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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
GRMN
1026
PUT
Garmin
GRMN
$58.5B
$711K 0.01%
+8,400
New +$678K
RITM icon
1027
CALL
Rithm Capital
RITM
$5.71B
$706K 0.01%
45,000
+33,500
+291% +$501K
AXON
1028
CALL
Axon Enterprise
AXON
$48.2B
$704K 0.01%
12,400
-500
-4% -$31.5K
AYX
1029
CALL
DELISTED
Alteryx Inc
AYX
$698K 0.01%
+6,500
New +$806K
GPC icon
1030
PUT
Genuine Parts
GPC
$18.2B
$697K 0.01%
7,000
+4,300
+159% +$413K
CLR
1031
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$697K 0.01%
+22,649
New +$766K
WMT icon
1032
Walmart Inc
WMT
$892B
$695K 0.01%
17,577
+11,643
+196% +$439K
PHM icon
1033
CALL
Pultegroup
PHM
$25.4B
$694K 0.01%
19,000
-25,200
-57% -$839K
TD icon
1034
PUT
Toronto Dominion Bank
TD
$200B
$693K 0.01%
11,900
+4,600
+63% +$261K
EQIX icon
1035
CALL
Equinix
EQIX
$104B
$692K 0.01%
1,200
-3,100
-72% -$1.67M
EWJ icon
1036
CALL
iShares MSCI Japan ETF
EWJ
$22.6B
$692K 0.01%
+12,200
New +$669K
ALB icon
1037
PUT
Albemarle
ALB
$14.2B
$688K 0.01%
9,900
-2,700
-21% -$184K
ITB icon
1038
iShares US Home Construction ETF
ITB
$2.34B
$688K 0.01%
15,888
-18,636
-54% -$747K
ACAD icon
1039
CALL
Acadia Pharmaceuticals
ACAD
$4.91B
$687K 0.01%
+19,100
New +$579K
CELG
1040
DELISTED
Celgene Corp
CELG
$687K 0.01%
6,918
-1,314
-16% -$125K
CXO
1041
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$686K 0.01%
10,100
-3,300
-25% -$268K
C icon
1042
Citigroup
C
$232B
$682K 0.01%
+9,873
New +$672K
MAC icon
1043
PUT
Macerich
MAC
$7.21B
$682K 0.01%
21,600
+6,300
+41% +$199K
BRK.B icon
1044
Berkshire Hathaway Class B
BRK.B
$1.11T
$680K 0.01%
3,270
+1,423
+77% +$293K
HCA icon
1045
PUT
HCA Healthcare
HCA
$88.9B
$674K 0.01%
5,600
+2,900
+107% +$375K
IYT icon
1046
iShares US Transportation ETF
IYT
$2.28B
$674K 0.01%
+14,492
New +$676K
ZTS icon
1047
PUT
Zoetis
ZTS
$31.1B
$673K 0.01%
5,400
-14,200
-72% -$1.71M
SPTI icon
1048
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$672K 0.01%
21,475
+533
+3% +$16.6K
FIT
1049
DELISTED
Fitbit, Inc. Class A common stock
FIT
$671K 0.01%
176,207
+89,121
+102% +$331K
SFIX
1050
PUT
Stitch Fix
SFIX
$562M
$670K 0.01%
34,800
+23,700
+214% +$550K
40 41
42
43 44

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OAM
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WFAL
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NOCM
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QIM
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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.