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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
ARRY
2651
CALL
DELISTED
Array Biopharma Inc
ARRY
– –
-14,900
Closed -$690K
ARRY
2652
PUT
DELISTED
Array Biopharma Inc
ARRY
– –
-9,700
Closed -$449K
YUMA
2653
DELISTED
Yuma Energy Inc
YUMA
– –
-2,616
Closed -$8K
LLL
2654
DELISTED
L3 Technologies, Inc.
LLL
– –
-2,017
Closed -$495K
ICON
2655
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-17,762
Closed -$15K
WPG
2656
DELISTED
Washington Prime Group Inc.
WPG
– –
-6,161
Closed -$212K
RVLT
2657
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
– –
-28,946
Closed -$7K
CIZ
2658
DELISTED
VictoryShares Developed Enhanced Volatility Wtd ETF
CIZ
– –
-7,416
Closed -$238K
ESV
2659
CALL
DELISTED
Ensco Rowan plc
ESV
– –
-52,100
Closed -$444K
ESV
2660
PUT
DELISTED
Ensco Rowan plc
ESV
– –
-13,100
Closed -$112K
DISH
2661
DELISTED
DISH Network Corp.
DISH
– –
-24,257
Closed -$869K
PDLI
2662
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-23,873
Closed -$75K
WLL
2663
CALL
DELISTED
Whiting Petroleum Corporation
WLL
– –
-424
Closed -$594K
WLL
2664
DELISTED
Whiting Petroleum Corporation
WLL
– –
-198
Closed -$277K
WLL
2665
PUT
DELISTED
Whiting Petroleum Corporation
WLL
– –
-453
Closed -$635K
CMO
2666
DELISTED
Capstead Mortgage Corp.
CMO
– –
-10,045
Closed -$84K
GRA
2667
PUT
DELISTED
W.R. Grace & Co.
GRA
– –
-2,900
Closed -$221K
AGGP
2668
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
– –
-12,306
Closed -$240K
CY
2669
DELISTED
Cypress Semiconductor
CY
– –
-16,380
Closed -$364K
NIHD
2670
DELISTED
NII Holdings, Inc. Common Stock
NIHD
– –
-11,774
Closed -$20K
ABIL
2671
DELISTED
Ability Inc
ABIL
– –
-10,696
Closed -$10K
JHD
2672
DELISTED
Nuveen High Income December 2019 Target Term Fund
JHD
– –
-11,147
Closed -$110K
SDR
2673
DELISTED
SANDRIDGE MISSISSIPPIAN TRUST II
SDR
– –
-16,574
Closed -$10K
TSS
2674
DELISTED
Total System Services, Inc.
TSS
– –
-5,412
Closed -$694K
TSS
2675
PUT
DELISTED
Total System Services, Inc.
TSS
– –
-3,700
Closed -$475K
104 105 106
107
108

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NOCM
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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.