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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
NIO icon
1951
CALL
NIO
NIO
$11.7B
$74K ﹤0.01%
+47,700
New +$146K
TXMD icon
1952
TherapeuticsMD
TXMD
$24.1M
$73K ﹤0.01%
402
-2,136
-84% -$301K
CYH icon
1953
Community Health Systems
CYH
$423M
$69K ﹤0.01%
19,173
+7,875
+70% +$20.5K
USA icon
1954
Liberty All-Star Equity Fund
USA
$1.84B
$68K ﹤0.01%
+10,581
New +$66.8K
VAL
1955
DELISTED
Valaris plc Class A Ordinary Share
VAL
$68K ﹤0.01%
+14,125
New +$75.9K
ENDP
1956
DELISTED
Endo International plc
ENDP
$67K ﹤0.01%
+20,983
New +$67.7K
NSL
1957
DELISTED
NUVEEN SENIOR INCM FD
NSL
$64K ﹤0.01%
11,078
+230
+2% +$1.33K
FSK icon
1958
FS KKR Capital
FSK
$3.07B
$59K ﹤0.01%
2,516
-15,499
-86% -$363K
GPOR
1959
DELISTED
Gulfport Energy Corp.
GPOR
$57K ﹤0.01%
+21,064
New +$70.3K
INFN
1960
CALL
DELISTED
Infinera Corporation Common Stock
INFN
$55K ﹤0.01%
+10,000
New +$44K
NOG icon
1961
Northern Oil and Gas
NOG
$2.17B
$54K ﹤0.01%
+2,770
New +$50.9K
TLRD
1962
DELISTED
Tailored Brands, Inc.
TLRD
$54K ﹤0.01%
12,337
-1,394
-10% -$7.06K
GNC
1963
DELISTED
GNC Holdings, Inc.
GNC
$53K ﹤0.01%
+24,578
New +$49.2K
TEUM
1964
DELISTED
Pareteum Corporation
TEUM
$53K ﹤0.01%
+40,953
New +$108K
AR icon
1965
Antero Resources
AR
$10.7B
$52K ﹤0.01%
+17,164
New +$69.9K
WTI icon
1966
W&T Offshore
WTI
$489M
$52K ﹤0.01%
+11,786
New +$53.9K
ANH
1967
DELISTED
Anworth Mortgage Asset Corporation
ANH
$52K ﹤0.01%
+15,834
New +$56.6K
FIT
1968
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
$51K ﹤0.01%
13,500
-1,700
-11% -$6.32K
ACHN
1969
DELISTED
Achillion Pharmaceuticals
ACHN
$50K ﹤0.01%
13,773
+2,029
+17% +$7.82K
CX icon
1970
PUT
Cemex
CX
$16.7B
$47K ﹤0.01%
11,900
-700
-6% -$2.56K
MNK
1971
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$47K ﹤0.01%
+19,444
New +$99.3K
ROX
1972
DELISTED
Castle Brands, Inc.
ROX
$46K ﹤0.01%
+36,712
New +$29.6K
DHF
1973
BNY Mellon High Yield Strategies Fund
DHF
$175M
$42K ﹤0.01%
13,636
-17,101
-56% -$52.5K
GSAT icon
1974
Globalstar
GSAT
$10.7B
$42K ﹤0.01%
+6,704
New +$42.2K
GTE icon
1975
Gran Tierra Energy
GTE
$324M
$38K ﹤0.01%
+3,042
New +$44.5K
77 78
79
80 81

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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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.