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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
EXP icon
2151
Eagle Materials
EXP
$6.63B
– –
-5,418
Closed -$502K
EXPD icon
2152
Expeditors International
EXPD
$23.7B
– –
-5,084
Closed -$386K
EXPD icon
2153
PUT
Expeditors International
EXPD
$23.7B
– –
-3,600
Closed -$273K
EXR icon
2154
Extra Space Storage
EXR
$31.7B
– –
-2,139
Closed -$247K
FANG icon
2155
CALL
Diamondback Energy
FANG
$54B
– –
-3,700
Closed -$403K
FANG icon
2156
Diamondback Energy
FANG
$54B
– –
-2,537
Closed -$252K
FAS icon
2157
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.48B
– –
-3,500
Closed -$259K
FAS icon
2158
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.48B
– –
-7,300
Closed -$540K
FAX
2159
abrdn Asia-Pacific Income Fund
FAX
$594M
– –
-76,331
Closed -$319K
FBIN icon
2160
CALL
Fortune Brands Innovations
FBIN
$6.29B
– –
-4,914
Closed -$240K
FEM icon
2161
First Trust Emerging Markets AlphaDEX Fund
FEM
$770M
– –
-8,483
Closed -$214K
FEZ icon
2162
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.52B
– –
-41,647
Closed -$1.59M
FHN icon
2163
CALL
First Horizon
FHN
$12.4B
– –
-20,000
Closed -$299K
FISV
2164
Fiserv Inc
FISV
$29.7B
– –
-12,982
Closed -$1.33M
FLL icon
2165
Full House Resorts
FLL
$82.7M
– –
-14,483
Closed -$27K
FLO icon
2166
CALL
Flowers Foods
FLO
$1.55B
– –
-13,800
Closed -$321K
FLOT icon
2167
iShares Floating Rate Bond ETF
FLOT
$10.3B
– –
-24,206
Closed -$1.23M
FLR icon
2168
Fluor
FLR
$7.2B
– –
-25,808
Closed -$869K
FLS icon
2169
PUT
Flowserve
FLS
$10.2B
– –
-4,600
Closed -$242K
FMC icon
2170
FMC
FMC
$1.32B
– –
-2,930
Closed -$251K
FMX icon
2171
Fomento Económico Mexicano
FMX
$43B
– –
-3,667
Closed -$355K
FNDC icon
2172
Schwab Fundamental International Small Company Index ETF
FNDC
$3.12B
– –
-7,047
Closed -$220K
FSM icon
2173
Fortuna Silver Mines
FSM
$2.74B
– –
-19,339
Closed -$55K
FTV icon
2174
Fortive
FTV
$18.3B
– –
-5,955
Closed -$274K
FUND
2175
Sprott Focus Trust
FUND
$302M
– –
-17,040
Closed -$115K
85 86
87
88 89

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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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

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.