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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
PER
2601
DELISTED
SANDRIDGE PERMIAN TRUST
PER
– –
-11,856
Closed -$22K
AFH
2602
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
– –
-10,002
Closed -$7K
SMRT
2603
DELISTED
Stein Mart Inc
SMRT
– –
-10,508
Closed -$9K
NE
2604
PUT
DELISTED
Noble Corporation
NE
– –
-18,400
Closed -$34K
ECT
2605
DELISTED
ECA Marcellus Trust 1 Interest
ECT
– –
-10,546
Closed -$18K
TTPH
2606
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-582
Closed -$6K
HCR
2607
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-13,444
Closed -$33K
CHK
2608
CALL
DELISTED
Chesapeake Energy Corporation
CHK
– –
-247
Closed -$96K
CHK
2609
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,525
Closed -$595K
SES
2610
DELISTED
Synthesis Energy Systems Inc.
SES
– –
-1,652
Closed -$4K
AGN
2611
CALL
DELISTED
Allergan plc
AGN
– –
-33,100
Closed -$5.54M
AGN
2612
PUT
DELISTED
Allergan plc
AGN
– –
-27,600
Closed -$4.62M
JMEI
2613
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-1,725
Closed -$42K
RTN
2614
DELISTED
Raytheon Company
RTN
– –
-12,242
Closed -$2.27M
RTN
2615
PUT
DELISTED
Raytheon Company
RTN
– –
-24,400
Closed -$4.24M
CHKR
2616
DELISTED
CHESAPEAKE GRANITE WASH TRUST
CHKR
– –
-15,989
Closed -$17K
LTS
2617
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
– –
-10,018
Closed -$34K
BLPH
2618
DELISTED
Bellerophon Therapeutics, Inc.
BLPH
– –
-741
Closed -$7K
CFRX
2619
DELISTED
ContraFect Corporation
CFRX
– –
-25
Closed -$10K
GNMX
2620
DELISTED
Aevi Genomic Medicine Inc
GNMX
– –
-38,726
Closed -$6K
ESTRW
2621
DELISTED
Estre Ambiental, Inc
ESTRW
$0 ﹤0.01%
11,380
-2,900
-20% -$35
WCG
2622
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-898
Closed -$256K
SNOAW
2623
DELISTED
Sonoma Pharmaceuticals, Inc. Warrants
SNOAW
– –
-18,975
Closed –
TOO
2624
DELISTED
Teekay Offshore Partners L.P.
TOO
– –
-14,880
Closed -$19K
SRCI
2625
DELISTED
SRC Energy Inc
SRCI
– –
-29,088
Closed -$144K
103 104
105
106 107

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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.