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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
EEM icon
1001
iShares MSCI Emerging Markets ETF
EEM
$29.7B
$754K 0.01%
+18,445
New +$762K
FBT icon
1002
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.76B
$753K 0.01%
+6,087
New +$810K
SVXY icon
1003
ProShares Short VIX Short-Term Futures ETF
SVXY
$203M
$748K 0.01%
+28,006
New +$753K
RCL icon
1004
CALL
Royal Caribbean
RCL
$87.9B
$747K 0.01%
6,900
+300
+5% +$33K
RSG icon
1005
CALL
Republic Services
RSG
$63.4B
$744K 0.01%
8,600
+2,400
+39% +$211K
PYPL icon
1006
PayPal
PYPL
$50.1B
$743K 0.01%
7,177
+2,386
+50% +$263K
NTRS icon
1007
Northern Trust
NTRS
$33.8B
$742K 0.01%
+7,954
New +$730K
IEFA icon
1008
iShares Core MSCI EAFE ETF
IEFA
$194B
$740K 0.01%
+12,124
New +$732K
AGO icon
1009
PUT
Assured Guaranty
AGO
$3.68B
$738K 0.01%
16,600
+11,500
+225% +$506K
EXPE icon
1010
Expedia Group
EXPE
$38.1B
$735K 0.01%
5,465
-1,911
-26% -$253K
WIX icon
1011
PUT
WIX.com
WIX
$2.78B
$735K 0.01%
6,300
+2,500
+66% +$348K
ALXN
1012
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$735K 0.01%
7,500
-8,600
-53% -$969K
TPR icon
1013
Tapestry
TPR
$32.3B
$733K 0.01%
28,149
+21,645
+333% +$570K
CHL
1014
PUT
DELISTED
China Mobile Limited
CHL
$733K 0.01%
+17,700
New +$754K
FAST icon
1015
PUT
Fastenal
FAST
$57.5B
$732K 0.01%
44,800
-41,800
-48% -$650K
LII icon
1016
CALL
Lennox International
LII
$15.6B
$729K 0.01%
3,000
-5,200
-63% -$1.34M
MAS icon
1017
PUT
Masco
MAS
$15.3B
$729K 0.01%
17,500
+4,100
+31% +$164K
CRWD icon
1018
CALL
CrowdStrike
CRWD
$216B
$723K 0.01%
+49,600
New +$985K
EBAY icon
1019
PUT
eBay
EBAY
$48.3B
$717K 0.01%
18,400
-3,500
-16% -$140K
MELI icon
1020
PUT
Mercado Libre
MELI
$97.9B
$717K 0.01%
1,300
-4,000
-75% -$2.43M
TGT icon
1021
Target
TGT
$67B
$717K 0.01%
6,704
-755
-10% -$71.8K
LYV icon
1022
CALL
Live Nation Entertainment
LYV
$42.9B
$716K 0.01%
10,800
+3,900
+57% +$273K
SYK icon
1023
PUT
Stryker
SYK
$128B
$714K 0.01%
3,300
-7,100
-68% -$1.52M
DG icon
1024
Dollar General
DG
$28.1B
$713K 0.01%
4,484
+2,748
+158% +$397K
VFC icon
1025
PUT
VF Corp
VFC
$6.04B
$712K 0.01%
+8,000
New +$683K
39 40
41
42 43

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OAM
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WFAL
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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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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.