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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
TMO icon
226
CALL
Thermo Fisher Scientific
TMO
$213B
$7.17M 0.07%
24,600
-100
-0.4% -$28.6K
DD icon
227
PUT
DuPont de Nemours
DD
$19.1B
$7.16M 0.07%
79,985
+61,104
+324% +$5.38M
GILD icon
228
CALL
Gilead Sciences
GILD
$163B
$7.16M 0.07%
112,900
+12,100
+12% +$791K
HES
229
CALL
DELISTED
Hess
HES
$7.07M 0.06%
116,900
+103,300
+760% +$6.44M
ADSK icon
230
PUT
Autodesk
ADSK
$49.6B
$7.04M 0.06%
47,700
+34,900
+273% +$5.43M
XRT icon
231
PUT
State Street SPDR S&P Retail ETF
XRT
$329M
$7.03M 0.06%
165,600
+130,400
+370% +$5.41M
D icon
232
CALL
Dominion Energy
D
$60.5B
$7.01M 0.06%
86,500
+75,200
+665% +$5.82M
ADP icon
233
CALL
Automatic Data Processing
ADP
$107B
$6.99M 0.06%
43,300
+8,400
+24% +$1.39M
EMR icon
234
CALL
Emerson Electric
EMR
$86.7B
$6.97M 0.06%
104,300
+8,800
+9% +$553K
XLI icon
235
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$6.89M 0.06%
+88,785
New +$6.81M
XLP icon
236
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$6.89M 0.06%
112,111
+60,471
+117% +$3.64M
APA icon
237
PUT
APA Corp
APA
$13B
$6.88M 0.06%
268,700
+226,400
+535% +$5.43M
OEF icon
238
iShares S&P 100 ETF
OEF
$20.1B
$6.87M 0.06%
52,224
+23,275
+80% +$3.05M
AIZ icon
239
PUT
Assurant
AIZ
$14B
$6.76M 0.06%
+53,700
New +$6.37M
UAL icon
240
CALL
United Airlines
UAL
$41.7B
$6.75M 0.06%
76,400
+45,100
+144% +$3.99M
UNH icon
241
PUT
UnitedHealth
UNH
$377B
$6.74M 0.06%
31,000
+8,600
+38% +$2.08M
ETN icon
242
CALL
Eaton
ETN
$170B
$6.74M 0.06%
81,000
-13,300
-14% -$1.08M
WHR icon
243
PUT
Whirlpool
WHR
$2.54B
$6.71M 0.06%
42,400
+23,300
+122% +$3.35M
COP icon
244
PUT
ConocoPhillips
COP
$145B
$6.66M 0.06%
116,800
+16,000
+16% +$911K
GILD icon
245
PUT
Gilead Sciences
GILD
$163B
$6.65M 0.06%
104,900
-21,700
-17% -$1.42M
CME icon
246
CALL
CME Group
CME
$95.7B
$6.53M 0.06%
30,900
+1,600
+5% +$334K
PPLI
247
CALL
People Inc
PPLI
$3.13B
$6.52M 0.06%
167,303
-50,918
-23% -$2.17M
XLY icon
248
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$6.49M 0.06%
107,600
-576,200
-84% -$34.7M
BIDU icon
249
PUT
Baidu
BIDU
$38.3B
$6.43M 0.06%
62,600
+4,600
+8% +$494K
MU icon
250
CALL
Micron Technology
MU
$937B
$6.42M 0.06%
149,800
-45,600
-23% -$2.06M
8 9
10
11 12

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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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NEPWA
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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.