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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
ENB icon
1376
Enbridge
ENB
$104B
$386K ﹤0.01%
+10,999
New +$380K
AG icon
1377
CALL
First Majestic Silver
AG
$9.37B
$385K ﹤0.01%
42,400
-50,600
-54% -$495K
MRVL icon
1378
PUT
Marvell Technology
MRVL
$235B
$385K ﹤0.01%
15,400
-1,800
-10% -$45.2K
SLM icon
1379
SLM Corp
SLM
$4.45B
$385K ﹤0.01%
43,667
+33,545
+331% +$302K
WMB icon
1380
Williams Companies
WMB
$84.7B
$384K ﹤0.01%
+15,940
New +$402K
STLA icon
1381
Stellantis
STLA
$13.3B
$383K ﹤0.01%
+29,575
New +$396K
MIC
1382
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$383K ﹤0.01%
9,705
+4,214
+77% +$166K
ET icon
1383
CALL
Energy Transfer Partners
ET
$69.5B
$382K ﹤0.01%
+29,200
New +$407K
KHC icon
1384
PUT
The Kraft Heinz Company
KHC
$28B
$380K ﹤0.01%
+13,600
New +$391K
COR icon
1385
PUT
Cencora
COR
$58.6B
$379K ﹤0.01%
4,600
-3,200
-41% -$275K
VZ icon
1386
Verizon
VZ
$196B
$379K ﹤0.01%
+6,285
New +$362K
WW
1387
PUT
DELISTED
WW International
WW
$378K ﹤0.01%
+10,000
New +$282K
FIHD
1388
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
$378K ﹤0.01%
2,063
+848
+70% +$150K
IONS icon
1389
CALL
Ionis Pharmaceuticals
IONS
$7.4B
$377K ﹤0.01%
+6,300
New +$411K
LDOS icon
1390
Leidos
LDOS
$15.5B
$376K ﹤0.01%
+4,378
New +$367K
BYD icon
1391
CALL
Boyd Gaming
BYD
$5.18B
$374K ﹤0.01%
15,600
+6,000
+63% +$152K
KDP icon
1392
Keurig Dr Pepper
KDP
$43.5B
$374K ﹤0.01%
13,682
– –
DGAZ
1393
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$374K ﹤0.01%
2,749
+729
+36% +$107K
EGO icon
1394
Eldorado Gold
EGO
$10.9B
$373K ﹤0.01%
+47,963
New +$390K
ABEV icon
1395
Ambev
ABEV
$44.9B
$372K ﹤0.01%
80,446
-132,185
-62% -$633K
ZION icon
1396
Zions Bancorporation
ZION
$9.32B
$371K ﹤0.01%
+8,325
New +$360K
GSG icon
1397
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.04B
$369K ﹤0.01%
24,520
+8,914
+57% +$136K
MCO icon
1398
PUT
Moody's
MCO
$81.2B
$369K ﹤0.01%
1,800
-200
-10% -$41.9K
CPRT icon
1399
Copart
CPRT
$25.5B
$368K ﹤0.01%
+18,300
New +$355K
DOV icon
1400
CALL
Dover
DOV
$25.8B
$368K ﹤0.01%
3,700
+1,500
+68% +$144K
54 55
56
57 58

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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.