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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
XRT icon
526
CALL
State Street SPDR S&P Retail ETF
XRT
$332M
$2.37M 0.02%
55,800
-58,500
-51% -$2.43M
NEM icon
527
Newmont
NEM
$103B
$2.37M 0.02%
62,383
+51,542
+475% +$2M
USO icon
528
United States Oil Fund
USO
$1.81B
$2.37M 0.02%
26,065
+9,349
+56% +$878K
WDAY icon
529
CALL
Workday
WDAY
$41.9B
$2.36M 0.02%
13,900
-300
-2% -$57.9K
EPD icon
530
PUT
Enterprise Products Partners
EPD
$82.6B
$2.35M 0.02%
82,300
+21,200
+35% +$617K
OXY icon
531
Occidental Petroleum
OXY
$54.9B
$2.35M 0.02%
52,738
+27,087
+106% +$1.28M
MO icon
532
CALL
Altria Group
MO
$113B
$2.34M 0.02%
57,300
-97,100
-63% -$4.47M
TTWO icon
533
CALL
Take-Two Interactive
TTWO
$45B
$2.34M 0.02%
18,700
+5,100
+38% +$636K
ORCL icon
534
PUT
Oracle
ORCL
$422B
$2.34M 0.02%
42,500
-19,200
-31% -$1.06M
COP icon
535
ConocoPhillips
COP
$144B
$2.34M 0.02%
41,009
+24,864
+154% +$1.42M
MRO
536
PUT
DELISTED
Marathon Oil Corporation
MRO
$2.34M 0.02%
190,500
+122,400
+180% +$1.58M
EW icon
537
CALL
Edwards Lifesciences
EW
$51.3B
$2.33M 0.02%
31,800
-20,700
-39% -$1.45M
TOL icon
538
CALL
Toll Brothers
TOL
$14.3B
$2.32M 0.02%
56,600
+14,800
+35% +$546K
HPQ icon
539
CALL
HP
HPQ
$26.3B
$2.32M 0.02%
122,500
+105,100
+604% +$2.06M
HCA icon
540
CALL
HCA Healthcare
HCA
$86.3B
$2.31M 0.02%
19,200
+8,500
+79% +$1.1M
CHTR icon
541
CALL
Charter Communications
CHTR
$18B
$2.31M 0.02%
5,600
-3,000
-35% -$1.21M
CRM icon
542
Salesforce
CRM
$156B
$2.3M 0.02%
+15,480
New +$2.35M
PSA icon
543
CALL
Public Storage
PSA
$60.8B
$2.28M 0.02%
9,300
-3,100
-25% -$778K
SLB icon
544
SLB Ltd
SLB
$75.3B
$2.28M 0.02%
+66,666
New +$2.44M
CNI icon
545
CALL
Canadian National Railway
CNI
$76.8B
$2.27M 0.02%
25,300
+22,900
+954% +$2.12M
RH icon
546
PUT
RH
RH
$3.55B
$2.27M 0.02%
+13,300
New +$1.89M
TRV icon
547
PUT
Travelers Companies
TRV
$78.7B
$2.26M 0.02%
15,200
+11,000
+262% +$1.64M
BIIB icon
548
CALL
Biogen
BIIB
$30.7B
$2.26M 0.02%
9,700
-7,900
-45% -$1.84M
JBHT icon
549
CALL
JB Hunt Transport Services
JBHT
$25.6B
$2.26M 0.02%
20,400
+11,000
+117% +$1.13M
RL icon
550
CALL
Ralph Lauren
RL
$22.6B
$2.25M 0.02%
23,600
+13,500
+134% +$1.34M
20 21
22
23 24

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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.