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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
TXT icon
776
CALL
Textron
TXT
$15.3B
$1.27M 0.01%
25,900
+600
+2% +$29.3K
J icon
777
CALL
Jacobs Solutions
J
$16.8B
$1.25M 0.01%
16,563
+7,496
+83% +$536K
PFPT
778
CALL
DELISTED
Proofpoint, Inc.
PFPT
$1.25M 0.01%
9,700
-700
-7% -$85.7K
TPR icon
779
PUT
Tapestry
TPR
$31.5B
$1.25M 0.01%
+48,000
New +$1.26M
XHB icon
780
State Street SPDR S&P Homebuilders ETF
XHB
$1.54B
$1.24M 0.01%
28,227
+2,836
+11% +$119K
TT icon
781
Trane Technologies
TT
$104B
$1.24M 0.01%
+10,065
New +$1.23M
CHKP icon
782
CALL
Check Point Software Technologies
CHKP
$12.7B
$1.24M 0.01%
11,300
+4,700
+71% +$524K
MGM icon
783
MGM Resorts International
MGM
$11.7B
$1.24M 0.01%
+44,636
New +$1.28M
WIX icon
784
CALL
WIX.com
WIX
$2.79B
$1.24M 0.01%
10,600
+4,400
+71% +$612K
MCO icon
785
CALL
Moody's
MCO
$83.8B
$1.23M 0.01%
6,000
-2,000
-25% -$419K
EBAY icon
786
CALL
eBay
EBAY
$48.7B
$1.22M 0.01%
31,400
-17,300
-36% -$694K
NBL
787
PUT
DELISTED
Noble Energy, Inc.
NBL
$1.21M 0.01%
53,800
+41,800
+348% +$931K
CPRI icon
788
CALL
Capri Holdings
CPRI
$1.9B
$1.21M 0.01%
36,400
+27,800
+323% +$891K
BAC icon
789
Bank of America
BAC
$440B
$1.21M 0.01%
41,296
-8,458
-17% -$243K
DPZ icon
790
PUT
Domino's
DPZ
$12.2B
$1.2M 0.01%
4,900
+2,800
+133% +$693K
EXPE icon
791
CALL
Expedia Group
EXPE
$37.5B
$1.2M 0.01%
8,900
+6,000
+207% +$793K
KR icon
792
Kroger
KR
$35.4B
$1.19M 0.01%
46,256
+30,709
+198% +$714K
SNAP icon
793
CALL
Snap
SNAP
$9.74B
$1.19M 0.01%
75,300
-9,200
-11% -$147K
ECL icon
794
PUT
Ecolab
ECL
$79.7B
$1.19M 0.01%
6,000
-4,700
-44% -$942K
DHI icon
795
CALL
D.R. Horton
DHI
$42.1B
$1.19M 0.01%
22,500
-100,000
-82% -$4.77M
URBN icon
796
CALL
Urban Outfitters
URBN
$6.75B
$1.19M 0.01%
42,200
+16,600
+65% +$387K
EWZ icon
797
PUT
iShares MSCI Brazil ETF
EWZ
$9.14B
$1.18M 0.01%
+28,000
New +$1.21M
FFIV icon
798
CALL
F5
FFIV
$23.4B
$1.18M 0.01%
+8,400
New +$1.16M
KMX icon
799
CALL
CarMax
KMX
$8.16B
$1.18M 0.01%
13,400
-2,700
-17% -$232K
XLC icon
800
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$1.18M 0.01%
23,771
-15,616
-40% -$782K
30 31
32
33 34

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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.