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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
LH icon
451
CALL
Labcorp
LH
$25.3B
$2.94M 0.03%
20,370
-4,889
-19% -$713K
REGN icon
452
CALL
Regeneron Pharmaceuticals
REGN
$78.5B
$2.94M 0.03%
10,600
-6,500
-38% -$1.92M
ETR icon
453
CALL
Entergy
ETR
$50.8B
$2.93M 0.03%
50,000
+24,000
+92% +$1.31M
KMI icon
454
CALL
Kinder Morgan
KMI
$70.1B
$2.92M 0.03%
141,700
-1,100
-0.8% -$22.6K
SJNK icon
455
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.76B
$2.92M 0.03%
107,956
+80,688
+296% +$2.18M
GWW icon
456
CALL
W.W. Grainger
GWW
$61.6B
$2.91M 0.03%
9,800
+3,100
+46% +$862K
TIF
457
CALL
DELISTED
Tiffany & Co.
TIF
$2.91M 0.03%
31,400
+6,800
+28% +$614K
CNI icon
458
PUT
Canadian National Railway
CNI
$76.6B
$2.89M 0.03%
32,200
+24,100
+298% +$2.23M
EOG icon
459
CALL
EOG Resources
EOG
$76.6B
$2.89M 0.03%
38,900
+7,000
+22% +$567K
MOS icon
460
CALL
The Mosaic Company
MOS
$7.17B
$2.88M 0.03%
140,700
+95,100
+209% +$2.07M
TWLO icon
461
CALL
Twilio
TWLO
$30.3B
$2.88M 0.03%
26,200
+20,800
+385% +$2.7M
NEE icon
462
CALL
NextEra Energy
NEE
$181B
$2.87M 0.03%
49,200
+35,600
+262% +$1.93M
OXY icon
463
CALL
Occidental Petroleum
OXY
$54.8B
$2.86M 0.03%
64,400
-7,200
-10% -$340K
X
464
CALL
DELISTED
US Steel
X
$2.86M 0.03%
247,900
+93,400
+60% +$1.2M
COR icon
465
CALL
Cencora
COR
$59.5B
$2.86M 0.03%
34,700
-4,600
-12% -$395K
CME icon
466
PUT
CME Group
CME
$94.5B
$2.85M 0.03%
13,500
+4,100
+44% +$857K
EXAS
467
CALL
DELISTED
Exact Sciences
EXAS
$2.85M 0.03%
31,500
+22,100
+235% +$2.52M
ORCL icon
468
CALL
Oracle
ORCL
$423B
$2.85M 0.03%
51,700
-85,500
-62% -$4.72M
AMED
469
CALL
DELISTED
Amedisys
AMED
$2.84M 0.03%
21,700
+3,500
+19% +$456K
BUD icon
470
PUT
AB InBev
BUD
$166B
$2.83M 0.03%
29,800
+16,600
+126% +$1.58M
TWLO icon
471
PUT
Twilio
TWLO
$30.3B
$2.81M 0.03%
25,600
+18,200
+246% +$2.36M
BIL icon
472
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
$2.81M 0.03%
30,693
+24,660
+409% +$2.26M
LNG icon
473
PUT
Cheniere Energy
LNG
$54.1B
$2.81M 0.03%
44,500
+1,800
+4% +$115K
EOG icon
474
EOG Resources
EOG
$76.6B
$2.79M 0.03%
37,661
+35,015
+1,323% +$2.84M
VRTX icon
475
CALL
Vertex Pharmaceuticals
VRTX
$121B
$2.79M 0.03%
16,500
+11,800
+251% +$2.09M
17 18
19
20 21

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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.