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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
SNPS icon
1151
Synopsys
SNPS
$81.6B
$550K 0.01%
4,007
+488
+14% +$66K
XRAY icon
1152
CALL
Dentsply Sirona
XRAY
$1.87B
$549K 0.01%
10,300
+100
+1% +$5.37K
DLTR icon
1153
CALL
Dollar Tree
DLTR
$21.4B
$548K 0.01%
4,800
-3,400
-41% -$356K
WRK
1154
PUT
DELISTED
WestRock Company
WRK
$547K 0.01%
15,000
+3,000
+25% +$107K
MTN icon
1155
CALL
Vail Resorts
MTN
$4.85B
$546K 0.01%
2,400
-3,800
-61% -$897K
PPLI
1156
PUT
People Inc
PPLI
$2.98B
$545K 0.01%
13,989
-2,238
-14% -$95.6K
PINS icon
1157
CALL
Pinterest
PINS
$10.7B
$545K 0.01%
20,600
+4,400
+27% +$132K
BWA icon
1158
PUT
BorgWarner
BWA
$12.5B
$543K 0.01%
+16,813
New +$541K
CPRI icon
1159
PUT
Capri Holdings
CPRI
$1.72B
$541K ﹤0.01%
16,300
+9,900
+155% +$317K
FE icon
1160
FirstEnergy
FE
$25.1B
$541K ﹤0.01%
11,222
-4,407
-28% -$199K
GPN icon
1161
PUT
Global Payments
GPN
$22.9B
$541K ﹤0.01%
+3,400
New +$555K
PKG icon
1162
CALL
Packaging Corp of America
PKG
$21.1B
$541K ﹤0.01%
5,100
+1,300
+34% +$132K
AG icon
1163
First Majestic Silver
AG
$9.37B
$540K ﹤0.01%
+59,389
New +$580K
MRSH
1164
CALL
Marsh
MRSH
$81.7B
$540K ﹤0.01%
5,400
+3,300
+157% +$330K
HRL icon
1165
CALL
Hormel Foods
HRL
$10.8B
$538K ﹤0.01%
12,300
+5,000
+68% +$210K
MUR icon
1166
PUT
Murphy Oil
MUR
$5.21B
$537K ﹤0.01%
+24,300
New +$522K
WSM icon
1167
CALL
Williams-Sonoma
WSM
$27.3B
$537K ﹤0.01%
15,800
+8,800
+126% +$291K
FL
1168
DELISTED
Foot Locker
FL
$535K ﹤0.01%
12,390
+4,548
+58% +$183K
TBT icon
1169
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$327M
$535K ﹤0.01%
+21,966
New +$578K
ZBH icon
1170
CALL
Zimmer Biomet
ZBH
$17.4B
$535K ﹤0.01%
4,017
-2,369
-37% -$306K
VRSN icon
1171
VeriSign
VRSN
$26B
$534K ﹤0.01%
+2,833
New +$582K
AUY
1172
PUT
DELISTED
Yamana Gold, Inc.
AUY
$534K ﹤0.01%
167,900
+107,400
+178% +$343K
ZNGA
1173
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$534K ﹤0.01%
91,700
+69,000
+304% +$415K
PSMT icon
1174
CALL
Pricesmart
PSMT
$5.39B
$533K ﹤0.01%
+7,500
New +$455K
TEF
1175
DELISTED
Telefonica
TEF
$533K ﹤0.01%
86,719
-6,938
-7% -$41.9K
45 46
47
48 49

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OWA
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FFS
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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.