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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 | |
|---|---|---|---|---|---|---|
1676
Invesco Dorsey Wright Momentum ETF
PDP
$1.46B
| $220K | ﹤0.01% |
+3,653
| New | +$213K |
|
1677
CALL
Targa Resources
TRGP
$58B
| $220K | ﹤0.01% |
+5,600
| New | +$222K |
|
|
AMED
1678
PUT
DELISTED
Amedisys
AMED
| $219K | ﹤0.01% |
+1,800
| New | +$214K |
|
1679
Cencora
COR
$60.6B
| $219K | ﹤0.01% |
2,572
-348
| -12% | -$27.5K |
|
1680
LKQ Corp
LKQ
$5.72B
| $219K | ﹤0.01% |
8,245
+661
| +9% | +$18.5K |
|
1681
PUT
Thomson Reuters
TRI
$42.8B
| $219K | ﹤0.01% |
+3,227
| New | +$214K |
|
1682
Walmart Inc
WMT
$885B
| $219K | ﹤0.01% |
5,934
-939
| -14% | -$32.4K |
|
|
FIHD
1683
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
| $219K | ﹤0.01% |
+1,215
| New | +$210K |
|
|
DISCK
1684
CALL
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $219K | ﹤0.01% |
+7,700
| New | +$209K |
|
1685
CALL
AES
AES
$10.5B
| $218K | ﹤0.01% |
+13,000
| New | +$220K |
|
1686
PUT
Dell
DELL
$262B
| $218K | ﹤0.01% |
+8,484
| New | +$265K |
|
1687
Nasdaq
NDAQ
$52.7B
| $218K | ﹤0.01% |
+6,801
| New | +$208K |
|
1688
CALL
Ross Stores
ROST
$80.5B
| $218K | ﹤0.01% |
+2,200
| New | +$214K |
|
1689
CALL
iShares Semiconductor ETF
SOXX
$41.7B
| $218K | ﹤0.01% |
+3,300
| New | +$216K |
|
1690
Vanguard Extended Market ETF
VXF
$30.3B
| $218K | ﹤0.01% |
+1,838
| New | +$215K |
|
1691
Manulife Financial
MFC
$73.9B
| $217K | ﹤0.01% |
+11,917
| New | +$212K |
|
1692
PUT
Outfront Media
OUT
$5.61B
| $217K | ﹤0.01% |
+8,534
| New | +$208K |
|
1693
Pinnacle West Capital
PNW
$12.2B
| $217K | ﹤0.01% |
2,307
-1,139
| -33% | -$109K |
|
1694
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.2B
| $216K | ﹤0.01% |
+6,558
| New | +$212K |
|
1695
CALL
Leidos
LDOS
$14.5B
| $216K | ﹤0.01% |
+2,700
| New | +$197K |
|
1696
Ventas
VTR
$48B
| $216K | ﹤0.01% |
3,164
-130
| -4% | -$8.29K |
|
1697
Advance Auto Parts
AAP
$3.35B
| $215K | ﹤0.01% |
1,395
+173
| +14% | +$28.1K |
|
1698
PUT
Assured Guaranty
AGO
$3.66B
| $215K | ﹤0.01% |
+5,100
| New | +$225K |
|
1699
GDS Holdings
GDS
$6.56B
| $215K | ﹤0.01% |
+5,733
| New | +$209K |
|
1700
Lloyds Banking Group
LYG
$89.5B
| $215K | ﹤0.01% |
75,842
-424,531
| -85% | -$1.31M |
|
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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.