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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
XLU icon
76
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$18.6M 0.17%
574,200
-334,200
-37% -$10.3M
XLI icon
77
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.1B
$18.4M 0.17%
236,500
-18,200
-7% -$1.4M
UNP icon
78
CALL
Union Pacific
UNP
$173B
$17.7M 0.16%
109,000
-42,700
-28% -$7.18M
JNJ icon
79
PUT
Johnson & Johnson
JNJ
$609B
$17.5M 0.16%
135,500
+89,100
+192% +$11.7M
IWN icon
80
iShares Russell 2000 Value ETF
IWN
$14.5B
$17.5M 0.16%
146,698
+78,933
+116% +$9.32M
XLU icon
81
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$17.1M 0.16%
529,000
-780,400
-60% -$24.1M
USB.PRH icon
82
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$747M
$16.8M 0.15%
+304,400
New +$6.33M
VTI icon
83
Vanguard Morningstar Total Stock Market ETF
VTI
$668B
$16.6M 0.15%
109,975
+58,526
+114% +$8.82M
T icon
84
CALL
AT&T
T
$161B
$16.3M 0.15%
571,836
-323,320
-36% -$8.57M
ADBE icon
85
PUT
Adobe
ADBE
$101B
$16.2M 0.15%
58,500
+13,100
+29% +$3.82M
DIS icon
86
CALL
Walt Disney
DIS
$169B
$16.1M 0.15%
123,800
-6,300
-5% -$871K
WFC icon
87
CALL
Wells Fargo
WFC
$262B
$16.1M 0.15%
319,100
+187,700
+143% +$8.84M
BAC icon
88
PUT
Bank of America
BAC
$436B
$16M 0.15%
547,000
+243,100
+80% +$6.99M
PG icon
89
CALL
Procter & Gamble
PG
$337B
$15.9M 0.15%
128,000
-37,500
-23% -$4.43M
BABA icon
90
PUT
Alibaba
BABA
$308B
$15.9M 0.15%
95,200
-10,300
-10% -$1.77M
BA icon
91
PUT
Boeing
BA
$179B
$15.8M 0.14%
41,500
-1,600
-4% -$572K
FTV.PRA
92
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$15.8M 0.14%
+17,511
New +$16.6M
AVGO icon
93
CALL
Broadcom
AVGO
$1.85T
$15.7M 0.14%
568,000
+319,000
+128% +$9.07M
XOM icon
94
PUT
ExxonMobil
XOM
$645B
$15.6M 0.14%
221,100
-12,900
-6% -$933K
V icon
95
CALL
Visa
V
$684B
$15.6M 0.14%
90,600
-13,400
-13% -$2.39M
BAC icon
96
CALL
Bank of America
BAC
$436B
$15.5M 0.14%
529,900
+19,300
+4% +$555K
TGT icon
97
CALL
Target
TGT
$67.3B
$15.4M 0.14%
144,300
-15,500
-10% -$1.47M
ELV icon
98
CALL
Elevance Health
ELV
$82.2B
$15.3M 0.14%
63,900
+14,900
+30% +$4.08M
WFC icon
99
PUT
Wells Fargo
WFC
$262B
$15.2M 0.14%
301,600
+184,000
+156% +$8.67M
NVDA icon
100
PUT
NVIDIA
NVDA
$5.01T
$15.2M 0.14%
3,488,000
-5,772,000
-62% -$24.3M
2 3
4
5 6

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.