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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
SU icon
626
PUT
Suncor Energy
SU
$76.1B
$1.82M 0.02%
57,600
+46,800
+433% +$1.41M
KBE icon
627
State Street SPDR S&P Bank ETF
KBE
$1.69B
$1.81M 0.02%
42,032
+28,249
+205% +$1.2M
ASML icon
628
PUT
ASML
ASML
$658B
$1.81M 0.02%
7,300
+5,100
+232% +$1.15M
SWK icon
629
Stanley Black & Decker
SWK
$15.5B
$1.81M 0.02%
+12,555
New +$1.77M
BURL icon
630
PUT
Burlington
BURL
$23.2B
$1.8M 0.02%
9,000
+4,500
+100% +$827K
XOM icon
631
ExxonMobil
XOM
$638B
$1.79M 0.02%
+25,309
New +$1.83M
DRI icon
632
PUT
Darden Restaurants
DRI
$23.4B
$1.78M 0.02%
15,100
+11,000
+268% +$1.34M
ANET icon
633
CALL
Arista Networks
ANET
$240B
$1.77M 0.02%
118,400
+59,200
+100% +$916K
RL icon
634
PUT
Ralph Lauren
RL
$22.5B
$1.77M 0.02%
18,500
+14,900
+414% +$1.47M
HOG icon
635
CALL
Harley-Davidson
HOG
$2.79B
$1.76M 0.02%
48,900
+21,200
+77% +$727K
OSK icon
636
CALL
Oshkosh
OSK
$9.68B
$1.76M 0.02%
23,200
+6,000
+35% +$459K
ZM icon
637
PUT
Zoom
ZM
$29.9B
$1.75M 0.02%
+23,000
New +$2.07M
FISV
638
PUT
Fiserv Inc
FISV
$29.7B
$1.75M 0.02%
16,900
+3,700
+28% +$378K
TT icon
639
CALL
Trane Technologies
TT
$104B
$1.75M 0.02%
14,200
+11,600
+446% +$1.42M
TSN icon
640
CALL
Tyson Foods
TSN
$20.7B
$1.75M 0.02%
20,300
-7,200
-26% -$612K
DKS icon
641
CALL
Dick's Sporting Goods
DKS
$18B
$1.74M 0.02%
42,700
+22,100
+107% +$796K
VEEV icon
642
CALL
Veeva Systems
VEEV
$34.4B
$1.74M 0.02%
11,400
+3,700
+48% +$593K
TTE icon
643
PUT
TotalEnergies
TTE
$189B
$1.72M 0.02%
33,000
+22,600
+217% +$1.17M
EL icon
644
PUT
Estee Lauder
EL
$31.5B
$1.71M 0.02%
8,600
+100
+1% +$19.1K
BKR icon
645
CALL
Baker Hughes
BKR
$61.3B
$1.71M 0.02%
73,600
+48,100
+189% +$1.13M
WDC icon
646
PUT
Western Digital
WDC
$189B
$1.71M 0.02%
37,838
+1,852
+5% +$79K
WDC icon
647
CALL
Western Digital
WDC
$189B
$1.7M 0.02%
37,706
-19,448
-34% -$830K
RIG icon
648
PUT
Transocean
RIG
$5.78B
$1.7M 0.02%
380,200
+154,600
+69% +$820K
SWK icon
649
PUT
Stanley Black & Decker
SWK
$15.5B
$1.69M 0.02%
11,700
+9,900
+550% +$1.4M
EWJ icon
650
PUT
iShares MSCI Japan ETF
EWJ
$22.4B
$1.69M 0.02%
+29,700
New +$1.63M
24 25
26
27 28

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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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EI
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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.