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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
GUNR icon
2201
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.24B
– –
-6,558
Closed -$216K
GUSH icon
2202
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$237M
– –
-314
Closed -$221K
HAS icon
2203
Hasbro
HAS
$12.9B
– –
-3,629
Closed -$413K
HBIO icon
2204
Harvard Bioscience
HBIO
$28.5M
– –
-1,251
Closed -$25K
HCA icon
2205
HCA Healthcare
HCA
$86.8B
– –
-1,517
Closed -$196K
HDGE icon
2206
AdvisorShares Ranger Equity Bear ETF
HDGE
$54.1M
– –
-1,014
Closed -$65K
HDSN
2207
Hudson Technologies
HDSN
$266M
– –
-20,203
Closed -$17K
HIG icon
2208
CALL
Hartford Financial Services
HIG
$38.9B
– –
-36,100
Closed -$2.01M
HIG icon
2209
PUT
Hartford Financial Services
HIG
$38.9B
– –
-23,400
Closed -$1.3M
HIMX
2210
Himax Technologies
HIMX
$2.47B
– –
-17,042
Closed -$59K
HL icon
2211
Hecla Mining
HL
$10.3B
– –
-69,825
Closed -$126K
HLT icon
2212
CALL
Hilton Worldwide
HLT
$70.2B
– –
-3,700
Closed -$362K
HLT icon
2213
Hilton Worldwide
HLT
$70.2B
– –
-3,597
Closed -$352K
HMY icon
2214
Harmony Gold Mining
HMY
$10.5B
– –
-10,076
Closed -$23K
HOG icon
2215
Harley-Davidson
HOG
$2.79B
– –
-12,949
Closed -$444K
HOLX
2216
PUT
DELISTED
Hologic
HOLX
– –
-10,200
Closed -$490K
HOUS
2217
DELISTED
Anywhere Real Estate
HOUS
– –
-11,991
Closed -$87K
HRB icon
2218
H&R Block
HRB
$5.84B
– –
-23,136
Closed -$612K
HSIC icon
2219
Henry Schein
HSIC
$10.2B
– –
-5,992
Closed -$419K
HST icon
2220
CALL
Host Hotels & Resorts
HST
$17.1B
– –
-29,400
Closed -$536K
HSY icon
2221
Hershey
HSY
$36B
– –
-1,556
Closed -$235K
HUN icon
2222
CALL
Huntsman Corp
HUN
$1.83B
– –
-10,900
Closed -$223K
HWM icon
2223
Howmet Aerospace
HWM
$115B
– –
-10,319
Closed -$203K
HYG icon
2224
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
– –
-64,778
Closed -$5.65M
IBIO icon
2225
iBio
IBIO
$72.5M
– –
-45
Closed -$16K
87 88
89
90 91

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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.