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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
IDXG
2626
DELISTED
Interpace Biosciences, Inc. Common Stock
IDXG
– –
-1,608
Closed -$12K
AVP
2627
DELISTED
Avon Products, Inc.
AVP
– –
-23,067
Closed -$89K
BSCJ
2628
DELISTED
Invesco BulletShares 2019 Corporate Bond ETF
BSCJ
– –
-18,843
Closed -$397K
TUZ
2629
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
– –
-4,071
Closed -$207K
STI
2630
DELISTED
SunTrust Banks, Inc.
STI
– –
-10,365
Closed -$651K
AREX
2631
DELISTED
Approach Resources Inc.
AREX
– –
-38,437
Closed -$11K
FELP
2632
DELISTED
Foresight Energy LP
FELP
– –
-16,620
Closed -$12K
SHOS
2633
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
– –
-10,784
Closed -$26K
AABA
2634
PUT
DELISTED
Altaba Inc
AABA
– –
-57,700
Closed -$4M
BID
2635
DELISTED
Sotheby's
BID
– –
-4,287
Closed -$249K
BID
2636
PUT
DELISTED
Sotheby's
BID
– –
-6,500
Closed -$378K
DTV
2637
DELISTED
DTE Energy Company 2016 Corporate Units
DTV
– –
-3,735
Closed -$210K
SFLY
2638
CALL
DELISTED
Shutterfly, Inc.
SFLY
– –
-9,000
Closed -$455K
AMR
2639
DELISTED
Alta Mesa Resources Inc
AMR
– –
-14,652
Closed -$2K
IMI
2640
DELISTED
Intermolecular, Inc.
IMI
– –
-19,004
Closed -$22K
FRED
2641
DELISTED
Fred's Inc
FRED
– –
-17,390
Closed -$9K
IBMH
2642
DELISTED
iShares iBonds Sep 2019 Term Muni Bond ETF
IBMH
– –
-9,423
Closed -$240K
TRNX
2643
DELISTED
Taronis Technologies, Inc. Common Stock
TRNX
– –
-15,244
Closed -$11K
ADOM
2644
DELISTED
ADOMANI Inc
ADOM
– –
-17,210
Closed -$5K
IGLD
2645
DELISTED
Internet Gold-Golden Lines Ltd
IGLD
– –
-462
Closed -$14K
PES
2646
DELISTED
Pioneer Energy Services Corp.
PES
– –
-17,415
Closed -$4K
DCUD
2647
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
– –
-13,404
Closed -$674K
HIVE
2648
DELISTED
Aerohive Networks
HIVE
– –
-10,410
Closed -$46K
APC
2649
DELISTED
Anadarko Petroleum
APC
– –
-8,161
Closed -$576K
DATA
2650
CALL
DELISTED
Tableau Software, Inc.
DATA
– –
-5,600
Closed -$930K
104 105
106
107 108

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NOCM
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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.