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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
GLD icon
26
CALL
SPDR Gold Trust
GLD
$131B
$43.9M 0.4%
316,400
+269,000
+568% +$37.4M
XLV icon
27
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
$43.9M 0.4%
487,400
+104,300
+27% +$9.52M
META icon
28
CALL
Meta Platforms (Facebook)
META
$1.51T
$43.4M 0.4%
243,800
+49,600
+26% +$9.43M
JPM icon
29
CALL
JPMorgan Chase
JPM
$934B
$42.1M 0.38%
357,400
-76,800
-18% -$8.69M
IWM icon
30
iShares Russell 2000 ETF
IWM
$81.4B
$38.3M 0.35%
253,210
+223,713
+758% +$34.2M
VZ icon
31
CALL
Verizon
VZ
$198B
$34.7M 0.32%
575,100
+98,000
+21% +$5.64M
SMH icon
32
PUT
VanEck Semiconductor ETF
SMH
$68.5B
$34.2M 0.31%
573,800
-75,600
-12% -$4.37M
WMT icon
33
CALL
Walmart Inc
WMT
$880B
$32.9M 0.3%
831,300
+75,000
+10% +$2.83M
TSLA icon
34
PUT
Tesla
TSLA
$1.27T
$32.2M 0.29%
2,002,500
+1,140,000
+132% +$17.8M
SPY icon
35
State Street SPDR S&P 500 ETF Trust
SPY
$807B
$32.1M 0.29%
108,099
-314,481
-74% -$92.9M
CRM icon
36
PUT
Salesforce
CRM
$153B
$31M 0.28%
208,700
+104,400
+100% +$15.9M
JPM icon
37
PUT
JPMorgan Chase
JPM
$934B
$30.9M 0.28%
262,800
-14,000
-5% -$1.58M
C icon
38
PUT
Citigroup
C
$222B
$30.6M 0.28%
442,900
+284,500
+180% +$19.4M
GS icon
39
PUT
Goldman Sachs
GS
$300B
$30.1M 0.27%
145,300
-30,900
-18% -$6.46M
XLI icon
40
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
$28.6M 0.26%
368,100
+176,100
+92% +$13.5M
MA icon
41
PUT
Mastercard
MA
$503B
$27.6M 0.25%
101,800
+52,700
+107% +$14.5M
MRK icon
42
CALL
Merck
MRK
$315B
$27.3M 0.25%
339,657
-838
-0.2% -$67.2K
MCD icon
43
CALL
McDonald's
MCD
$191B
$27.2M 0.25%
126,800
+30,500
+32% +$6.54M
LOW icon
44
CALL
Lowe's Companies
LOW
$118B
$26.3M 0.24%
239,200
+76,800
+47% +$8.11M
GLD icon
45
PUT
SPDR Gold Trust
GLD
$131B
$25.9M 0.24%
186,400
+163,100
+700% +$22.7M
PFE icon
46
CALL
Pfizer
PFE
$142B
$25.4M 0.23%
746,127
+34,993
+5% +$1.27M
META icon
47
PUT
Meta Platforms (Facebook)
META
$1.51T
$24.9M 0.23%
140,000
+8,500
+6% +$1.62M
GS icon
48
CALL
Goldman Sachs
GS
$300B
$24.2M 0.22%
117,000
-8,900
-7% -$1.86M
PEP icon
49
CALL
PepsiCo
PEP
$190B
$24.2M 0.22%
176,800
-87,600
-33% -$11.6M
BA icon
50
CALL
Boeing
BA
$184B
$24.2M 0.22%
63,500
+15,500
+32% +$5.54M
1
2
3 4 5

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NOCM
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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.