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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 | |
|---|---|---|---|---|---|---|
1751
PUT
Levi Strauss
LEVI
$9.52B
| $200K | ﹤0.01% |
+9,600
| New | +$211K |
|
1752
Vulcan Materials
VMC
$35.2B
| $200K | ﹤0.01% |
1,457
-1,319
| -48% | -$168K |
|
1753
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
| $199K | ﹤0.01% |
+14,413
| New | +$194K |
|
1754
Wendy's
WEN
$1.4B
| $199K | ﹤0.01% |
+10,140
| New | +$191K |
|
1755
ProShares UltraShort Bloomberg Crude Oil
SCO
$673M
| $198K | ﹤0.01% |
+145
| New | +$195K |
|
|
PVG
1756
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $196K | ﹤0.01% |
+19,600
| New | +$166K |
|
|
DHC
1757
Diversified Healthcare Trust
DHC
$2.17B
| $195K | ﹤0.01% |
+23,572
| New | +$196K |
|
1758
ProShares Ultra Bloomberg Crude Oil
UCO
$419M
| $195K | ﹤0.01% |
+1,617
| New | +$215K |
|
1759
WisdomTree
WT
$2.97B
| $195K | ﹤0.01% |
31,534
| – | – |
|
|
EFR
1760
Eaton Vance Senior Floating-Rate Fund
EFR
$314M
| $194K | ﹤0.01% |
+14,847
| New | +$197K |
|
1761
CALL
Abercrombie & Fitch
ANF
$4.47B
| $192K | ﹤0.01% |
12,000
-11,800
| -50% | -$273K |
|
|
PDT
1762
John Hancock Premium Dividend Fund
PDT
$635M
| $183K | ﹤0.01% |
+10,817
| New | +$181K |
|
1763
Infosys
INFY
$48.9B
| $182K | ﹤0.01% |
16,965
-25,257
| -60% | -$267K |
|
|
SA
1764
CALL
Seabridge Gold
SA
$2.79B
| $180K | ﹤0.01% |
13,300
-6,300
| -32% | -$74.7K |
|
1765
CALL
Halozyme
HALO
$9.78B
| $177K | ﹤0.01% |
+10,300
| New | +$166K |
|
1766
CALL
Rithm Capital
RITM
$5.46B
| $177K | ﹤0.01% |
+11,500
| New | +$187K |
|
|
SGMO
1767
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $177K | ﹤0.01% |
+16,471
| New | +$175K |
|
1768
Mitsubishi UFJ Financial
MUFG
$254B
| $172K | ﹤0.01% |
+36,171
| New | +$174K |
|
|
SOHO
1769
DELISTED
Sotherly Hotels
SOHO
| $172K | ﹤0.01% |
+24,764
| New | +$175K |
|
1770
Vipshop
VIPS
$7.32B
| $172K | ﹤0.01% |
19,939
+5,098
| +34% | +$41.1K |
|
1771
Anfield Universal Fixed Income ETF
AFIF
$227M
| $171K | ﹤0.01% |
17,350
-4,313
| -20% | -$43K |
|
1772
PUT
Goodyear
GT
$1.99B
| $171K | ﹤0.01% |
11,200
-7,700
| -41% | -$130K |
|
1773
CALL
Cameco
CCJ
$37.7B
| $170K | ﹤0.01% |
15,800
-12,600
| -44% | -$136K |
|
1774
Mizuho Financial
MFG
$126B
| $169K | ﹤0.01% |
+58,848
| New | +$175K |
|
1775
Vodafone
VOD
$36.5B
| $169K | ﹤0.01% |
10,322
-10,007
| -49% | -$172K |
|
Similar funds
AWP
BCM
OAM
NOCM
TIM
QIM
RB
OMG
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.