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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
BB icon
2051
PUT
BlackBerry
BB
$4.82B
– –
-37,600
Closed -$280K
BBEU icon
2052
JPMorgan BetaBuilders Europe ETF
BBEU
$9.09B
– –
-5,085
Closed -$245K
BBWI icon
2053
Bath & Body Works
BBWI
$3.32B
– –
-28,613
Closed -$505K
BBWI icon
2054
PUT
Bath & Body Works
BBWI
$3.32B
– –
-25,482
Closed -$538K
BCS icon
2055
Barclays
BCS
$82.9B
– –
-38,047
Closed -$284K
BDN
2056
Brandywine Realty Trust
BDN
$494M
– –
-10,482
Closed -$150K
BKLN icon
2057
Invesco Senior Loan ETF
BKLN
$6.67B
– –
-66,962
Closed -$1.52M
BKU icon
2058
Bankunited
BKU
$3.11B
– –
-6,023
Closed -$203K
BLUE
2059
CALL
DELISTED
bluebird bio
BLUE
– –
-340
Closed -$560K
BRN icon
2060
Barnwell Industries
BRN
$13.8M
– –
-13,359
Closed -$15K
BRW
2061
Saba Capital Income & Opportunities Fund
BRW
$309M
– –
-6,415
Closed -$61K
BSV icon
2062
Vanguard Short-Term Bond ETF
BSV
$46B
– –
-3,276
Closed -$264K
BSX icon
2063
Boston Scientific
BSX
$63.6B
– –
-20,992
Closed -$889K
BTE icon
2064
Baytex Energy
BTE
$3.17B
– –
-37,178
Closed -$57K
BWX icon
2065
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
– –
-16,535
Closed -$478K
BX icon
2066
CALL
Blackstone
BX
$88.9B
– –
-4,600
Closed -$204K
BX icon
2067
Blackstone
BX
$88.9B
– –
-16,661
Closed -$740K
BX icon
2068
PUT
Blackstone
BX
$88.9B
– –
-8,000
Closed -$355K
CAH icon
2069
PUT
Cardinal Health
CAH
$51B
– –
-10,900
Closed -$513K
CANF
2070
Can-Fite BioPharma American Depositary Shares
CANF
$4.63M
– –
-65
Closed -$37K
CAR icon
2071
CALL
Avis
CAR
$3.83B
– –
-7,400
Closed -$260K
CARM
2072
DELISTED
Carisma Therapeutics
CARM
– –
-1,982
Closed -$59K
CASY icon
2073
Casey's General Stores
CASY
$22.2B
– –
-1,572
Closed -$259K
CATX icon
2074
Perspective Therapeutics
CATX
$288M
– –
-6,013
Closed -$25K
CBOE icon
2075
Cboe Global Markets
CBOE
$26.9B
– –
-7,987
Closed -$828K
81 82
83
84 85

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CIA
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OWA
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FFS
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MFA
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PGCM
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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.