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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
UGAZ
1826
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
$207K ﹤0.01%
1,422
-94
-6% -$15.1K
DLS icon
1827
WisdomTree International SmallCap Dividend Fund
DLS
$1.07B
$206K ﹤0.01%
+3,250
New +$205K
GHC icon
1828
Graham Holdings Company
GHC
$5.14B
$206K ﹤0.01%
310
-721
-70% -$511K
PFPT
1829
PUT
DELISTED
Proofpoint, Inc.
PFPT
$206K ﹤0.01%
+1,600
New +$196K
KIE icon
1830
State Street SPDR S&P Insurance ETF
KIE
$642M
$205K ﹤0.01%
+5,818
New +$200K
XSOE icon
1831
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
XSOE
$2.09B
$205K ﹤0.01%
+7,397
New +$207K
JJSF icon
1832
J&J Snack Foods
JJSF
$1.59B
$204K ﹤0.01%
+1,062
New +$193K
VXX icon
1833
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$148M
$204K ﹤0.01%
+134
New +$213K
AYX
1834
PUT
DELISTED
Alteryx Inc
AYX
$204K ﹤0.01%
+1,900
New +$236K
EDIV icon
1835
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
$203K ﹤0.01%
+6,806
New +$211K
PAYX icon
1836
Paychex
PAYX
$42.1B
$203K ﹤0.01%
2,455
-4,578
-65% -$380K
TLRD
1837
CALL
DELISTED
Tailored Brands, Inc.
TLRD
$203K ﹤0.01%
46,200
+33,500
+264% +$170K
PAYC icon
1838
Paycom
PAYC
$8.15B
$202K ﹤0.01%
+963
New +$225K
SONO icon
1839
CALL
Sonos
SONO
$1.88B
$202K ﹤0.01%
+15,100
New +$189K
TTM
1840
DELISTED
Tata Motors Limited
TTM
$202K ﹤0.01%
+24,053
New +$228K
CVA
1841
CALL
DELISTED
Covanta Holding Corporation
CVA
$202K ﹤0.01%
+11,700
New +$202K
CXO
1842
DELISTED
CONCHO RESOURCES INC.
CXO
$202K ﹤0.01%
+2,973
New +$242K
DNKN
1843
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$202K ﹤0.01%
+2,551
New +$207K
SGI
1844
PUT
Somnigroup International
SGI
$14.6B
$201K ﹤0.01%
+10,400
New +$199K
UNFI icon
1845
CALL
United Natural Foods
UNFI
$2.91B
$200K ﹤0.01%
+17,400
New +$166K
CLDR
1846
DELISTED
Cloudera, Inc.
CLDR
$199K ﹤0.01%
+22,460
New +$156K
NET icon
1847
Cloudflare
NET
$104B
$197K ﹤0.01%
+10,592
New +$205K
WPX
1848
PUT
DELISTED
WPX Energy, Inc.
WPX
$197K ﹤0.01%
+18,600
New +$196K
ON icon
1849
PUT
ON Semiconductor
ON
$29.9B
$196K ﹤0.01%
+10,200
New +$196K
VER
1850
DELISTED
VEREIT, Inc.
VER
$196K ﹤0.01%
4,012
-2,739
-41% -$129K
72 73
74
75 76

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WFAL
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NOCM
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QIM
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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.