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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
HSBC icon
1426
PUT
HSBC
HSBC
$365B
$313K ﹤0.01%
+7,500
New +$314K
RRC icon
1427
CALL
Range Resources
RRC
$9.38B
$313K ﹤0.01%
44,800
+12,700
+40% +$110K
CRL icon
1428
CALL
Charles River Laboratories
CRL
$11.2B
$312K ﹤0.01%
2,200
+500
+29% +$67.8K
IFLN
1429
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
$312K ﹤0.01%
+16,443
New +$308K
PLD icon
1430
PUT
Prologis
PLD
$135B
$312K ﹤0.01%
+3,900
New +$297K
VEON icon
1431
VEON
VEON
$3.62B
$312K ﹤0.01%
+4,454
New +$266K
PLNT icon
1432
CALL
Planet Fitness
PLNT
$4.42B
$311K ﹤0.01%
4,300
-1,100
-20% -$82.9K
DVA icon
1433
PUT
DaVita
DVA
$15.4B
$309K ﹤0.01%
+5,500
New +$285K
GLW icon
1434
PUT
Corning
GLW
$119B
$309K ﹤0.01%
9,300
+700
+8% +$22.5K
BFH icon
1435
PUT
Bread Financial
BFH
$4.37B
$308K ﹤0.01%
2,757
+502
+22% +$60.7K
WEC icon
1436
PUT
WEC Energy
WEC
$35.7B
$308K ﹤0.01%
3,700
-16,900
-82% -$1.36M
CIT
1437
DELISTED
CIT Group Inc.
CIT
$308K ﹤0.01%
+5,856
New +$296K
CBRL icon
1438
CALL
Cracker Barrel
CBRL
$1.26B
$307K ﹤0.01%
1,800
-200
-10% -$32.8K
NVR icon
1439
NVR
NVR
$16.5B
$307K ﹤0.01%
+91
New +$292K
REGN icon
1440
Regeneron Pharmaceuticals
REGN
$78.5B
$307K ﹤0.01%
+981
New +$327K
VST icon
1441
Vistra
VST
$50B
$307K ﹤0.01%
+13,538
New +$339K
FTV icon
1442
Fortive
FTV
$17.9B
$306K ﹤0.01%
5,955
-2,760
-32% -$143K
BHF icon
1443
CALL
Brighthouse Financial
BHF
$3.56B
$305K ﹤0.01%
+8,300
New +$321K
GPK icon
1444
Graphic Packaging
GPK
$3.17B
$305K ﹤0.01%
21,831
+11,719
+116% +$157K
QID icon
1445
ProShares UltraShort QQQ
QID
$282M
$305K ﹤0.01%
+487
New +$320K
WUBA
1446
PUT
DELISTED
58.com Inc
WUBA
$305K ﹤0.01%
+4,900
New +$316K
K
1447
DELISTED
Kellanova
K
$304K ﹤0.01%
+6,044
New +$321K
VER
1448
DELISTED
VEREIT, Inc.
VER
$304K ﹤0.01%
6,751
+1,084
+19% +$46.9K
HP icon
1449
Helmerich & Payne
HP
$3.45B
$302K ﹤0.01%
+5,972
New +$329K
FTNT icon
1450
Fortinet
FTNT
$119B
$301K ﹤0.01%
19,580
+700
+4% +$11.5K
56 57
58
59 60

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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.