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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
SOXX icon
2426
CALL
iShares Semiconductor ETF
SOXX
$45.5B
– –
-3,300
Closed -$218K
SPAB icon
2427
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.74B
– –
-14,894
Closed -$434K
SPCE icon
2428
Virgin Galactic
SPCE
$362M
– –
-585
Closed -$122K
SPFF icon
2429
Global X SuperIncome Preferred ETF
SPFF
$142M
– –
-11,651
Closed -$135K
SPG icon
2430
CALL
Simon Property Group
SPG
$74.3B
– –
-22,900
Closed -$3.66M
SPR
2431
CALL
DELISTED
Spirit AeroSystems
SPR
– –
-2,800
Closed -$228K
SPXS icon
2432
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$325M
– –
-132
Closed -$242K
SQNS
2433
Sequans Communications SA
SQNS
$36.5M
– –
-231
Closed -$21K
SRLN icon
2434
State Street Blackstone Senior Loan ETF
SRLN
$5.31B
– –
-5,978
Closed -$276K
SSRM icon
2435
PUT
SSR Mining
SSRM
$5.6B
– –
-10,400
Closed -$142K
SSYS icon
2436
CALL
Stratasys
SSYS
$706M
– –
-20,200
Closed -$593K
SSYS icon
2437
PUT
Stratasys
SSYS
$706M
– –
-8,000
Closed -$235K
STEW
2438
SRH Total Return Fund
STEW
$1.8B
– –
-12,940
Closed -$145K
STLD icon
2439
CALL
Steel Dynamics
STLD
$37B
– –
-67,700
Closed -$2.04M
STLD icon
2440
PUT
Steel Dynamics
STLD
$37B
– –
-30,700
Closed -$927K
SWKS icon
2441
Skyworks Solutions
SWKS
$9.22B
– –
-21,194
Closed -$1.69M
T icon
2442
AT&T
T
$162B
– –
-91,414
Closed -$2.42M
TAOP icon
2443
Taoping
TAOP
$7.47M
– –
-11
Closed -$15K
TER icon
2444
Teradyne
TER
$57.3B
– –
-7,443
Closed -$357K
TER icon
2445
PUT
Teradyne
TER
$57.3B
– –
-13,500
Closed -$647K
TEVA icon
2446
CALL
Teva Pharmaceuticals
TEVA
$40.2B
– –
-52,300
Closed -$483K
TEVA icon
2447
Teva Pharmaceuticals
TEVA
$40.2B
– –
-15,274
Closed -$141K
TEVA icon
2448
PUT
Teva Pharmaceuticals
TEVA
$40.2B
– –
-41,500
Closed -$383K
TFC icon
2449
PUT
Truist Financial
TFC
$63.4B
– –
-44,000
Closed -$2.16M
THO icon
2450
PUT
Thor Industries
THO
$4.03B
– –
-8,900
Closed -$520K
96 97
98
99 100

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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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.