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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-0.45%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$11B
AUM Growth
+$1.4B
Cap. Flow
+$122M
Cap. Flow %
1.11%
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 Miscellaneous 97.3%
2 Financials 0.51%
3 Consumer Discretionary 0.38%
4 Energy 0.34%
5 Technology 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FLEX icon
1851
Flex
FLEX
$42.4B
$195K ﹤0.01%
+24,718
New +$190K
CCJ icon
1852
CALL
Cameco
CCJ
$38.4B
$194K ﹤0.01%
20,400
+4,600
+29% +$43.2K
CS
1853
DELISTED
Credit Suisse Group
CS
$193K ﹤0.01%
15,838
-11,691
-42% -$141K
CVE icon
1854
Cenovus Energy
CVE
$57B
$192K ﹤0.01%
+20,420
New +$185K
MDRX
1855
DELISTED
Veradigm Inc. Common Stock
MDRX
$192K ﹤0.01%
+17,442
New +$179K
PVG
1856
DELISTED
PRETIUM RESOURCES INC.
PVG
$192K ﹤0.01%
+16,657
New +$198K
HALO icon
1857
CALL
Halozyme
HALO
$12.9B
$186K ﹤0.01%
12,000
+1,700
+17% +$28K
SLM icon
1858
CALL
SLM Corp
SLM
$4.45B
$185K ﹤0.01%
+21,000
New +$189K
TME icon
1859
CALL
Tencent Music
TME
$13.7B
$184K ﹤0.01%
+14,400
New +$203K
IVZ icon
1860
CALL
Invesco
IVZ
$13.7B
$183K ﹤0.01%
+10,800
New +$191K
WT icon
1861
WisdomTree
WT
$3.69B
$182K ﹤0.01%
34,860
+3,326
+11% +$18.8K
FLG
1862
PUT
Flagstar Bank National Association
FLG
$5.13B
$181K ﹤0.01%
+4,800
New +$165K
AMAG
1863
DELISTED
AMAG Pharmaceuticals
AMAG
$181K ﹤0.01%
15,646
-6,597
-30% -$69.4K
NLY icon
1864
Annaly Capital Management
NLY
$15.5B
$180K ﹤0.01%
5,119
-26,880
-84% -$969K
F icon
1865
PUT
Ford
F
$50.7B
$179K ﹤0.01%
19,500
-46,300
-70% -$440K
AKS
1866
PUT
DELISTED
AK Steel Holding Corp
AKS
$179K ﹤0.01%
+78,800
New +$189K
NUAN
1867
DELISTED
Nuance Communications, Inc.
NUAN
$178K ﹤0.01%
+12,574
New +$181K
MUH
1868
DELISTED
Blackrock Muniholdings Fund II, Inc.
MUH
$177K ﹤0.01%
+11,716
New +$179K
QVCGA
1869
DELISTED
QVC Group Inc Series A
QVCGA
$175K ﹤0.01%
+349
New +$205K
ERIC icon
1870
CALL
Ericsson
ERIC
$31.1B
$174K ﹤0.01%
21,800
+9,500
+77% +$81K
EXG icon
1871
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.93B
$173K ﹤0.01%
+21,019
New +$172K
BB icon
1872
BlackBerry
BB
$4.82B
$172K ﹤0.01%
32,849
-33,339
-50% -$234K
IMMU
1873
CALL
DELISTED
Immunomedics Inc
IMMU
$171K ﹤0.01%
+12,900
New +$190K
VAL
1874
PUT
DELISTED
Valaris plc Class A Ordinary Share
VAL
$171K ﹤0.01%
+35,600
New +$191K
VTLE
1875
DELISTED
Vital Energy
VTLE
$170K ﹤0.01%
+3,537
New +$196K
73 74
75
76 77

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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's Q3 2019 filing shows 637 new, 798 increased, 570 reduced and 662 closed positions. Its largest new stake was NextEra Energy, Inc. 4.872% Corporate Units: 450,000 shares worth $22.6M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $92.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 97% a quarter earlier, followed by Financials and Consumer Discretionary.

  • 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.