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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
ATVI
376
PUT
DELISTED
Activision Blizzard
ATVI
$3.74M 0.03%
70,700
+58,500
+480% +$2.92M
SWK icon
377
CALL
Stanley Black & Decker
SWK
$14.8B
$3.71M 0.03%
25,700
+7,400
+40% +$1.05M
KO icon
378
PUT
Coca-Cola
KO
$374B
$3.7M 0.03%
68,000
-69,900
-51% -$3.74M
SYK icon
379
CALL
Stryker
SYK
$131B
$3.7M 0.03%
17,100
-30,700
-64% -$6.58M
MDT icon
380
PUT
Medtronic
MDT
$111B
$3.69M 0.03%
34,000
-32,600
-49% -$3.4M
RY icon
381
CALL
Royal Bank of Canada
RY
$292B
$3.69M 0.03%
+45,400
New +$3.54M
TMO icon
382
PUT
Thermo Fisher Scientific
TMO
$212B
$3.64M 0.03%
12,500
+9,900
+381% +$2.83M
WFC icon
383
Wells Fargo
WFC
$266B
$3.6M 0.03%
71,330
+37,937
+114% +$1.79M
DPZ icon
384
CALL
Domino's
DPZ
$12.1B
$3.6M 0.03%
14,700
+3,900
+36% +$966K
EL icon
385
CALL
Estee Lauder
EL
$30.6B
$3.58M 0.03%
18,000
+3,300
+22% +$631K
ALGN icon
386
CALL
Align Technology
ALGN
$12.4B
$3.56M 0.03%
19,700
-900
-4% -$187K
MRK icon
387
PUT
Merck
MRK
$316B
$3.56M 0.03%
44,330
-73,675
-62% -$5.9M
CCI icon
388
CALL
Crown Castle
CCI
$33.5B
$3.56M 0.03%
25,600
+1,700
+7% +$235K
SOXX icon
389
iShares Semiconductor ETF
SOXX
$45.5B
$3.55M 0.03%
+50,424
New +$3.48M
V icon
390
Visa
V
$683B
$3.53M 0.03%
+20,502
New +$3.65M
ADI icon
391
PUT
Analog Devices
ADI
$176B
$3.52M 0.03%
31,500
+5,000
+19% +$566K
MDLZ icon
392
PUT
Mondelez International
MDLZ
$78.8B
$3.51M 0.03%
63,500
-11,000
-15% -$602K
DVN icon
393
PUT
Devon Energy
DVN
$51.4B
$3.5M 0.03%
145,500
+125,700
+635% +$3.15M
BP icon
394
PUT
BP
BP
$114B
$3.5M 0.03%
92,100
+35,359
+62% +$1.35M
AMD icon
395
PUT
Advanced Micro Devices
AMD
$790B
$3.47M 0.03%
119,800
-28,700
-19% -$900K
MMP
396
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$3.47M 0.03%
52,300
+6,500
+14% +$428K
TNA icon
397
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.38B
$3.46M 0.03%
62,181
-51,217
-45% -$2.97M
RH icon
398
CALL
RH
RH
$3.29B
$3.45M 0.03%
20,200
+13,400
+197% +$1.91M
DEO icon
399
PUT
Diageo
DEO
$49.2B
$3.45M 0.03%
21,100
+3,000
+17% +$502K
XHB icon
400
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
$3.44M 0.03%
78,100
+24,100
+45% +$1.01M
14 15
16
17 18

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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.