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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
COHR
2576
PUT
DELISTED
Coherent Inc
COHR
– –
-1,500
Closed -$205K
PVG
2577
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-19,600
Closed -$196K
FMO
2578
DELISTED
Fiduciary/Claymore Energy Infrastructure Fund
FMO
– –
-2,465
Closed -$119K
RDS.B
2579
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-19,752
Closed -$1.3M
KSU
2580
PUT
DELISTED
Kansas City Southern
KSU
– –
-2,000
Closed -$244K
JHB
2581
DELISTED
Nuveen Corporate Income November 2021 Target Term Fund
JHB
– –
-40,730
Closed -$404K
TLGT
2582
DELISTED
Teligent, Inc
TLGT
– –
-1,896
Closed -$12K
CCRC
2583
DELISTED
China Customer Relations Centers, Inc
CCRC
– –
-11,082
Closed -$119K
GRUB
2584
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-4,800
Closed -$749K
LACQU
2585
DELISTED
Leisure Acquisition Corp. Unit
LACQU
– –
-13,088
Closed -$136K
AT
2586
DELISTED
Atlantic Power Corporation
AT
– –
-10,124
Closed -$25K
GLUU
2587
DELISTED
Glu Mobile Inc.
GLUU
– –
-18,191
Closed -$131K
MEN
2588
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
– –
-12,034
Closed -$134K
VAR
2589
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-3,300
Closed -$449K
SINA
2590
CALL
DELISTED
Sina Corp
SINA
– –
-13,700
Closed -$591K
ACIA
2591
CALL
DELISTED
Acacia Communications Inc
ACIA
– –
-15,700
Closed -$740K
FIT
2592
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-12,600
Closed -$55K
WPX
2593
DELISTED
WPX Energy, Inc.
WPX
– –
-18,123
Closed -$191K
HDS
2594
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-13,800
Closed -$556K
DNKN
2595
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-5,900
Closed -$470K
FRAN
2596
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-1,845
Closed -$11K
WMGI
2597
DELISTED
Wright Medical Group Inc
WMGI
– –
-7,757
Closed -$231K
TRQ
2598
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-6,616
Closed -$82K
AXAS
2599
DELISTED
Abraxas Petroleum Corp
AXAS
– –
-2,114
Closed -$44K
GMO
2600
DELISTED
General Moly, Inc.
GMO
– –
-13,346
Closed -$5K
102 103
104
105 106

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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.