%
+6,632
New +$368K
RHT
1318
DELISTED
Red Hat Inc
RHT
$375K ﹤0.01%
1,999
-542
-21% -$100K
IWN icon
1319
CALL
iShares Russell 2000 Value ETF
IWN
$14.3B
$374K ﹤0.01%
+3,100
New +$374K
DXC icon
1320
DXC Technology
DXC
$1.82B
$372K ﹤0.01%
+6,740
New +$390K
MRVL icon
1321
CALL
Marvell Technology
MRVL
$168B
$372K ﹤0.01%
15,600
-14,900
-49% -$348K
SEE
1322
CALL
DELISTED
Sealed Air
SEE
$372K ﹤0.01%
+8,700
New +$383K
NSC icon
1323
Norfolk Southern
NSC
$75.4B
$371K ﹤0.01%
1,863
-415
-18% -$82.3K
RF icon
1324
Regions Financial
RF
$26.4B
$371K ﹤0.01%
24,843
+3,630
+17% +$53.6K
LSI
1325
PUT
DELISTED
Life Storage, Inc.
LSI
$371K ﹤0.01%
+5,850
New +$376K
51 52
53
54 55

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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.