We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+3.01%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$9.57B
AUM Growth
-$1.59B
Cap. Flow
+$162M
Cap. Flow %
1.7%
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 Miscellaneous 97.32%
2 Financials 0.41%
3 Technology 0.4%
4 Industrials 0.32%
5 Healthcare 0.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LEVI icon
1751
PUT
Levi Strauss
LEVI
$7.56B
$200K ﹤0.01%
+9,600
New +$211K
VMC icon
1752
Vulcan Materials
VMC
$31.7B
$200K ﹤0.01%
1,457
-1,319
-48% -$168K
NEA icon
1753
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.16B
$199K ﹤0.01%
+14,413
New +$194K
WEN icon
1754
Wendy's
WEN
$1.34B
$199K ﹤0.01%
+10,140
New +$191K
SCO icon
1755
ProShares UltraShort Bloomberg Crude Oil
SCO
$876M
$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
$1.92B
$195K ﹤0.01%
+23,572
New +$196K
UCO icon
1758
ProShares Ultra Bloomberg Crude Oil
UCO
$447M
$195K ﹤0.01%
+1,617
New +$215K
WT icon
1759
WisdomTree
WT
$3.37B
$195K ﹤0.01%
31,534
– –
EFR
1760
Eaton Vance Senior Floating-Rate Fund
EFR
$306M
$194K ﹤0.01%
+14,847
New +$197K
ANF icon
1761
CALL
Abercrombie & Fitch
ANF
$5.94B
$192K ﹤0.01%
12,000
-11,800
-50% -$273K
PDT
1762
John Hancock Premium Dividend Fund
PDT
$595M
$183K ﹤0.01%
+10,817
New +$181K
INFY icon
1763
Infosys
INFY
$44.9B
$182K ﹤0.01%
16,965
-25,257
-60% -$267K
SA
1764
CALL
Seabridge Gold
SA
$3.15B
$180K ﹤0.01%
13,300
-6,300
-32% -$74.7K
HALO icon
1765
CALL
Halozyme
HALO
$12.3B
$177K ﹤0.01%
+10,300
New +$166K
RITM icon
1766
CALL
Rithm Capital
RITM
$5.29B
$177K ﹤0.01%
+11,500
New +$187K
SGMO
1767
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$177K ﹤0.01%
+16,471
New +$175K
MUFG icon
1768
Mitsubishi UFJ Financial
MUFG
$261B
$172K ﹤0.01%
+36,171
New +$174K
SOHO
1769
DELISTED
Sotherly Hotels
SOHO
$172K ﹤0.01%
+24,764
New +$175K
VIPS icon
1770
Vipshop
VIPS
$5.82B
$172K ﹤0.01%
19,939
+5,098
+34% +$41.1K
AFIF icon
1771
Anfield Universal Fixed Income ETF
AFIF
$227M
$171K ﹤0.01%
17,350
-4,313
-20% -$43K
GT icon
1772
PUT
Goodyear
GT
$1.49B
$171K ﹤0.01%
11,200
-7,700
-41% -$130K
CCJ icon
1773
CALL
Cameco
CCJ
$39.6B
$170K ﹤0.01%
15,800
-12,600
-44% -$136K
MFG icon
1774
Mizuho Financial
MFG
$132B
$169K ﹤0.01%
+58,848
New +$175K
VOD icon
1775
Vodafone
VOD
$40.4B
$169K ﹤0.01%
10,322
-10,007
-49% -$172K
69 70
71
72 73

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

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's Q2 2019 filing shows 828 new, 738 increased, 461 reduced and 545 closed positions. Its largest new stake was iShares Russell 1000 ETF: 34,726 shares worth $5.65M. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $14M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 98% a quarter earlier, followed by Financials and Technology.

  • 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.