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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
FXL icon
1776
First Trust Technology AlphaDEX Fund
FXL
$2.71B
$222K ﹤0.01%
+3,405
New +$230K
CTXS
1777
PUT
DELISTED
Citrix Systems Inc
CTXS
$222K ﹤0.01%
2,300
-27,000
-92% -$2.58M
UGI icon
1778
UGI
UGI
$7.62B
$221K ﹤0.01%
+4,400
New +$220K
HA
1779
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$221K ﹤0.01%
+8,400
New +$221K
NEU icon
1780
NewMarket
NEU
$8.11B
$220K ﹤0.01%
467
-50
-10% -$22.3K
RFCI icon
1781
ALPS Dynamic Core Income ETF
RFCI
$16.1M
$220K ﹤0.01%
+8,707
New +$219K
KGC icon
1782
CALL
Kinross Gold
KGC
$30.5B
$219K ﹤0.01%
47,500
-50,800
-52% -$236K
SHYD icon
1783
VanEck Short High Yield Muni ETF
SHYD
$453M
$219K ﹤0.01%
+8,694
New +$219K
MMP
1784
DELISTED
Magellan Midstream Partners, L.P.
MMP
$219K ﹤0.01%
+3,311
New +$218K
ENDP
1785
CALL
DELISTED
Endo International plc
ENDP
$219K ﹤0.01%
68,300
-1,400
-2% -$4.51K
SBNY
1786
DELISTED
Signature Bank
SBNY
$219K ﹤0.01%
+1,834
New +$222K
HAL icon
1787
Halliburton
HAL
$26.6B
$218K ﹤0.01%
11,554
-39,767
-77% -$823K
MDLZ icon
1788
Mondelez International
MDLZ
$79.9B
$218K ﹤0.01%
3,940
-3,205
-45% -$175K
RRC icon
1789
PUT
Range Resources
RRC
$8.91B
$218K ﹤0.01%
+57,100
New +$274K
EFG icon
1790
iShares MSCI EAFE Growth ETF
EFG
$17.1B
$217K ﹤0.01%
2,699
-1,558
-37% -$125K
TRTN
1791
PUT
DELISTED
Triton International Limited
TRTN
$217K ﹤0.01%
+6,400
New +$209K
CE icon
1792
Celanese
CE
$4.73B
$216K ﹤0.01%
+1,763
New +$199K
CIEN icon
1793
Ciena
CIEN
$57.9B
$216K ﹤0.01%
5,515
-7,479
-58% -$314K
INTU icon
1794
Intuit
INTU
$89.7B
$216K ﹤0.01%
812
-2,125
-72% -$585K
OIH icon
1795
VanEck Oil Services ETF
OIH
$1.91B
$216K ﹤0.01%
918
-5,847
-86% -$1.51M
OMC icon
1796
Omnicom Group
OMC
$22.4B
$216K ﹤0.01%
2,762
-90
-3% -$7.15K
SM icon
1797
SM Energy
SM
$6.96B
$216K ﹤0.01%
+22,269
New +$227K
PLAN
1798
PUT
DELISTED
Anaplan, Inc.
PLAN
$216K ﹤0.01%
+4,600
New +$250K
MNST icon
1799
PUT
Monster Beverage
MNST
$92.4B
$215K ﹤0.01%
+7,400
New +$224K
WBII
1800
DELISTED
WBI BullBear Global Income ETF
WBII
$215K ﹤0.01%
+8,402
New +$213K
70 71
72
73 74

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
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.