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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
INFI
2551
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-15,942
Closed -$29K
WWE
2552
PUT
DELISTED
World Wrestling Entertainment
WWE
– –
-3,600
Closed -$260K
LSI
2553
PUT
DELISTED
Life Storage, Inc.
LSI
– –
-5,850
Closed -$371K
IMBI
2554
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
– –
-1,286
Closed -$6K
HEXO
2555
DELISTED
HEXO Corp. Common Shares
HEXO
– –
-196
Closed -$58K
CS
2556
PUT
DELISTED
Credit Suisse Group
CS
– –
-10,000
Closed -$120K
KSPN
2557
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
– –
-1,119
Closed -$6K
MGI
2558
DELISTED
MoneyGram International, Inc. New
MGI
– –
-12,226
Closed -$30K
DTEA
2559
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
– –
-13,180
Closed -$17K
NVCN
2560
DELISTED
Neovasc Inc.
NVCN
– –
-249
Closed -$30K
CYRN
2561
DELISTED
CYREN Ltd.
CYRN
– –
-798
Closed -$28K
UMPQ
2562
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-13,872
Closed -$230K
STOR
2563
DELISTED
STORE Capital Corporation
STOR
– –
-7,849
Closed -$261K
PRTY
2564
DELISTED
Party City Holdco Inc.
PRTY
– –
-17,984
Closed -$132K
VIVE
2565
DELISTED
VIVEVE MED INC
VIVE
– –
-14
Closed -$5K
ABMD
2566
DELISTED
Abiomed Inc
ABMD
– –
-1,126
Closed -$243K
CLVS
2567
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-28,173
Closed -$419K
HTGM
2568
DELISTED
HTG Molecular Diagnostics, Inc. Common Stock
HTGM
– –
-62
Closed -$18K
RJI
2569
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-17,845
Closed -$93K
AVLR
2570
DELISTED
Avalara, Inc.
AVLR
– –
-3,335
Closed -$241K
CTXS
2571
DELISTED
Citrix Systems Inc
CTXS
– –
-15,939
Closed -$1.52M
TYME
2572
DELISTED
Tyme Technologies, Inc. Common Stock
TYME
– –
-12,196
Closed -$15K
ATHX
2573
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-1,129
Closed -$47K
GSV
2574
DELISTED
Gold Standard Ventures Corp.
GSV
– –
-33,875
Closed -$36K
GPL
2575
DELISTED
Great Panther Mining Limited
GPL
– –
-1,063
Closed -$9K
101 102
103
104 105

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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.