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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
ABBV icon
51
CALL
AbbVie
ABBV
$434B
$24M 0.22%
317,500
-57,800
-15% -$3.96M
COST icon
52
CALL
Costco
COST
$423B
$23.3M 0.21%
80,800
-3,600
-4% -$1.01M
IQ icon
53
PUT
iQIYI
IQ
$1.24B
$23.2M 0.21%
1,438,200
+1,397,900
+3,469% +$25.7M
IBM icon
54
CALL
IBM
IBM
$214B
$23M 0.21%
165,791
+48,221
+41% +$6.5M
SMH icon
55
CALL
VanEck Semiconductor ETF
SMH
$68.1B
$22.9M 0.21%
384,400
+14,600
+4% +$845K
CSCO icon
56
PUT
Cisco
CSCO
$456B
$22.7M 0.21%
459,500
+164,800
+56% +$8.56M
DUK icon
57
CALL
Duke Energy
DUK
$97.3B
$22.7M 0.21%
236,500
+120,000
+103% +$10.9M
SRE.PRA
58
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$22.6M 0.21%
+191,294
New +$21.8M
NEE.PRO
59
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$22.6M 0.21%
+450,000
New +$22.1M
MA icon
60
CALL
Mastercard
MA
$501B
$22.3M 0.2%
82,200
+31,100
+61% +$8.57M
XLE icon
61
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.8B
$22.1M 0.2%
746,600
-826,800
-53% -$25M
COST icon
62
PUT
Costco
COST
$423B
$21.9M 0.2%
75,900
+20,300
+37% +$5.71M
XLE icon
63
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.8B
$21M 0.19%
711,000
-363,800
-34% -$11M
CSCO icon
64
CALL
Cisco
CSCO
$456B
$20.8M 0.19%
421,900
-269,600
-39% -$14M
XLK icon
65
CALL
State Street Technology Select Sector SPDR ETF
XLK
$116B
$20.6M 0.19%
511,800
+409,200
+399% +$16.4M
XLV icon
66
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
$20M 0.18%
221,400
-204,100
-48% -$18.6M
BDX icon
67
CALL
Becton Dickinson
BDX
$46.4B
$19.7M 0.18%
79,848
-12,710
-14% -$3.14M
LLY icon
68
CALL
Eli Lilly
LLY
$997B
$19.7M 0.18%
175,900
+96,100
+120% +$10.7M
LMT icon
69
CALL
Lockheed Martin
LMT
$134B
$19.4M 0.18%
49,700
+19,200
+63% +$7.22M
ISRG icon
70
CALL
Intuitive Surgical
ISRG
$133B
$19.4M 0.18%
107,700
-1,800
-2% -$311K
NVDA icon
71
CALL
NVIDIA
NVDA
$5.01T
$19.3M 0.18%
4,436,000
-3,084,000
-41% -$13M
CVX icon
72
PUT
Chevron
CVX
$389B
$19.1M 0.17%
161,000
+75,400
+88% +$9.16M
CCI.PRA
73
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
$19.1M 0.17%
+15,052
New +$18.9M
NFLX icon
74
CALL
Netflix
NFLX
$304B
$18.9M 0.17%
706,000
-123,000
-15% -$3.85M
ABT icon
75
CALL
Abbott
ABT
$185B
$18.8M 0.17%
224,100
+8,800
+4% +$748K
1 2
3
4 5

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.