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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
+12.14%
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
$11.2B
AUM Growth
+$2.97B
Cap. Flow
+$1.8B
Cap. Flow %
16.13%
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 Financials 0.39%
2 Consumer Discretionary 0.24%
3 Technology 0.18%
4 Communication Services 0.17%
5 Healthcare 0.14%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MUI
2551
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
– –
-12,408
Closed -$157K
B
2552
DELISTED
Barnes Group Inc.
B
– –
-7,747
Closed -$415K
MRO
2553
DELISTED
Marathon Oil Corporation
MRO
– –
-46,682
Closed -$763K
SWN
2554
PUT
DELISTED
Southwestern Energy Company
SWN
– –
-83,500
Closed -$285K
BIG
2555
DELISTED
Big Lots, Inc.
BIG
– –
-7,808
Closed -$255K
MMAT
2556
DELISTED
Meta Materials Inc. Common Stock
MMAT
– –
-64
Closed -$7K
WRK
2557
CALL
DELISTED
WestRock Company
WRK
– –
-15,600
Closed -$589K
BIOL
2558
DELISTED
Biolase, Inc.
BIOL
– –
-5
Closed -$12K
ERF
2559
DELISTED
Enerplus Corporation
ERF
– –
-11,693
Closed -$91K
CEM
2560
DELISTED
ClearBridge MLP and Midstream Fund Inc.
CEM
– –
-4,926
Closed -$256K
NTG
2561
DELISTED
Tortoise Midstream Energy Fund, Inc. Common Stock
NTG
– –
-1,046
Closed -$128K
NURO
2562
DELISTED
NeuroMetrix, Inc. Common Stock
NURO
– –
-171
Closed -$10K
YTEN
2563
DELISTED
Yield10 Bioscience, Inc. Common Stock
YTEN
– –
-13
Closed -$10K
CSML
2564
DELISTED
IndexIQ ETF Trust IQ U.S. Small Cap ETF
CSML
– –
-14,097
Closed -$315K
MTBL
2565
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
– –
-44,377
Closed -$21K
SPLK
2566
DELISTED
Splunk Inc
SPLK
– –
-3,659
Closed -$457K
SPLK
2567
PUT
DELISTED
Splunk Inc
SPLK
– –
-10,800
Closed -$1.13M
BPTH
2568
DELISTED
Bio-Path Holdings Inc
BPTH
– –
-40
Closed -$3K
SCU
2569
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
– –
-1,348
Closed -$12K
KMF
2570
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
– –
-20,597
Closed -$199K
JPS
2571
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
– –
-40,000
Closed -$331K
TRTN
2572
CALL
DELISTED
Triton International Limited
TRTN
– –
-6,900
Closed -$214K
TRTN
2573
DELISTED
Triton International Limited
TRTN
– –
-8,891
Closed -$276K
TRTN
2574
PUT
DELISTED
Triton International Limited
TRTN
– –
-9,100
Closed -$283K
MMP
2575
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-18,051
Closed -$1.09M
101 102
103
104 105

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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 deployed $1.8B of net new capital in Q1 2019, opening 634 new positions and adding to 459 existing holdings. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 93,798 shares worth $8.61M.

By sector, the portfolio is most concentrated in Financials at 0.39% of assets, down from 0.72% a quarter earlier, followed by Consumer Discretionary and Technology.

On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $24M trimmed.

  • 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.