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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
+97.02%
10 Year Est. Return
+293.06%
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
VRSK icon
1726
Verisk Analytics
VRSK
$24.6B
$239K ﹤0.01%
+1,509
New +$234K
BSJJ
1727
DELISTED
Invesco BulletShares 2019 High Yield Corporate Bond ETF
BSJJ
$239K ﹤0.01%
+10,003
New +$239K
ADSK icon
1728
Autodesk
ADSK
$50.7B
$238K ﹤0.01%
1,613
-1,023
-39% -$159K
CAH icon
1729
Cardinal Health
CAH
$56B
$238K ﹤0.01%
5,039
-4,304
-46% -$196K
VCLT icon
1730
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.88B
$238K ﹤0.01%
+2,358
New +$234K
BLK icon
1731
Blackrock
BLK
$176B
$237K ﹤0.01%
531
-354
-40% -$158K
GES
1732
CALL
DELISTED
Guess Inc
GES
$237K ﹤0.01%
+12,800
New +$213K
OZK icon
1733
PUT
Bank OZK
OZK
$5.63B
$237K ﹤0.01%
+8,700
New +$242K
EDIT icon
1734
CALL
Editas Medicine
EDIT
$422M
$236K ﹤0.01%
10,400
-19,700
-65% -$488K
GAP
1735
CALL
The Gap Inc
GAP
$7.4B
$236K ﹤0.01%
13,600
-15,000
-52% -$266K
LBTYA icon
1736
PUT
Liberty Global Class A
LBTYA
$3.61B
$235K ﹤0.01%
+9,500
New +$253K
TMF icon
1737
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.2B
$235K ﹤0.01%
768
-251
-25% -$71.8K
IVR icon
1738
Invesco Mortgage Capital
IVR
$761M
$234K ﹤0.01%
+1,529
New +$243K
TJX icon
1739
CALL
TJX Companies
TJX
$177B
$234K ﹤0.01%
4,200
-23,500
-85% -$1.28M
BKE icon
1740
CALL
Buckle
BKE
$2.34B
$233K ﹤0.01%
+11,300
New +$217K
BBY icon
1741
Best Buy
BBY
$17.8B
$232K ﹤0.01%
+3,360
New +$234K
FE icon
1742
PUT
FirstEnergy
FE
$27.7B
$232K ﹤0.01%
+4,800
New +$217K
APO icon
1743
PUT
Apollo Global Management
APO
$74.8B
$231K ﹤0.01%
6,100
-12,600
-67% -$459K
BURL icon
1744
Burlington
BURL
$23.2B
$231K ﹤0.01%
1,158
-439
-27% -$80.7K
FXY icon
1745
Invesco CurrencyShares Japanese Yen Trust
FXY
$451M
$231K ﹤0.01%
+2,632
New +$233K
IXG icon
1746
iShares Global Financials ETF
IXG
$687M
$231K ﹤0.01%
3,608
-3,793
-51% -$239K
PLNT icon
1747
CALL
Planet Fitness
PLNT
$4.48B
$231K ﹤0.01%
4,000
-300
-7% -$21.1K
SHO icon
1748
Sunstone Hotel Investors
SHO
$2.18B
$231K ﹤0.01%
16,814
+6,745
+67% +$90.5K
FBGX
1749
DELISTED
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
$231K ﹤0.01%
+833
New +$233K
CG icon
1750
PUT
Carlyle Group
CG
$17.9B
$230K ﹤0.01%
+9,000
New +$215K
68 69
70
71 72

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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.