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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
+12.14%
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
$11.2B
AUM Growth
+$2.97B
Cap. Flow
-$201M
Cap. Flow %
-1.8%
Top 10 Hldgs %
63.2%
Holding
2,721
New
634
Increased
459
Reduced
654
Closed
956

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$34.6M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$8.46M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$6.9M
4
IJR icon
iShares Core S&P Small-Cap ETF
IJR
+$6.22M
5
TNA icon
Direxion Daily Small Cap Bull 3x ETF
TNA
+$5.51M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$9.6M
3
IBB icon
iShares Biotechnology ETF
IBB
+$7.55M
4
OEF icon
iShares S&P 100 ETF
OEF
+$6.96M
5
META icon
Meta Platforms (Facebook)
META
+$5.95M

Sector Composition

Rank Sector Weight
1 Miscellaneous 98.14%
2 Financials 0.4%
3 Consumer Discretionary 0.25%
4 Technology 0.21%
5 Communication Services 0.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYGH icon
2101
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$652M
– –
-2,401
Closed -$204K
HYLS icon
2102
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.62B
– –
-18,833
Closed -$845K
HYZD icon
2103
WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund
HYZD
$301M
– –
-17,769
Closed -$400K
PPLI
2104
PUT
People Inc
PPLI
$2.78B
– –
-20,703
Closed -$677K
IAF
2105
abrdn Australia Equity Fund
IAF
$122M
– –
-3,432
Closed -$49K
ICMB icon
2106
Investcorp Credit Management BDC
ICMB
$12.4M
– –
-11,225
Closed -$70K
ICUI icon
2107
ICU Medical
ICUI
$3.89B
– –
-1,153
Closed -$265K
IDLV icon
2108
Invesco S&P International Developed Low Volatility ETF
IDLV
$332M
– –
-6,727
Closed -$201K
IDXX icon
2109
Idexx Laboratories
IDXX
$40.5B
– –
-3,648
Closed -$679K
IEFA icon
2110
iShares Core MSCI EAFE ETF
IEFA
$192B
– –
-5,442
Closed -$299K
IEO icon
2111
CALL
iShares US Oil & Gas Exploration & Production ETF
IEO
$719M
– –
-5,900
Closed -$305K
IEUS icon
2112
iShares MSCI Europe Small-Cap ETF
IEUS
$175M
– –
-4,458
Closed -$200K
IEX icon
2113
IDEX
IEX
$16.3B
– –
-4,356
Closed -$550K
IFV icon
2114
First Trust Dorsey Wright International Focus 5 ETF
IFV
$226M
– –
-19,420
Closed -$338K
IGD
2115
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$502M
– –
-24,876
Closed -$146K
IGIB icon
2116
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
– –
-20,900
Closed -$1.1M
IGLB icon
2117
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.92B
– –
-4,111
Closed -$231K
IGR
2118
CBRE Global Real Estate Income Fund
IGR
$622M
– –
-12,559
Closed -$232K
IGSB icon
2119
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
– –
-10,645
Closed -$550K
IJH icon
2120
CALL
iShares Core S&P Mid-Cap ETF
IJH
$121B
– –
-24,500
Closed -$814K
IJH icon
2121
PUT
iShares Core S&P Mid-Cap ETF
IJH
$121B
– –
-15,000
Closed -$498K
IJK icon
2122
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.3B
– –
-4,796
Closed -$229K
IJT icon
2123
iShares S&P Small-Cap 600 Growth ETF
IJT
$7.9B
– –
-20,226
Closed -$1.63M
ILCB icon
2124
iShares Morningstar US Equity ETF
ILCB
$1.28B
– –
-16,332
Closed -$582K
IMUX icon
2125
Immunic
IMUX
$138M
– –
-29
Closed -$2K
83 84
85
86 87

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Two Sigma Securities's Q1 2019 Portfolio in Review

As of Q1 2019, Two Sigma Securities held 2,721 positions worth $11.2B, up 36% from $8.19B the previous quarter. Its ten largest holdings account for 63% of the portfolio.

Two Sigma Securities's Q1 2019 filing shows 634 new, 459 increased, 654 reduced and 956 closed positions. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M. The largest sale was State Street Financial Select Sector SPDR ETF, an estimated $24M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 96% a quarter earlier, followed by Financials and Consumer Discretionary.

  • Two Sigma Securities's largest Q1 2019 buy was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q1 2019, an estimated $34.6M increase.
  • Two Sigma Securities's biggest Q1 2019 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $24M.
  • Two Sigma Securities fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2019, selling an estimated $9.6M.
  • Two Sigma Securities's ten largest holdings make up 63% of its $11.2B portfolio in Q1 2019.
  • Two Sigma Securities opened 634 new positions and closed 956 in Q1 2019.
  • Two Sigma Securities's portfolio value rose 36% quarter-over-quarter to $11.2B.

Based on Two Sigma Securities's 13F filing for Q1 2019, filed 15 May 2019.