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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
EAD
2126
Allspring Income Opportunities Fund
EAD
$378M
– –
-14,789
Closed -$122K
EB
2127
DELISTED
Eventbrite
EB
– –
-14,508
Closed -$235K
EB
2128
PUT
DELISTED
Eventbrite
EB
– –
-19,400
Closed -$314K
EDU icon
2129
PUT
New Oriental
EDU
$8.96B
– –
-2,300
Closed -$222K
EFR
2130
Eaton Vance Senior Floating-Rate Fund
EFR
$315M
– –
-14,847
Closed -$194K
EFX icon
2131
Equifax
EFX
$20.8B
– –
-4,046
Closed -$570K
EGO icon
2132
CALL
Eldorado Gold
EGO
$8.3B
– –
-19,600
Closed -$114K
EGP icon
2133
EastGroup Properties
EGP
$11B
– –
-2,492
Closed -$289K
EIDO icon
2134
iShares MSCI Indonesia ETF
EIDO
$494M
– –
-21,122
Closed -$549K
ELDN icon
2135
Eledon Pharmaceuticals
ELDN
$269M
– –
-1,258
Closed -$23K
ENVB icon
2136
Enveric Biosciences
ENVB
$6.81M
– –
0
– -$7K
EPAM icon
2137
EPAM Systems
EPAM
$5.85B
– –
-2,006
Closed -$347K
EQR icon
2138
PUT
Equity Residential
EQR
$25.4B
– –
-4,500
Closed -$342K
EQT icon
2139
EQT Corp
EQT
$33B
– –
-10,207
Closed -$161K
ERIC icon
2140
Ericsson
ERIC
$33.7B
– –
-15,764
Closed -$134K
ESS icon
2141
Essex Property Trust
ESS
$18.5B
– –
-1,720
Closed -$502K
ETSY icon
2142
Etsy
ETSY
$8.2B
– –
-4,433
Closed -$261K
EWA icon
2143
iShares MSCI Australia ETF
EWA
$1.44B
– –
-25,857
Closed -$583K
EWH icon
2144
iShares MSCI Hong Kong ETF
EWH
$1.23B
– –
-54,755
Closed -$1.42M
EWI icon
2145
iShares MSCI Italy ETF
EWI
$1.07B
– –
-7,537
Closed -$208K
EWM icon
2146
iShares MSCI Malaysia ETF
EWM
$328M
– –
-7,812
Closed -$232K
EWQ icon
2147
iShares MSCI France ETF
EWQ
$342M
– –
-13,331
Closed -$409K
EWT icon
2148
iShares MSCI Taiwan ETF
EWT
$10.6B
– –
-77,429
Closed -$2.71M
EWY icon
2149
iShares MSCI South Korea ETF
EWY
$24.8B
– –
-3,850
Closed -$230K
EWZ icon
2150
iShares MSCI Brazil ETF
EWZ
$9.14B
– –
-36,933
Closed -$1.59M
84 85
86
87 88

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OAM
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NOCM
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QIM
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RB
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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.