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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
AN icon
951
PUT
AutoNation
AN
$7.13B
$842K 0.01%
16,600
+11,100
+202% +$523K
J icon
952
PUT
Jacobs Solutions
J
$16.8B
$842K 0.01%
+11,123
New +$796K
ADI icon
953
Analog Devices
ADI
$185B
$841K 0.01%
7,527
+2,537
+51% +$287K
DGX icon
954
PUT
Quest Diagnostics
DGX
$25.8B
$835K 0.01%
7,800
+5,400
+225% +$554K
CE icon
955
PUT
Celanese
CE
$4.96B
$832K 0.01%
+6,800
New +$766K
SC
956
CALL
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$832K 0.01%
32,600
+23,700
+266% +$618K
EFX icon
957
CALL
Equifax
EFX
$20.8B
$830K 0.01%
5,900
+2,300
+64% +$324K
FNV icon
958
PUT
Franco-Nevada
FNV
$42.2B
$830K 0.01%
9,100
-5,900
-39% -$541K
TROW icon
959
T. Rowe Price
TROW
$24.7B
$829K 0.01%
+7,257
New +$808K
EMN icon
960
PUT
Eastman Chemical
EMN
$8.45B
$827K 0.01%
11,200
+7,500
+203% +$538K
BWA icon
961
BorgWarner
BWA
$12.9B
$825K 0.01%
+25,538
New +$822K
DECK icon
962
CALL
Deckers Outdoor
DECK
$13.6B
$825K 0.01%
33,600
+24,000
+250% +$614K
ZBH icon
963
PUT
Zimmer Biomet
ZBH
$18.5B
$824K 0.01%
6,180
+2,884
+88% +$373K
CHRW icon
964
PUT
C.H. Robinson
CHRW
$18.1B
$822K 0.01%
9,700
+6,400
+194% +$538K
MLM icon
965
PUT
Martin Marietta Materials
MLM
$33.4B
$822K 0.01%
3,000
+1,000
+50% +$247K
CLR
966
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$822K 0.01%
26,700
+9,200
+53% +$311K
TDG icon
967
TransDigm Group
TDG
$71.3B
$817K 0.01%
1,569
+174
+12% +$89.2K
SAN icon
968
Banco Santander
SAN
$207B
$816K 0.01%
211,741
+105,647
+100% +$420K
CTSH icon
969
PUT
Cognizant
CTSH
$25.3B
$814K 0.01%
13,500
+8,800
+187% +$556K
CPB icon
970
PUT
Campbell Soup
CPB
$6.79B
$812K 0.01%
17,300
+3,300
+24% +$142K
HBAN icon
971
CALL
Huntington Bancshares
HBAN
$35.5B
$812K 0.01%
56,900
+25,500
+81% +$349K
CERN
972
PUT
DELISTED
Cerner Corp
CERN
$811K 0.01%
11,900
+8,300
+231% +$588K
IBB icon
973
iShares Biotechnology ETF
IBB
$9.39B
$808K 0.01%
8,124
-19,101
-70% -$2M
BURL icon
974
CALL
Burlington
BURL
$23.2B
$799K 0.01%
4,000
+1,500
+60% +$276K
APA icon
975
APA Corp
APA
$12.7B
$792K 0.01%
30,943
-1,658
-5% -$39.8K
37 38
39
40 41

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WFAL
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NOCM
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QIM
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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.