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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
BAP icon
1451
Credicorp
BAP
$31.8B
$300K ﹤0.01%
+1,311
New +$301K
AMP icon
1452
Ameriprise Financial
AMP
$48.3B
$299K ﹤0.01%
2,058
-297
-13% -$42.9K
FHN icon
1453
CALL
First Horizon
FHN
$12.2B
$299K ﹤0.01%
+20,000
New +$289K
NSC icon
1454
PUT
Norfolk Southern
NSC
$75.4B
$299K ﹤0.01%
1,500
-2,700
-64% -$536K
SJM icon
1455
J.M. Smucker
SJM
$12.7B
$299K ﹤0.01%
2,597
+421
+19% +$51.4K
CPRI icon
1456
CALL
Capri Holdings
CPRI
$1.83B
$298K ﹤0.01%
8,600
+300
+4% +$12.2K
CTSH icon
1457
PUT
Cognizant
CTSH
$24.9B
$298K ﹤0.01%
+4,700
New +$308K
NWSA icon
1458
News Corp Class A
NWSA
$14.9B
$298K ﹤0.01%
+22,075
New +$270K
PPG icon
1459
PPG Industries
PPG
$24.6B
$298K ﹤0.01%
2,551
+735
+40% +$83.8K
VFH icon
1460
Vanguard Financials ETF
VFH
$13.5B
$298K ﹤0.01%
+4,313
New +$293K
PLNT icon
1461
PUT
Planet Fitness
PLNT
$4.42B
$297K ﹤0.01%
4,100
-300
-7% -$22.6K
ANET icon
1462
Arista Networks
ANET
$227B
$296K ﹤0.01%
+18,256
New +$316K
DIN icon
1463
PUT
Dine Brands
DIN
$456M
$296K ﹤0.01%
+3,100
New +$283K
HRL icon
1464
CALL
Hormel Foods
HRL
$13.8B
$296K ﹤0.01%
7,300
-3,000
-29% -$122K
NCLH icon
1465
PUT
Norwegian Cruise Line
NCLH
$8.51B
$295K ﹤0.01%
5,500
+100
+2% +$5.56K
FTCH
1466
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$295K ﹤0.01%
14,200
+4,900
+53% +$113K
IVW icon
1467
iShares S&P 500 Growth ETF
IVW
$73.8B
$294K ﹤0.01%
6,564
-7,704
-54% -$339K
ABMD
1468
DELISTED
Abiomed Inc
ABMD
$293K ﹤0.01%
+1,126
New +$299K
VVR icon
1469
Invesco Senior Income Trust
VVR
$457M
$292K ﹤0.01%
67,660
+28,286
+72% +$121K
YELP icon
1470
PUT
Yelp
YELP
$1.45B
$291K ﹤0.01%
8,500
-4,300
-34% -$149K
W icon
1471
Wayfair
W
$11.2B
$290K ﹤0.01%
1,987
-1,525
-43% -$229K
DTE icon
1472
DTE Energy
DTE
$29.5B
$289K ﹤0.01%
+2,652
New +$285K
EGP icon
1473
EastGroup Properties
EGP
$11.2B
$289K ﹤0.01%
+2,492
New +$282K
EMN icon
1474
PUT
Eastman Chemical
EMN
$8B
$288K ﹤0.01%
3,700
-5,000
-57% -$380K
FXI icon
1475
iShares China Large-Cap ETF
FXI
$4.37B
$288K ﹤0.01%
+6,731
New +$288K
57 58
59
60 61

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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.