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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
GPN icon
1676
Global Payments
GPN
$23.9B
$257K ﹤0.01%
+1,615
New +$264K
IGE icon
1677
iShares North American Natural Resources ETF
IGE
$747M
$257K ﹤0.01%
8,834
-355
-4% -$10.5K
OI icon
1678
O-I Glass
OI
$1.15B
$257K ﹤0.01%
+25,012
New +$323K
PTLA
1679
PUT
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$257K ﹤0.01%
+9,600
New +$269K
ACWI icon
1680
iShares MSCI ACWI ETF
ACWI
$33.4B
$256K ﹤0.01%
3,469
-1,386
-29% -$102K
FTSL icon
1681
First Trust Senior Loan Fund ETF
FTSL
$2.32B
$256K ﹤0.01%
5,417
-1,905
-26% -$90.2K
TECS icon
1682
Direxion Daily Technology Bear 3x ETF
TECS
$57.4M
$256K ﹤0.01%
+2
New +$229K
LM
1683
CALL
DELISTED
Legg Mason, Inc.
LM
$256K ﹤0.01%
6,700
-10,300
-61% -$390K
AWK icon
1684
American Water Works
AWK
$26.7B
$255K ﹤0.01%
2,056
-218
-10% -$26.3K
IWP icon
1685
iShares Russell Mid-Cap Growth ETF
IWP
$20.4B
$255K ﹤0.01%
+3,614
New +$260K
EWC icon
1686
iShares MSCI Canada ETF
EWC
$6.27B
$253K ﹤0.01%
8,768
-11,470
-57% -$327K
MNDT
1687
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$253K ﹤0.01%
19,000
-7,300
-28% -$104K
ING icon
1688
PUT
ING
ING
$103B
$252K ﹤0.01%
+24,100
New +$253K
TCOM icon
1689
Trip.com Group
TCOM
$28.9B
$252K ﹤0.01%
8,605
+1,661
+24% +$58.4K
WAB icon
1690
CALL
Wabtec
WAB
$50B
$252K ﹤0.01%
+3,500
New +$249K
LSI
1691
DELISTED
Life Storage, Inc.
LSI
$252K ﹤0.01%
+3,584
New +$244K
DXC icon
1692
DXC Technology
DXC
$1.78B
$251K ﹤0.01%
8,500
+1,760
+26% +$75K
MNTV
1693
CALL
DELISTED
Momentive Global Inc. Common Stock
MNTV
$251K ﹤0.01%
+14,700
New +$256K
CCI icon
1694
PUT
Crown Castle
CCI
$32.3B
$250K ﹤0.01%
1,800
-1,200
-40% -$166K
SNA icon
1695
PUT
Snap-on
SNA
$21.7B
$250K ﹤0.01%
1,600
-600
-27% -$92.2K
TRTN
1696
CALL
DELISTED
Triton International Limited
TRTN
$250K ﹤0.01%
7,400
+400
+6% +$13.1K
CFO icon
1697
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$424M
$249K ﹤0.01%
+5,039
New +$247K
ERX icon
1698
Direxion Daily Energy Bull 2X ETF
ERX
$217M
$249K ﹤0.01%
+1,600
New +$269K
KLIC icon
1699
CALL
Kulicke & Soffa
KLIC
$4.91B
$249K ﹤0.01%
+10,600
New +$233K
ABMD
1700
PUT
DELISTED
Abiomed Inc
ABMD
$249K ﹤0.01%
1,400
+400
+40% +$86.5K
66 67
68
69 70

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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.