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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
SCHW
2401
Charles Schwab
SCHW
$184B
– –
-25,814
Closed -$1.04M
SCO icon
2402
ProShares UltraShort Bloomberg Crude Oil
SCO
$717M
– –
-145
Closed -$198K
SCYX icon
2403
SCYNEXIS
SCYX
$50.3M
– –
-193
Closed -$20K
SCZ icon
2404
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
– –
-6,650
Closed -$382K
SEE
2405
DELISTED
Sealed Air
SEE
– –
-5,235
Closed -$222K
SEIC icon
2406
SEI Investments
SEIC
$12.5B
– –
-4,405
Closed -$247K
SELF
2407
Global Self Storage
SELF
$58.9M
– –
-11,702
Closed -$44K
SFM icon
2408
CALL
Sprouts Farmers Market
SFM
$8.28B
– –
-13,800
Closed -$261K
SGMO
2409
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-16,471
Closed -$177K
SHM icon
2410
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
– –
-10,736
Closed -$525K
SHOP icon
2411
Shopify
SHOP
$152B
– –
-7,740
Closed -$265K
SHY icon
2412
iShares 1-3 Year Treasury Bond ETF
SHY
$25B
– –
-6,313
Closed -$535K
SINT icon
2413
SiNtx Technologies
SINT
$11.3M
– –
0
– -$3K
SJB icon
2414
ProShares Short High Yield
SJB
$47.8M
– –
-11,236
Closed -$241K
SJM icon
2415
J.M. Smucker
SJM
$12.6B
– –
-2,597
Closed -$289K
SKYY icon
2416
First Trust Cloud Computing ETF
SKYY
$2.96B
– –
-3,871
Closed -$224K
SLG icon
2417
SL Green Realty
SLG
$3.85B
– –
-2,597
Closed -$202K
SLNG icon
2418
Stabilis Solutions
SLNG
$86.7M
– –
-1,293
Closed -$7K
SLS icon
2419
SELLAS Life Sciences
SLS
$2.21B
– –
-339
Closed -$2K
SMG icon
2420
PUT
ScottsMiracle-Gro
SMG
$3.97B
– –
-4,000
Closed -$394K
SMH icon
2421
VanEck Semiconductor ETF
SMH
$68.5B
– –
-200,776
Closed -$11.6M
SNA icon
2422
Snap-on
SNA
$21.2B
– –
-3,011
Closed -$463K
SNAP icon
2423
Snap
SNAP
$8.48B
– –
-24,124
Closed -$386K
SOHO
2424
DELISTED
Sotherly Hotels
SOHO
– –
-24,764
Closed -$172K
SOS
2425
SOS Limited
SOS
$15.3M
– –
-2
Closed -$8K
95 96
97
98 99

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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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.