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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-0.45%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$11B
AUM Growth
+$1.4B
Cap. Flow
+$122M
Cap. Flow %
1.11%
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 Miscellaneous 97.3%
2 Financials 0.51%
3 Consumer Discretionary 0.38%
4 Energy 0.34%
5 Technology 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WBD icon
2501
CALL
Warner Bros
WBD
$77.3B
– –
-27,900
Closed -$857K
WCC
2502
WESCO International
WCC
$17.6B
– –
-5,632
Closed -$285K
WDC icon
2503
Western Digital
WDC
$162B
– –
-10,626
Closed -$454K
WELL icon
2504
Welltower
WELL
$168B
– –
-4,748
Closed -$413K
WGO icon
2505
PUT
Winnebago Industries
WGO
$760M
– –
-6,900
Closed -$267K
WHR icon
2506
Whirlpool
WHR
$2.15B
– –
-2,271
Closed -$326K
WMB icon
2507
PUT
Williams Companies
WMB
$86.3B
– –
-29,500
Closed -$827K
WSM icon
2508
PUT
Williams-Sonoma
WSM
$26.9B
– –
-20,200
Closed -$657K
WU icon
2509
CALL
Western Union
WU
$1.88B
– –
-35,500
Closed -$706K
WTW icon
2510
Willis Towers Watson
WTW
$27.3B
– –
-1,186
Closed -$227K
WYNN icon
2511
Wynn Resorts
WYNN
$8.26B
– –
-7,906
Closed -$941K
WYY icon
2512
WidePoint Corp
WYY
$111M
– –
-1,622
Closed -$7K
X
2513
DELISTED
US Steel
X
– –
-25,368
Closed -$327K
XHR
2514
Xenia Hotels & Resorts
XHR
$1.65B
– –
-11,537
Closed -$241K
XLRE icon
2515
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8B
– –
-10,800
Closed -$397K
XLU icon
2516
State Street Utilities Select Sector SPDR ETF
XLU
$20.4B
– –
-106,330
Closed -$3.28M
XMMO icon
2517
Invesco S&P MidCap Momentum ETF
XMMO
$7B
– –
-10,653
Closed -$627K
XYL icon
2518
Xylem
XYL
$24B
– –
-4,743
Closed -$373K
YELP icon
2519
Yelp
YELP
$997M
– –
-13,418
Closed -$464K
Z icon
2520
Zillow
Z
$6.33B
– –
-6,892
Closed -$275K
ZG icon
2521
Zillow
ZG
$6.5B
– –
-8,706
Closed -$398K
ZS icon
2522
CALL
Zscaler
ZS
$35B
– –
-2,900
Closed -$222K
PRKS icon
2523
CALL
United Parks & Resorts
PRKS
$1.48B
– –
-22,400
Closed -$694K
PRKS icon
2524
United Parks & Resorts
PRKS
$1.48B
– –
-13,562
Closed -$420K
ATYR
2525
aTyr Pharma
ATYR
$33.1M
– –
-1,657
Closed -$9K
99 100
101
102 103

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MFA
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PGCM
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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's Q3 2019 filing shows 637 new, 798 increased, 570 reduced and 662 closed positions. Its largest new stake was NextEra Energy, Inc. 4.872% Corporate Units: 450,000 shares worth $22.6M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $92.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 97% a quarter earlier, followed by Financials and Consumer Discretionary.

  • 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.