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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
SSO icon
401
ProShares Ultra S&P500
SSO
$8.04B
$3.44M 0.03%
213,952
-147,808
-41% -$2.35M
COST icon
402
Costco
COST
$423B
$3.43M 0.03%
11,890
+10,603
+824% +$2.98M
WPM icon
403
PUT
Wheaton Precious Metals
WPM
$50.8B
$3.41M 0.03%
129,900
+55,700
+75% +$1.5M
CHRW icon
404
CALL
C.H. Robinson
CHRW
$17.2B
$3.41M 0.03%
40,200
+23,200
+136% +$1.95M
AXP icon
405
PUT
American Express
AXP
$233B
$3.41M 0.03%
28,800
-1,500
-5% -$184K
TT icon
406
PUT
Trane Technologies
TT
$101B
$3.4M 0.03%
+27,600
New +$3.37M
FCX icon
407
PUT
Freeport-McMoran
FCX
$91.5B
$3.37M 0.03%
352,500
+272,600
+341% +$2.8M
SOXX icon
408
PUT
iShares Semiconductor ETF
SOXX
$45.5B
$3.36M 0.03%
47,700
-69,000
-59% -$4.76M
PM icon
409
PUT
Philip Morris
PM
$292B
$3.36M 0.03%
44,200
-35,000
-44% -$2.77M
TWTR
410
PUT
DELISTED
Twitter, Inc.
TWTR
$3.28M 0.03%
79,700
+11,300
+17% +$462K
AAL icon
411
PUT
American Airlines Group
AAL
$10.6B
$3.27M 0.03%
121,100
+59,400
+96% +$1.74M
SCHW
412
CALL
Charles Schwab
SCHW
$184B
$3.26M 0.03%
77,900
+18,300
+31% +$739K
PPL
413
CALL
PPL Corp
PPL
$26.5B
$3.23M 0.03%
102,600
+35,200
+52% +$1.06M
TSM icon
414
CALL
TSMC
TSM
$2.11T
$3.22M 0.03%
69,300
+22,800
+49% +$972K
CTSH icon
415
CALL
Cognizant
CTSH
$24.9B
$3.22M 0.03%
53,400
+40,300
+308% +$2.55M
BDX icon
416
PUT
Becton Dickinson
BDX
$46.9B
$3.21M 0.03%
13,018
+2,153
+20% +$531K
UAL icon
417
PUT
United Airlines
UAL
$41.7B
$3.19M 0.03%
36,100
-5,100
-12% -$451K
CLX icon
418
PUT
Clorox
CLX
$11.9B
$3.19M 0.03%
21,000
+5,600
+36% +$885K
DD icon
419
CALL
DuPont de Nemours
DD
$19.1B
$3.18M 0.03%
35,531
+20,076
+130% +$1.77M
ROKU icon
420
CALL
Roku
ROKU
$21.6B
$3.17M 0.03%
31,200
+16,900
+118% +$2.07M
CL icon
421
PUT
Colgate-Palmolive
CL
$71.6B
$3.17M 0.03%
43,100
+18,500
+75% +$1.34M
MRO
422
CALL
DELISTED
Marathon Oil Corporation
MRO
$3.16M 0.03%
257,700
+162,400
+170% +$2.1M
SYY icon
423
CALL
Sysco
SYY
$40.7B
$3.16M 0.03%
39,800
+17,100
+75% +$1.26M
DVN icon
424
CALL
Devon Energy
DVN
$51.4B
$3.15M 0.03%
130,900
+74,000
+130% +$1.85M
AAL icon
425
CALL
American Airlines Group
AAL
$10.6B
$3.14M 0.03%
116,300
+46,600
+67% +$1.36M
15 16
17
18 19

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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.