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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
VRTX icon
901
PUT
Vertex Pharmaceuticals
VRTX
$119B
$932K 0.01%
5,500
+2,100
+62% +$372K
EWC icon
902
PUT
iShares MSCI Canada ETF
EWC
$6.19B
$931K 0.01%
+32,200
New +$918K
DINO icon
903
CALL
HF Sinclair
DINO
$15.8B
$928K 0.01%
17,300
-1,400
-7% -$67.9K
SNA icon
904
CALL
Snap-on
SNA
$21.2B
$924K 0.01%
5,900
+1,100
+23% +$169K
UN
905
PUT
DELISTED
Unilever NV New York Registry Shares
UN
$924K 0.01%
+15,400
New +$925K
ACN icon
906
CALL
Accenture
ACN
$101B
$923K 0.01%
4,800
-102,500
-96% -$19.8M
EWW icon
907
PUT
iShares MSCI Mexico ETF
EWW
$1.98B
$923K 0.01%
21,600
-5,900
-21% -$246K
FISV
908
CALL
Fiserv Inc
FISV
$29.7B
$922K 0.01%
8,900
-5,300
-37% -$541K
FAS icon
909
Direxion Daily Financial Bull 3x ETF
FAS
$2.48B
$921K 0.01%
11,857
-6,019
-34% -$456K
IAU icon
910
iShares Gold Trust
IAU
$63.3B
$920K 0.01%
32,642
+6,910
+27% +$195K
JBLU icon
911
PUT
JetBlue
JBLU
$2.35B
$918K 0.01%
54,800
+35,300
+181% +$640K
LLY icon
912
PUT
Eli Lilly
LLY
$995B
$917K 0.01%
8,200
-21,800
-73% -$2.43M
DOCU
913
PUT
DocuSign
DOCU
$10.5B
$916K 0.01%
14,800
+9,300
+169% +$487K
IYF icon
914
PUT
iShares US Financials ETF
IYF
$4.62B
$914K 0.01%
+14,200
New +$902K
SIG icon
915
CALL
Signet Jewelers
SIG
$3.69B
$912K 0.01%
+54,400
New +$855K
APTV icon
916
CALL
Aptiv
APTV
$10.1B
$909K 0.01%
10,400
+4,200
+68% +$351K
CHTR icon
917
PUT
Charter Communications
CHTR
$18.3B
$907K 0.01%
2,200
+100
+5% +$40.4K
LH icon
918
PUT
Labcorp
LH
$24.9B
$907K 0.01%
6,286
+1,514
+32% +$221K
MAS icon
919
Masco
MAS
$14.7B
$906K 0.01%
21,744
+10,240
+89% +$411K
TM icon
920
CALL
Toyota
TM
$224B
$901K 0.01%
6,700
+4,900
+272% +$642K
DDM icon
921
ProShares Ultra Dow30
DDM
$547M
$898K 0.01%
36,234
+22,892
+172% +$558K
SPLV icon
922
Invesco S&P 500 Low Volatility ETF
SPLV
$7.23B
$895K 0.01%
15,457
+9,206
+147% +$519K
BUD icon
923
AB InBev
BUD
$167B
$891K 0.01%
+9,359
New +$888K
CP icon
924
CALL
Canadian Pacific Kansas City
CP
$79.7B
$890K 0.01%
20,000
-2,500
-11% -$118K
WM icon
925
PUT
Waste Management
WM
$90.5B
$886K 0.01%
+7,700
New +$899K
35 36
37
38 39

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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.