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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
-0.45%
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
$11B
AUM Growth
+$1.4B
Cap. Flow
+$1.28B
Cap. Flow %
11.67%
Top 10 Hldgs %
43.09%
Holding
2,685
New
637
Increased
798
Reduced
570
Closed
662

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$34.2M
2
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$22.1M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$21.8M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$18.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$16.6M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$92.9M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$24.2M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$11.6M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$9.22M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.49M

Sector Composition

Rank Sector Weight
1 Financials 0.51%
2 Consumer Discretionary 0.38%
3 Energy 0.33%
4 Technology 0.3%
5 Healthcare 0.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ONIT
2526
Onity Group
ONIT
$319M
– –
-703
Closed -$22K
GAP
2527
PUT
The Gap Inc
GAP
$7.38B
– –
-14,000
Closed -$252K
GPUS
2528
Hyperscale Data Inc
GPUS
$56.5M
– –
0
– -$5K
XYZ
2529
Block Inc
XYZ
$48.9B
– –
-5,959
Closed -$405K
SGI
2530
CALL
Somnigroup International
SGI
$14B
– –
-11,600
Closed -$213K
RDGT
2531
Ridgetech Inc
RDGT
$2.77M
– –
-1
Closed -$20K
PDCO
2532
CALL
DELISTED
Patterson Companies, Inc.
PDCO
– –
-17,500
Closed -$401K
INFN
2533
DELISTED
Infinera Corporation Common Stock
INFN
– –
-41,530
Closed -$183K
DXYN
2534
DELISTED
Dixie Group Inc
DXYN
– –
-16,967
Closed -$10K
SWN
2535
CALL
DELISTED
Southwestern Energy Company
SWN
– –
-66,600
Closed -$210K
SWN
2536
PUT
DELISTED
Southwestern Energy Company
SWN
– –
-26,400
Closed -$83K
BIG
2537
CALL
DELISTED
Big Lots, Inc.
BIG
– –
-7,500
Closed -$215K
ASXC
2538
DELISTED
Asensus Surgical, Inc.
ASXC
– –
-1,991
Closed -$35K
SLCA
2539
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-34,290
Closed -$439K
SIX
2540
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-10,862
Closed -$540K
SCPX
2541
DELISTED
Scorpius Holdings, Inc.
SCPX
– –
-4
Closed -$72K
OPGN
2542
DELISTED
OpGen, Inc
OPGN
– –
-7
Closed -$11K
NURO
2543
DELISTED
NeuroMetrix, Inc. Common Stock
NURO
– –
-186
Closed -$6K
TRVN
2544
DELISTED
Trevena, Inc.
TRVN
– –
-33
Closed -$21K
MTBL
2545
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
– –
-62,727
Closed -$18K
BKCC
2546
DELISTED
BlackRock Capital Investment Corporation
BKCC
– –
-14,594
Closed -$88K
IMGN
2547
DELISTED
Immunogen Inc
IMGN
– –
-12,046
Closed -$26K
FTCH
2548
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-14,200
Closed -$295K
VMW
2549
DELISTED
VMware, Inc
VMW
– –
-2,557
Closed -$403K
FFTI
2550
DELISTED
FormulaFolios Tactical Income ETF
FFTI
– –
-9,878
Closed -$243K
100 101
102
103 104

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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Two Sigma Securities's Q3 2019 Portfolio in Review

As of Q3 2019, Two Sigma Securities held 2,685 positions worth $11B, up 15% from $9.57B the previous quarter. Its ten largest holdings account for 43% of the portfolio.

Two Sigma Securities deployed $1.28B of net new capital in Q3 2019, opening 637 new positions and adding to 798 existing holdings. Its largest new stake was NextEra Energy, Inc. 4.872% Corporate Units: 450,000 shares worth $22.6M.

By sector, the portfolio is most concentrated in Financials at 0.51% of assets, up from 0.4% a quarter earlier, followed by Consumer Discretionary and Energy.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $92.9M trimmed.

  • Two Sigma Securities's largest Q3 2019 buy was NextEra Energy, Inc. 4.872% Corporate Units: 450,000 shares worth $22.6M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q3 2019, an estimated $34.2M increase.
  • Two Sigma Securities's biggest Q3 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $92.9M.
  • Two Sigma Securities fully exited Invesco QQQ Trust in Q3 2019, selling an estimated $24.2M.
  • Two Sigma Securities's ten largest holdings make up 43% of its $11B portfolio in Q3 2019.
  • Two Sigma Securities opened 637 new positions and closed 662 in Q3 2019.
  • Two Sigma Securities's portfolio value rose 15% quarter-over-quarter to $11B.

Based on Two Sigma Securities's 13F filing for Q3 2019, filed 14 Nov 2019.