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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
TROW icon
326
PUT
T. Rowe Price
TROW
$23.9B
$4.75M 0.04%
41,600
+37,700
+967% +$4.2M
GIS icon
327
PUT
General Mills
GIS
$19.1B
$4.74M 0.04%
86,000
+36,600
+74% +$1.97M
LRCX icon
328
PUT
Lam Research
LRCX
$367B
$4.64M 0.04%
201,000
+20,000
+11% +$420K
IWV icon
329
iShares Russell 3000 ETF
IWV
$19.9B
$4.64M 0.04%
26,716
+23,909
+852% +$4.15M
MS icon
330
Morgan Stanley
MS
$331B
$4.59M 0.04%
107,694
+70,515
+190% +$3.01M
STX icon
331
CALL
Seagate
STX
$194B
$4.59M 0.04%
85,400
+70,600
+477% +$3.46M
CSX icon
332
CALL
CSX Corp
CSX
$93.4B
$4.59M 0.04%
198,600
-29,400
-13% -$684K
CB icon
333
CALL
Chubb
CB
$135B
$4.58M 0.04%
28,400
-2,900
-9% -$449K
HAL icon
334
CALL
Halliburton
HAL
$26.9B
$4.54M 0.04%
240,700
+183,100
+318% +$3.79M
SHOP icon
335
PUT
Shopify
SHOP
$152B
$4.52M 0.04%
+145,000
New +$4.96M
LVS icon
336
CALL
Las Vegas Sands
LVS
$31.7B
$4.52M 0.04%
78,200
+21,600
+38% +$1.26M
UWM icon
337
ProShares Ultra Russell2000
UWM
$240M
$4.49M 0.04%
139,218
+55,152
+66% +$1.82M
XLNX
338
PUT
DELISTED
Xilinx Inc
XLNX
$4.49M 0.04%
46,800
+35,000
+297% +$3.83M
TJX icon
339
PUT
TJX Companies
TJX
$174B
$4.46M 0.04%
80,100
+75,300
+1,569% +$4.1M
B
340
PUT
Barrick Mining
B
$61.5B
$4.44M 0.04%
+256,400
New +$4.52M
XLV icon
341
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
$4.39M 0.04%
48,671
+12,276
+34% +$1.12M
PYPL icon
342
PUT
PayPal
PYPL
$48.9B
$4.38M 0.04%
42,300
+28,600
+209% +$3.15M
MMM icon
343
PUT
3M
MMM
$90.9B
$4.37M 0.04%
31,814
+9,090
+40% +$1.27M
TEAM icon
344
CALL
Atlassian
TEAM
$25.6B
$4.35M 0.04%
34,700
+27,900
+410% +$3.8M
STZ icon
345
CALL
Constellation Brands
STZ
$22.2B
$4.33M 0.04%
20,900
-1,800
-8% -$361K
BND icon
346
Vanguard Total Bond Market
BND
$157B
$4.32M 0.04%
+51,186
New +$4.29M
XLK icon
347
State Street Technology Select Sector SPDR ETF
XLK
$117B
$4.3M 0.04%
+106,772
New +$4.27M
COO icon
348
CALL
Cooper Companies
COO
$14.1B
$4.28M 0.04%
57,600
-20,400
-26% -$1.64M
WBA
349
PUT
DELISTED
Walgreens Boots Alliance
WBA
$4.27M 0.04%
77,200
+25,500
+49% +$1.37M
LVS icon
350
PUT
Las Vegas Sands
LVS
$31.7B
$4.26M 0.04%
73,800
+32,400
+78% +$1.89M
12 13
14
15 16

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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.