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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
+97.03%
10 Year Est. Return
+293.07%
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
SH icon
1401
ProShares Short S&P500
SH
$902M
$368K ﹤0.01%
3,519
-13,258
-79% -$1.4M
TWTR
1402
DELISTED
Twitter, Inc.
TWTR
$368K ﹤0.01%
8,921
-2,837
-24% -$116K
FITB
1403
CALL
Fifth Third Bancorp
FITB
$51.7B
$367K ﹤0.01%
13,400
-6,700
-33% -$184K
VTRS icon
1404
Viatris
VTRS
$19B
$366K ﹤0.01%
18,492
+4,406
+31% +$86.4K
YELP icon
1405
PUT
Yelp
YELP
$1.38B
$365K ﹤0.01%
10,500
+2,000
+24% +$69.1K
AKS
1406
DELISTED
AK Steel Holding Corp
AKS
$365K ﹤0.01%
160,720
+113,933
+244% +$273K
IHF icon
1407
iShares US Healthcare Providers ETF
IHF
$1.25B
$364K ﹤0.01%
+11,245
New +$387K
IAT icon
1408
iShares US Regional Banks ETF
IAT
$681M
$362K ﹤0.01%
7,771
-8,480
-52% -$386K
NVO
1409
CALL
Novo Nordisk
NVO
$203B
$362K ﹤0.01%
+14,000
New +$354K
BBBY
1410
DELISTED
Bed Bath & Beyond Inc
BBBY
$362K ﹤0.01%
+34,038
New +$328K
BHP icon
1411
BHP
BHP
$223B
$361K ﹤0.01%
8,191
-17,535
-68% -$819K
IQ icon
1412
CALL
iQIYI
IQ
$1.24B
$361K ﹤0.01%
22,400
-14,300
-39% -$263K
PKG icon
1413
PUT
Packaging Corp of America
PKG
$22.5B
$361K ﹤0.01%
+3,400
New +$344K
ACAD icon
1414
Acadia Pharmaceuticals
ACAD
$4.9B
$359K ﹤0.01%
+9,985
New +$303K
BRSL
1415
CALL
Brightstar Lottery PLC
BRSL
$2.03B
$358K ﹤0.01%
+25,200
New +$334K
PHM icon
1416
PUT
Pultegroup
PHM
$24.7B
$358K ﹤0.01%
9,800
-17,600
-64% -$586K
RF icon
1417
Regions Financial
RF
$26.8B
$358K ﹤0.01%
22,604
-2,239
-9% -$33.8K
MIK
1418
DELISTED
Michaels Stores, Inc
MIK
$358K ﹤0.01%
+36,579
New +$273K
D icon
1419
PUT
Dominion Energy
D
$58.8B
$357K ﹤0.01%
+4,400
New +$340K
FAZ
1420
Direxion Daily Financial Bear 3x ETF
FAZ
$85.7M
$357K ﹤0.01%
+129
New +$378K
COTY icon
1421
Coty
COTY
$2.39B
$356K ﹤0.01%
33,838
+39
+0.1% +$404
ON icon
1422
ON Semiconductor
ON
$18.6B
$355K ﹤0.01%
18,478
-6,296
-25% -$121K
TW icon
1423
CALL
Tradeweb Markets
TW
$21.8B
$355K ﹤0.01%
+9,600
New +$424K
NTNX icon
1424
CALL
Nutanix
NTNX
$16.3B
$354K ﹤0.01%
+13,500
New +$318K
PDD icon
1425
CALL
Pinduoduo
PDD
$129B
$354K ﹤0.01%
+11,000
New +$294K
55 56
57
58 59

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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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.