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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
HP icon
851
Helmerich & Payne
HP
$3.45B
$1.04M 0.01%
26,030
+20,058
+336% +$885K
TSN icon
852
Tyson Foods
TSN
$20.7B
$1.04M 0.01%
12,113
-2,527
-17% -$215K
AAL icon
853
American Airlines Group
AAL
$11B
$1.04M 0.01%
38,649
-12,591
-25% -$368K
DVA icon
854
DaVita
DVA
$14.6B
$1.04M 0.01%
+18,232
New +$1.06M
IWO icon
855
PUT
iShares Russell 2000 Growth ETF
IWO
$15B
$1.04M 0.01%
+5,400
New +$1.07M
MOS icon
856
PUT
The Mosaic Company
MOS
$7.22B
$1.04M 0.01%
50,800
+29,500
+138% +$642K
XLC icon
857
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$1.03M 0.01%
20,900
-33,300
-61% -$1.67M
DGX icon
858
CALL
Quest Diagnostics
DGX
$25.8B
$1.03M 0.01%
9,600
+3,600
+60% +$370K
NTAP icon
859
CALL
NetApp
NTAP
$37.4B
$1.02M 0.01%
19,500
-23,200
-54% -$1.24M
PRGO icon
860
PUT
Perrigo
PRGO
$1.49B
$1.02M 0.01%
18,300
+8,400
+85% +$428K
SPG icon
861
Simon Property Group
SPG
$73.3B
$1.02M 0.01%
+6,566
New +$1.02M
GE icon
862
GE Aerospace
GE
$391B
$1.02M 0.01%
22,912
+12,154
+113% +$571K
CTAS icon
863
CALL
Cintas
CTAS
$81.5B
$1.02M 0.01%
+15,200
New +$973K
EWU icon
864
iShares MSCI United Kingdom ETF
EWU
$4.14B
$1.02M 0.01%
+32,398
New +$1.01M
ARCC icon
865
CALL
Ares Capital
ARCC
$14.1B
$1.02M 0.01%
54,500
+19,800
+57% +$367K
FIVE icon
866
PUT
Five Below
FIVE
$12.3B
$1.01M 0.01%
8,000
+4,800
+150% +$583K
GSY icon
867
Invesco Ultra Short Duration ETF
GSY
$3.9B
$1.01M 0.01%
+19,976
New +$1.01M
SYY icon
868
PUT
Sysco
SYY
$39.6B
$993K 0.01%
12,500
+5,200
+71% +$382K
FCX icon
869
Freeport-McMoran
FCX
$96.7B
$991K 0.01%
103,570
+66,395
+179% +$682K
CIEN icon
870
CALL
Ciena
CIEN
$58.2B
$989K 0.01%
25,200
+1,200
+5% +$50.3K
BAX icon
871
CALL
Baxter International
BAX
$14.7B
$988K 0.01%
11,300
-56,300
-83% -$4.81M
UPS icon
872
PUT
United Parcel Service
UPS
$92.7B
$983K 0.01%
+8,200
New +$938K
PRGO icon
873
CALL
Perrigo
PRGO
$1.49B
$978K 0.01%
17,500
-16,600
-49% -$845K
FAST icon
874
CALL
Fastenal
FAST
$57B
$977K 0.01%
59,800
-20,200
-25% -$314K
CF icon
875
PUT
CF Industries
CF
$18.1B
$974K 0.01%
19,800
-3,200
-14% -$155K
33 34
35
36 37

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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.