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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
ALXN
676
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$1.59M 0.01%
16,200
+10,100
+166% +$1.14M
CPB icon
677
CALL
Campbell Soup
CPB
$6.79B
$1.58M 0.01%
33,700
+15,800
+88% +$682K
MRVL icon
678
CALL
Marvell Technology
MRVL
$196B
$1.58M 0.01%
63,300
+47,700
+306% +$1.2M
A icon
679
PUT
Agilent Technologies
A
$39.3B
$1.58M 0.01%
20,600
+16,400
+390% +$1.18M
BUD icon
680
CALL
AB InBev
BUD
$167B
$1.58M 0.01%
16,600
-3,500
-17% -$332K
NOV icon
681
NOV
NOV
$7.13B
$1.58M 0.01%
+74,504
New +$1.59M
ANET icon
682
PUT
Arista Networks
ANET
$240B
$1.58M 0.01%
105,600
+59,200
+128% +$916K
DHI icon
683
PUT
D.R. Horton
DHI
$42.1B
$1.57M 0.01%
29,800
-17,000
-36% -$811K
HWM icon
684
PUT
Howmet Aerospace
HWM
$115B
$1.56M 0.01%
+78,370
New +$1.54M
NEE icon
685
PUT
NextEra Energy
NEE
$182B
$1.56M 0.01%
26,800
+12,800
+91% +$693K
LVS icon
686
Las Vegas Sands
LVS
$29.8B
$1.54M 0.01%
+26,664
New +$1.55M
PII icon
687
CALL
Polaris
PII
$4.2B
$1.54M 0.01%
17,500
-2,100
-11% -$182K
TRV icon
688
CALL
Travelers Companies
TRV
$78.7B
$1.53M 0.01%
10,300
-2,600
-20% -$387K
RSX
689
DELISTED
VanEck Russia ETF
RSX
$1.53M 0.01%
+66,933
New +$1.54M
PVH icon
690
PUT
PVH
PVH
$4.09B
$1.53M 0.01%
17,300
+8,800
+104% +$735K
MCHP icon
691
PUT
Microchip Technology
MCHP
$43.8B
$1.52M 0.01%
32,800
+24,000
+273% +$1.09M
XRT icon
692
State Street SPDR S&P Retail ETF
XRT
$332M
$1.52M 0.01%
35,852
+26,923
+302% +$1.12M
SPLK
693
CALL
DELISTED
Splunk Inc
SPLK
$1.52M 0.01%
12,900
-12,700
-50% -$1.59M
PSX icon
694
PUT
Phillips 66
PSX
$82.5B
$1.52M 0.01%
14,800
-15,300
-51% -$1.53M
IRBT
695
CALL
DELISTED
iRobot
IRBT
$1.51M 0.01%
24,500
+19,100
+354% +$1.37M
AMT icon
696
PUT
American Tower
AMT
$81.7B
$1.5M 0.01%
6,800
-10,000
-60% -$2.18M
ETFC
697
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$1.5M 0.01%
34,400
+25,600
+291% +$1.13M
JCI icon
698
CALL
Johnson Controls International
JCI
$93.1B
$1.5M 0.01%
34,200
+20,000
+141% +$847K
RY icon
699
PUT
Royal Bank of Canada
RY
$290B
$1.5M 0.01%
18,500
+12,400
+203% +$968K
PPL
700
PUT
PPL Corp
PPL
$26.5B
$1.5M 0.01%
47,600
+28,200
+145% +$852K
26 27
28
29 30

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NOCM
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QIM
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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.