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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
SNY icon
726
Sanofi
SNY
$102B
$1.39M 0.01%
+30,094
New +$1.3M
F icon
727
CALL
Ford
F
$56.8B
$1.39M 0.01%
151,300
+7,400
+5% +$70.3K
VMW
728
CALL
DELISTED
VMware, Inc
VMW
$1.38M 0.01%
+9,200
New +$1.45M
MU icon
729
Micron Technology
MU
$1.01T
$1.38M 0.01%
+32,154
New +$1.45M
HOG icon
730
PUT
Harley-Davidson
HOG
$2.79B
$1.37M 0.01%
38,200
+16,100
+73% +$552K
PAYX icon
731
CALL
Paychex
PAYX
$42.2B
$1.37M 0.01%
16,600
-26,600
-62% -$2.21M
CVNA icon
732
CALL
Carvana
CVNA
$74.8B
$1.37M 0.01%
104,000
+38,500
+59% +$553K
ZION icon
733
PUT
Zions Bancorporation
ZION
$10.5B
$1.37M 0.01%
30,700
+19,900
+184% +$860K
CBRL icon
734
CALL
Cracker Barrel
CBRL
$1.28B
$1.37M 0.01%
8,400
+6,600
+367% +$1.11M
LNC icon
735
Lincoln National
LNC
$9B
$1.36M 0.01%
22,569
+19,255
+581% +$1.15M
OLED icon
736
PUT
Universal Display
OLED
$3.96B
$1.36M 0.01%
8,100
+4,000
+98% +$800K
KMI icon
737
PUT
Kinder Morgan
KMI
$69.9B
$1.36M 0.01%
65,800
-80,700
-55% -$1.66M
TDG icon
738
PUT
TransDigm Group
TDG
$71.3B
$1.35M 0.01%
2,600
+1,900
+271% +$974K
TECK icon
739
CALL
Teck Resources
TECK
$31.8B
$1.35M 0.01%
83,400
+53,300
+177% +$1.01M
BHP icon
740
PUT
BHP
BHP
$222B
$1.35M 0.01%
+30,715
New +$1.43M
BA icon
741
Boeing
BA
$187B
$1.35M 0.01%
+3,550
New +$1.27M
AGNC icon
742
CALL
AGNC Investment
AGNC
$12.6B
$1.35M 0.01%
83,700
-35,500
-30% -$583K
EQIX icon
743
Equinix
EQIX
$104B
$1.35M 0.01%
2,336
+1,677
+254% +$901K
WY icon
744
PUT
Weyerhaeuser
WY
$18.6B
$1.34M 0.01%
48,500
+20,200
+71% +$527K
ALLY icon
745
PUT
Ally Financial
ALLY
$13.7B
$1.33M 0.01%
40,200
+23,300
+138% +$755K
HSY icon
746
PUT
Hershey
HSY
$36B
$1.33M 0.01%
8,600
-400
-4% -$60.4K
DISH
747
CALL
DELISTED
DISH Network Corp.
DISH
$1.33M 0.01%
39,100
+30,400
+349% +$1.09M
EMN icon
748
CALL
Eastman Chemical
EMN
$8.45B
$1.33M 0.01%
18,000
+8,000
+80% +$574K
NSC icon
749
Norfolk Southern
NSC
$76.7B
$1.33M 0.01%
7,400
+5,537
+297% +$1.02M
GDXJ icon
750
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.33B
$1.33M 0.01%
36,600
-35,300
-49% -$1.37M
28 29
30
31 32

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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.