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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
CVS icon
1451
CVS Health
CVS
$123B
$338K ﹤0.01%
+5,365
New +$318K
ABMD
1452
CALL
DELISTED
Abiomed Inc
ABMD
$338K ﹤0.01%
+1,900
New +$411K
CMPR icon
1453
Cimpress
CMPR
$2.34B
$336K ﹤0.01%
+2,548
New +$280K
TSN icon
1454
PUT
Tyson Foods
TSN
$20.6B
$336K ﹤0.01%
3,900
-10,900
-74% -$927K
UTHR icon
1455
PUT
United Therapeutics
UTHR
$22.6B
$335K ﹤0.01%
+4,200
New +$338K
ANF icon
1456
CALL
Abercrombie & Fitch
ANF
$4.91B
$334K ﹤0.01%
21,400
+9,400
+78% +$157K
KMX icon
1457
CarMax
KMX
$8.24B
$334K ﹤0.01%
+3,791
New +$325K
QSR icon
1458
PUT
Restaurant Brands International
QSR
$25.3B
$334K ﹤0.01%
+4,700
New +$347K
THO icon
1459
CALL
Thor Industries
THO
$4.04B
$334K ﹤0.01%
5,900
-1,300
-18% -$68.2K
GWPH
1460
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$334K ﹤0.01%
+2,900
New +$440K
IJH icon
1461
iShares Core S&P Mid-Cap ETF
IJH
$125B
$333K ﹤0.01%
+8,610
New +$331K
WEC icon
1462
CALL
WEC Energy
WEC
$35.2B
$333K ﹤0.01%
+3,500
New +$315K
ONCE
1463
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$333K ﹤0.01%
+3,429
New +$343K
ANF icon
1464
PUT
Abercrombie & Fitch
ANF
$4.91B
$332K ﹤0.01%
+21,300
New +$356K
CRUS icon
1465
PUT
Cirrus Logic
CRUS
$6.23B
$332K ﹤0.01%
+6,200
New +$317K
FL
1466
CALL
DELISTED
Foot Locker
FL
$332K ﹤0.01%
7,700
-400
-5% -$16.1K
HPQ icon
1467
HP
HPQ
$25.8B
$332K ﹤0.01%
17,525
-21,983
-56% -$432K
HRL icon
1468
Hormel Foods
HRL
$13.8B
$332K ﹤0.01%
7,596
-190
-2% -$7.97K
PAA icon
1469
PUT
Plains All American Pipeline
PAA
$16.6B
$332K ﹤0.01%
16,000
+5,500
+52% +$124K
SIG icon
1470
PUT
Signet Jewelers
SIG
$3.65B
$332K ﹤0.01%
+19,800
New +$311K
ZS icon
1471
Zscaler
ZS
$26.3B
$332K ﹤0.01%
+7,032
New +$506K
BYD icon
1472
PUT
Boyd Gaming
BYD
$6.11B
$331K ﹤0.01%
13,800
-17,300
-56% -$437K
MOMO
1473
CALL
Hello Group
MOMO
$855M
$331K ﹤0.01%
+10,700
New +$363K
DWT
1474
DELISTED
VelocityShares 3x Inverse Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
DWT
$331K ﹤0.01%
59,997
+43,099
+255% +$272K
ALLY icon
1475
Ally Financial
ALLY
$13.4B
$330K ﹤0.01%
9,954
-11,137
-53% -$361K
57 58
59
60 61

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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.