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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
(-14%)
Cap. Flow
-$1.88B
Cap. Flow
% of AUM
-19.6%
Top 10 Holdings %
Top 10 Hldgs %
46.8%
Holding
2,593
New
828
Increased
738
Reduced
461
Closed
545
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$82.1M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$21.6M |
| 3 |
VanEck Semiconductor ETF
SMH
|
+$10.1M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$8.54M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$6.24M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$14M |
| 2 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$7.25M |
| 3 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$6.83M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$5.16M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
HOLX
1326
CALL
DELISTED
Hologic
HOLX
| $370K | ﹤0.01% |
7,700
-1,600
| -17% | -$74K |
|
1327
CALL
Wyndham Hotels & Resorts
WH
$5.56B
| $368K | ﹤0.01% |
+6,600
| New | +$361K |
|
1328
PUT
Motorola Solutions
MSI
$72.3B
| $367K | ﹤0.01% |
+2,200
| New | +$331K |
|
|
WW
1329
CALL
DELISTED
WW International
WW
| $367K | ﹤0.01% |
+19,200
| New | +$380K |
|
|
JNPR
1330
DELISTED
Juniper Networks
JNPR
| $366K | ﹤0.01% |
+13,756
| New | +$368K |
|
1331
PUT
HCA Healthcare
HCA
$87.2B
| $365K | ﹤0.01% |
2,700
+1,000
| +59% | +$126K |
|
1332
PVH
PVH
$4B
| $365K | ﹤0.01% |
3,855
-7,188
| -65% | -$795K |
|
1333
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
| $365K | ﹤0.01% |
+9,563
| New | +$350K |
|
1334
Johnson Controls International
JCI
$88.8B
| $364K | ﹤0.01% |
+8,821
| New | +$339K |
|
1335
PUT
Snap-on
SNA
$21.2B
| $364K | ﹤0.01% |
+2,200
| New | +$358K |
|
|
CY
1336
DELISTED
Cypress Semiconductor
CY
| $364K | ﹤0.01% |
+16,380
| New | +$297K |
|
1337
Ambarella
AMBA
$3.77B
| $363K | ﹤0.01% |
8,231
+3,241
| +65% | +$145K |
|
|
HDS
1338
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $363K | ﹤0.01% |
+9,000
| New | +$386K |
|
1339
PUT
First Majestic Silver
AG
$7.41B
| $362K | ﹤0.01% |
45,800
+34,800
| +316% | +$220K |
|
1340
CALL
Hilton Worldwide
HLT
$72.1B
| $362K | ﹤0.01% |
+3,700
| New | +$336K |
|
1341
CALL
HP
HPQ
$24.9B
| $362K | ﹤0.01% |
17,400
-65,600
| -79% | -$1.3M |
|
1342
CALL
Packaging Corp of America
PKG
$21.9B
| $362K | ﹤0.01% |
3,800
+200
| +6% | +$19.3K |
|
1343
Southern Company
SO
$109B
| $362K | ﹤0.01% |
6,543
-9,659
| -60% | -$517K |
|
1344
Host Hotels & Resorts
HST
$17.2B
| $361K | ﹤0.01% |
+19,786
| New | +$373K |
|
|
IPG
1345
DELISTED
Interpublic Group of Companies
IPG
| $361K | ﹤0.01% |
+15,962
| New | +$355K |
|
1346
PUT
JetBlue
JBLU
$2.28B
| $361K | ﹤0.01% |
19,500
-15,400
| -44% | -$275K |
|
1347
CALL
Precigen
PGEN
$2.24B
| $361K | ﹤0.01% |
+47,100
| New | +$254K |
|
1348
CALL
Goodyear
GT
$2B
| $360K | ﹤0.01% |
23,500
+9,900
| +73% | +$167K |
|
1349
Energy Transfer Partners
ET
$70.1B
| $359K | ﹤0.01% |
+25,527
| New | +$378K |
|
1350
Nabors Industries
NBR
$1.27B
| $359K | ﹤0.01% |
+2,478
| New | +$396K |
|
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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.