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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
Cap. Flow
-$1.88B
Cap. Flow %
-19.6%
Top 10 Hldgs %
46.8%
Holding
2,593
New
828
Increased
738
Reduced
461
Closed
545

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
SBUX icon
2376
Starbucks
SBUX
$118B
-16,669
Closed -$1.31M
SBUX icon
2377
PUT
Starbucks
SBUX
$118B
-12,000
Closed -$892K
SCCO icon
2378
CALL
Southern Copper
SCCO
$140B
-6,688
Closed -$246K
SCCO icon
2379
Southern Copper
SCCO
$140B
-6,181
Closed -$227K
SCHR
2380
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
-33,248
Closed -$894K
SDOW icon
2381
ProShares UltraPro Short Dow 30
SDOW
$160M
-283
Closed -$247K
SDS icon
2382
ProShares UltraShort S&P500
SDS
$422M
-267
Closed -$222K
SDY icon
2383
PUT
State Street SPDR S&P Dividend ETF
SDY
$22.3B
-4,800
Closed -$477K
SHV icon
2384
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
-126,320
Closed -$14M
SID icon
2385
Companhia Siderúrgica Nacional
SID
$1.46B
-13,886
Closed -$57K
SIG icon
2386
CALL
Signet Jewelers
SIG
$3.81B
-11,500
Closed -$312K
SLB icon
2387
SLB Ltd
SLB
$74.2B
-27,429
Closed -$1.11M
DCOY
2388
Decoy Therapeutics
DCOY
$2.15M
0
-$18K
SMTC icon
2389
Semtech
SMTC
$10.4B
-6,000
Closed -$305K
SNOA icon
2390
Sonoma Pharmaceuticals
SNOA
$5.46M
-58
Closed -$10K
SNY icon
2391
Sanofi
SNY
$109B
-11,185
Closed -$476K
SOXS icon
2392
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$2.23B
0
-$270K
SPCB icon
2393
SuperCom
SPCB
$65.9M
-63
Closed -$18K
SPG icon
2394
Simon Property Group
SPG
$76.8B
-4,716
Closed -$812K
SPR
2395
DELISTED
Spirit AeroSystems
SPR
-5,469
Closed -$461K
SPYV icon
2396
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.5B
-7,981
Closed -$242K
SRTY icon
2397
ProShares UltraPro Short Russell2000
SRTY
$78.2M
-106
Closed -$269K
STE icon
2398
Steris
STE
$22.4B
-2,473
Closed -$317K
STGW icon
2399
Stagwell
STGW
$1.98B
-13,313
Closed -$30K
STIP icon
2400
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
-3,378
Closed -$337K

Similar funds

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.