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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
USB icon
2476
US Bancorp
USB
$99.6B
– –
-5,348
Closed -$280K
USB icon
2477
PUT
US Bancorp
USB
$99.6B
– –
-61,400
Closed -$3.22M
VALE icon
2478
Vale
VALE
$62B
– –
-28,773
Closed -$349K
VCSH icon
2479
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.6B
– –
-11,282
Closed -$910K
VEEV icon
2480
Veeva Systems
VEEV
$33.5B
– –
-2,810
Closed -$451K
VERU icon
2481
Veru
VERU
$36.3M
– –
-1,095
Closed -$23K
VFH icon
2482
Vanguard Financials ETF
VFH
$13.6B
– –
-4,313
Closed -$298K
VGK icon
2483
Vanguard FTSE Europe ETF
VGK
$30.8B
– –
-9,293
Closed -$510K
VGLT icon
2484
Vanguard Long-Term Treasury ETF
VGLT
$10B
– –
-2,846
Closed -$232K
VGSH icon
2485
Vanguard Short-Term Treasury ETF
VGSH
$29.2B
– –
-11,185
Closed -$682K
VIV icon
2486
Telefônica Brasil
VIV
$20.3B
– –
-10,110
Closed -$132K
VMC icon
2487
Vulcan Materials
VMC
$36.7B
– –
-1,457
Closed -$206K
VRTX icon
2488
Vertex Pharmaceuticals
VRTX
$119B
– –
-2,864
Closed -$507K
VST icon
2489
Vistra
VST
$52.6B
– –
-13,538
Closed -$307K
VTR icon
2490
Ventas
VTR
$46.6B
– –
-3,164
Closed -$225K
VTR icon
2491
PUT
Ventas
VTR
$46.6B
– –
-18,100
Closed -$1.24M
VTV icon
2492
Vanguard Morningstar Value ETF
VTV
$189B
– –
-2,030
Closed -$225K
VTVT icon
2493
vTv Therapeutics
VTVT
$128M
– –
-669
Closed -$38K
VVR icon
2494
Invesco Senior Income Trust
VVR
$457M
– –
-67,660
Closed -$292K
VWOB icon
2495
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.14B
– –
-2,577
Closed -$207K
VXF icon
2496
Vanguard Extended Market ETF
VXF
$30.8B
– –
-1,838
Closed -$218K
VXUS icon
2497
Vanguard Total International Stock ETF
VXUS
$156B
– –
-18,303
Closed -$965K
W icon
2498
Wayfair
W
$11.8B
– –
-1,987
Closed -$254K
WAT icon
2499
PUT
Waters Corp
WAT
$36.8B
– –
-1,600
Closed -$344K
WBA
2500
DELISTED
Walgreens Boots Alliance
WBA
– –
-10,726
Closed -$575K
98 99
100
101 102

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NOCM
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QIM
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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.