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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
FIVE icon
551
CALL
Five Below
FIVE
$12.2B
$2.25M 0.02%
17,800
+9,200
+107% +$1.12M
VRSN icon
552
PUT
VeriSign
VRSN
$27B
$2.25M 0.02%
11,900
+3,100
+35% +$637K
DELL icon
553
CALL
Dell
DELL
$304B
$2.23M 0.02%
85,036
+63,136
+288% +$1.67M
KSS icon
554
PUT
Kohl's
KSS
$2.28B
$2.22M 0.02%
44,700
+14,300
+47% +$701K
MGM icon
555
PUT
MGM Resorts International
MGM
$11.6B
$2.22M 0.02%
80,100
+25,100
+46% +$721K
LYB icon
556
PUT
LyondellBasell Industries
LYB
$19.7B
$2.22M 0.02%
+24,800
New +$2.02M
MGM icon
557
CALL
MGM Resorts International
MGM
$11.6B
$2.21M 0.02%
79,700
-2,200
-3% -$63.2K
AFL icon
558
CALL
Aflac
AFL
$63.9B
$2.21M 0.02%
42,200
-53,600
-56% -$2.83M
KLAC icon
559
CALL
KLA
KLAC
$254B
$2.2M 0.02%
138,000
-126,000
-48% -$1.76M
KR icon
560
PUT
Kroger
KR
$35.5B
$2.2M 0.02%
85,300
+16,300
+24% +$379K
ATVI
561
CALL
DELISTED
Activision Blizzard
ATVI
$2.2M 0.02%
41,500
-1,700
-4% -$84.8K
DLTR icon
562
Dollar Tree
DLTR
$25.1B
$2.19M 0.02%
19,160
+11,383
+146% +$1.19M
MCK icon
563
CALL
McKesson
MCK
$97.2B
$2.19M 0.02%
16,000
+4,500
+39% +$638K
K
564
CALL
DELISTED
Kellanova
K
$2.18M 0.02%
36,104
+1,065
+3% +$60.9K
XLB icon
565
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$2.18M 0.02%
74,882
+45,300
+153% +$1.31M
RDS.A
566
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$2.18M 0.02%
36,992
+13,331
+56% +$791K
KSU
567
CALL
DELISTED
Kansas City Southern
KSU
$2.17M 0.02%
16,300
-15,700
-49% -$1.96M
FIS icon
568
CALL
Fidelity National Information Services
FIS
$22.2B
$2.15M 0.02%
16,200
+7,200
+80% +$956K
ED icon
569
CALL
Consolidated Edison
ED
$39.9B
$2.14M 0.02%
22,700
-21,100
-48% -$1.87M
KR icon
570
CALL
Kroger
KR
$35.5B
$2.14M 0.02%
83,000
-39,800
-32% -$926K
FDS icon
571
PUT
Factset
FDS
$9.75B
$2.14M 0.02%
8,800
+5,300
+151% +$1.47M
JD icon
572
PUT
JD.com
JD
$44.4B
$2.12M 0.02%
75,200
+6,200
+9% +$187K
AFL icon
573
PUT
Aflac
AFL
$63.9B
$2.11M 0.02%
40,400
+32,100
+387% +$1.69M
FE icon
574
CALL
FirstEnergy
FE
$28B
$2.11M 0.02%
43,800
+33,600
+329% +$1.52M
WDAY icon
575
PUT
Workday
WDAY
$41.9B
$2.11M 0.02%
12,400
-2,400
-16% -$463K
21 22
23
24 25

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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.