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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
CEF icon
2101
Sprott Physical Gold and Silver Trust
CEF
$7.68B
– –
-13,943
Closed -$173K
CFO icon
2102
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$406M
– –
-12,610
Closed -$590K
CHE icon
2103
Chemed
CHE
$6.65B
– –
-982
Closed -$314K
CHKP icon
2104
PUT
Check Point Software Technologies
CHKP
$14B
– –
-2,600
Closed -$329K
CHRD icon
2105
CALL
Chord Energy
CHRD
$8.17B
– –
-13,500
Closed -$82K
CHRD icon
2106
Chord Energy
CHRD
$8.17B
– –
-36,399
Closed -$220K
CLF icon
2107
Cleveland-Cliffs
CLF
$6.97B
– –
-17,217
Closed -$170K
CLH icon
2108
Clean Harbors
CLH
$17.1B
– –
-4,539
Closed -$325K
CLIR icon
2109
ClearSign Technologies
CLIR
$26.6M
– –
-1,098
Closed -$10K
CLNE icon
2110
Clean Energy Fuels
CLNE
$368M
– –
-76,736
Closed -$237K
CM icon
2111
Canadian Imperial Bank of Commerce
CM
$103B
– –
-8,728
Closed -$352K
CMG icon
2112
Chipotle Mexican Grill
CMG
$43.3B
– –
-44,500
Closed -$627K
CMI icon
2113
Cummins
CMI
$73.3B
– –
-8,889
Closed -$1.46M
CMS icon
2114
CMS Energy
CMS
$20.8B
– –
-4,286
Closed -$241K
CMS icon
2115
PUT
CMS Energy
CMS
$20.8B
– –
-22,800
Closed -$1.27M
CNQ icon
2116
CALL
Canadian Natural Resources
CNQ
$104B
– –
-33,489
Closed -$451K
CPRT icon
2117
Copart
CPRT
$28.3B
– –
-17,488
Closed -$300K
CPRI icon
2118
Capri Holdings
CPRI
$1.68B
– –
-11,878
Closed -$483K
CRM icon
2119
Salesforce
CRM
$208B
– –
-10,118
Closed -$1.59M
CTAS icon
2120
Cintas
CTAS
$80.4B
– –
-8,892
Closed -$449K
CTAS icon
2121
PUT
Cintas
CTAS
$80.4B
– –
-25,600
Closed -$1.29M
CUZ icon
2122
Cousins Properties
CUZ
$4.62B
– –
-8,853
Closed -$342K
CVE icon
2123
Cenovus Energy
CVE
$61.2B
– –
-14,563
Closed -$126K
CVI icon
2124
PUT
CVR Energy
CVI
$5.33B
– –
-5,100
Closed -$210K
CVS icon
2125
CVS Health
CVS
$120B
– –
-12,072
Closed -$650K
83 84
85
86 87

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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'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.