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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 | |
|---|---|---|---|---|---|---|
1726
RH
RH
$3.13B
| $208K | ﹤0.01% |
+1,803
| New | +$186K |
|
1727
Ubiquiti
UI
$33.7B
| $208K | ﹤0.01% |
+1,582
| New | +$229K |
|
1728
Lumentum
LITE
$55.5B
| $207K | ﹤0.01% |
+3,873
| New | +$206K |
|
1729
NewMarket
NEU
$7.82B
| $207K | ﹤0.01% |
517
-163
| -24% | -$67.4K |
|
1730
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.15B
| $207K | ﹤0.01% |
+2,577
| New | +$202K |
|
|
TUZ
1731
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
| $207K | ﹤0.01% |
4,071
-253
| -6% | -$12.8K |
|
1732
Bank of America Series L
BAC.PRL
$3.97B
| $206K | ﹤0.01% |
+150
| New | +$199K |
|
1733
CALL
CoreCivic
CXW
$2.96B
| $206K | ﹤0.01% |
+9,900
| New | +$213K |
|
1734
Tapestry
TPR
$30.8B
| $206K | ﹤0.01% |
6,504
-10,517
| -62% | -$328K |
|
1735
Take-Two Interactive
TTWO
$45.4B
| $206K | ﹤0.01% |
1,818
-3,503
| -66% | -$361K |
|
1736
HCA Healthcare
HCA
$87.2B
| $205K | ﹤0.01% |
1,517
-184
| -11% | -$23.3K |
|
|
CNH
1737
CNH Industrial
CNH
$12.7B
| $205K | ﹤0.01% |
22,952
-11,856
| -34% | -$103K |
|
|
COHR
1738
PUT
DELISTED
Coherent Inc
COHR
| $205K | ﹤0.01% |
+1,500
| New | +$203K |
|
1739
CALL
Blackstone
BX
$102B
| $204K | ﹤0.01% |
+4,600
| New | +$183K |
|
1740
PUT
Canadian Imperial Bank of Commerce
CM
$108B
| $204K | ﹤0.01% |
+5,200
| New | +$209K |
|
1741
Howmet Aerospace
HWM
$113B
| $204K | ﹤0.01% |
10,319
-8,993
| -47% | -$152K |
|
1742
PUT
KeyCorp
KEY
$24.2B
| $204K | ﹤0.01% |
11,500
-35,800
| -76% | -$606K |
|
1743
KraneShares CSI China Internet ETF
KWEB
$5.64B
| $204K | ﹤0.01% |
+4,645
| New | +$209K |
|
1744
Lithia Motors
LAD
$8.47B
| $204K | ﹤0.01% |
+1,719
| New | +$190K |
|
1745
Bankunited
BKU
$3.37B
| $203K | ﹤0.01% |
+6,023
| New | +$208K |
|
1746
AGNC Investment
AGNC
$12.4B
| $202K | ﹤0.01% |
+12,005
| New | +$209K |
|
1747
SL Green Realty
SLG
$3.76B
| $202K | ﹤0.01% |
+2,597
| New | +$219K |
|
1748
iShares Global Comm Services ETF
IXP
$529M
| $201K | ﹤0.01% |
+3,518
| New | +$203K |
|
1749
Kinross Gold
KGC
$27.4B
| $201K | ﹤0.01% |
51,681
+22,298
| +76% | +$75.1K |
|
|
PTLA
1750
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $201K | ﹤0.01% |
7,400
-1,600
| -18% | -$50.2K |
|
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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.