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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
HSY icon
301
CALL
Hershey
HSY
$35.7B
$5.12M 0.05%
33,000
+12,800
+63% +$1.93M
SBUX icon
302
PUT
Starbucks
SBUX
$118B
$5.08M 0.05%
+57,400
New +$5.32M
BSX icon
303
CALL
Boston Scientific
BSX
$72B
$5.06M 0.05%
124,400
+13,000
+12% +$551K
KSS icon
304
CALL
Kohl's
KSS
$2.28B
$5.06M 0.05%
101,900
+20,300
+25% +$996K
XLB icon
305
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$5.05M 0.05%
+173,600
New +$5.01M
RDS.A
306
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$5.03M 0.05%
85,500
+5,700
+7% +$338K
COF icon
307
CALL
Capital One
COF
$134B
$5.02M 0.05%
55,200
-2,700
-5% -$243K
IVE icon
308
iShares S&P 500 Value ETF
IVE
$49.3B
$5.02M 0.05%
42,129
+17,233
+69% +$2.02M
XLNX
309
CALL
DELISTED
Xilinx Inc
XLNX
$4.98M 0.05%
51,900
+42,000
+424% +$4.6M
OXY icon
310
PUT
Occidental Petroleum
OXY
$55.2B
$4.97M 0.05%
111,800
+4,800
+4% +$227K
SOLN
311
DELISTED
The Southern Company
SOLN
$4.95M 0.05%
+92,430
New +$4.85M
EA icon
312
CALL
Electronic Arts
EA
$53B
$4.94M 0.05%
50,500
+1,800
+4% +$169K
ADSK icon
313
CALL
Autodesk
ADSK
$49.6B
$4.93M 0.05%
33,400
+18,500
+124% +$2.88M
GS icon
314
Goldman Sachs
GS
$303B
$4.93M 0.04%
+23,778
New +$4.97M
GIS icon
315
CALL
General Mills
GIS
$19.2B
$4.92M 0.04%
89,300
+42,300
+90% +$2.28M
KMB icon
316
PUT
Kimberly-Clark
KMB
$35.7B
$4.92M 0.04%
34,600
+14,700
+74% +$2.02M
ILMN icon
317
Illumina
ILMN
$30B
$4.91M 0.04%
16,590
+15,277
+1,164% +$4.5M
IBB icon
318
CALL
iShares Biotechnology ETF
IBB
$9.18B
$4.91M 0.04%
49,300
+5,900
+14% +$618K
USB.PRH icon
319
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$750M
$4.9M 0.04%
+88,500
New +$1.84M
EPD icon
320
CALL
Enterprise Products Partners
EPD
$81.9B
$4.89M 0.04%
171,100
+24,900
+17% +$725K
FDX icon
321
CALL
FedEx
FDX
$73.2B
$4.86M 0.04%
33,400
+1,900
+6% +$306K
VZ icon
322
PUT
Verizon
VZ
$198B
$4.83M 0.04%
80,100
-58,000
-42% -$3.34M
PRU icon
323
PUT
Prudential Financial
PRU
$42.7B
$4.79M 0.04%
53,300
+24,500
+85% +$2.22M
COP icon
324
CALL
ConocoPhillips
COP
$145B
$4.78M 0.04%
83,900
-22,700
-21% -$1.29M
IEMG icon
325
iShares Core MSCI Emerging Markets ETF
IEMG
$152B
$4.78M 0.04%
97,540
+77,801
+394% +$3.86M
11 12
13
14 15

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OAM
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
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.