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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 | |
|---|---|---|---|---|---|---|
1776
PUT
GoPro
GPRO
$122M
| $165K | ﹤0.01% |
+30,200
| New | +$192K |
|
1777
CALL
SiriusXM
SIRI
$10B
| $165K | ﹤0.01% |
+2,960
| New | +$168K |
|
|
1778
CALL
GoPro
GPRO
$122M
| $163K | ﹤0.01% |
29,900
-7,600
| -20% | -$48.3K |
|
1779
CALL
Nabors Industries
NBR
$1.27B
| $162K | ﹤0.01% |
+1,116
| New | +$178K |
|
1780
EQT Corp
EQT
$33.1B
| $161K | ﹤0.01% |
+10,207
| New | +$196K |
|
|
DNR
1781
DELISTED
Denbury Resources, Inc.
DNR
| $158K | ﹤0.01% |
127,792
-46,858
| -27% | -$85.1K |
|
|
GLO
1782
Clough Global Opportunities Fund
GLO
$249M
| $157K | ﹤0.01% |
+16,757
| New | +$160K |
|
1783
Invesco Global Listed Private Equity ETF
PSP
$232M
| $152K | ﹤0.01% |
+2,545
| New | +$151K |
|
|
AUY
1784
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $152K | ﹤0.01% |
60,500
+19,900
| +49% | +$43.8K |
|
1785
InfraCap MLP ETF
AMZA
$473M
| $151K | ﹤0.01% |
+2,720
| New | +$155K |
|
|
BDN
1786
Brandywine Realty Trust
BDN
$527M
| $150K | ﹤0.01% |
+10,482
| New | +$160K |
|
1787
Ericsson
ERIC
$32.2B
| $150K | ﹤0.01% |
+15,764
| New | +$153K |
|
1788
Patterson-UTI
PTEN
$3.94B
| $150K | ﹤0.01% |
+13,023
| New | +$168K |
|
|
TWO
1789
Two Harbors Investment
TWO
$1.27B
| $150K | ﹤0.01% |
+2,959
| New | +$155K |
|
|
RPAI
1790
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $148K | ﹤0.01% |
12,553
+2,281
| +22% | +$28K |
|
1791
Nuveen Floating Rate Income Fund
JFR
$1.24B
| $146K | ﹤0.01% |
+14,788
| New | +$146K |
|
|
STEW
1792
SRH Total Return Fund
STEW
$1.79B
| $145K | ﹤0.01% |
+12,940
| New | +$142K |
|
1793
Wipro
WIT
$19.5B
| $144K | ﹤0.01% |
+66,314
| New | +$146K |
|
|
SRCI
1794
DELISTED
SRC Energy Inc
SRCI
| $144K | ﹤0.01% |
+29,088
| New | +$158K |
|
|
ODP
1795
DELISTED
ODP
ODP
| $143K | ﹤0.01% |
6,958
+3,399
| +96% | +$76.9K |
|
1796
Coeur Mining
CDE
$15.4B
| $142K | ﹤0.01% |
32,604
+10,028
| +44% | +$35.3K |
|
1797
CALL
Coty
COTY
$2.41B
| $142K | ﹤0.01% |
+10,600
| New | +$130K |
|
|
NRO
1798
Neuberger Real Estate Securities Income Fund Inc
NRO
$191M
| $142K | ﹤0.01% |
28,945
+14,098
| +95% | +$67.3K |
|
1799
Sumitomo Mitsui Financial
SMFG
$165B
| $142K | ﹤0.01% |
20,082
-20,061
| -50% | -$142K |
|
1800
PUT
SSR Mining
SSRM
$5.31B
| $142K | ﹤0.01% |
10,400
-2,100
| -17% | -$25K |
|
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.