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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
VLO icon
101
CALL
Valero Energy
VLO
$90.4B
$15.2M 0.14%
177,800
+39,900
+29% +$3.23M
KO icon
102
CALL
Coca-Cola
KO
$374B
$15.1M 0.14%
277,400
-10,900
-4% -$584K
XLP icon
103
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$15M 0.14%
244,400
-800
-0.3% -$48.1K
INTC icon
104
CALL
Intel
INTC
$456B
$14.9M 0.14%
288,700
-16,400
-5% -$806K
ABBV icon
105
PUT
AbbVie
ABBV
$434B
$14.7M 0.13%
194,700
+200
+0.1% +$13.7K
SO icon
106
CALL
Southern Company
SO
$108B
$14.6M 0.13%
236,200
+110,700
+88% +$6.42M
V icon
107
PUT
Visa
V
$684B
$14.5M 0.13%
84,400
+49,700
+143% +$8.85M
WMT icon
108
PUT
Walmart Inc
WMT
$879B
$14.5M 0.13%
366,600
-47,700
-12% -$1.8M
DIS icon
109
PUT
Walt Disney
DIS
$169B
$14.2M 0.13%
109,000
+41,200
+61% +$5.7M
BRK.B icon
110
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$14.1M 0.13%
67,900
+2,400
+4% +$494K
AMZN icon
111
Amazon
AMZN
$3.06T
$14.1M 0.13%
162,720
+148,180
+1,019% +$13.7M
ADBE icon
112
CALL
Adobe
ADBE
$101B
$14M 0.13%
50,700
-4,300
-8% -$1.26M
CMCSA icon
113
CALL
Comcast
CMCSA
$87.3B
$13.9M 0.13%
309,400
-157,700
-34% -$6.99M
IJR icon
114
iShares Core S&P Small-Cap ETF
IJR
$111B
$13.9M 0.13%
179,158
+125,581
+234% +$9.72M
CAT icon
115
CALL
Caterpillar
CAT
$382B
$13.9M 0.13%
110,000
-15,500
-12% -$1.97M
CFXA
116
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$13.9M 0.13%
+106,255
New +$13.2M
UNH icon
117
CALL
UnitedHealth
UNH
$379B
$13.8M 0.13%
63,600
-1,000
-2% -$241K
NKE icon
118
PUT
Nike
NKE
$62.5B
$13.5M 0.12%
143,500
+60,000
+72% +$5.15M
C icon
119
CALL
Citigroup
C
$222B
$13.5M 0.12%
194,900
+63,500
+48% +$4.32M
LMT icon
120
PUT
Lockheed Martin
LMT
$134B
$13.4M 0.12%
34,300
+24,100
+236% +$9.06M
NFLX icon
121
PUT
Netflix
NFLX
$304B
$13.2M 0.12%
495,000
-134,000
-21% -$4.19M
LOW icon
122
PUT
Lowe's Companies
LOW
$117B
$13.2M 0.12%
120,100
+60,000
+100% +$6.33M
MS icon
123
PUT
Morgan Stanley
MS
$331B
$13.2M 0.12%
309,400
+196,500
+174% +$8.4M
TSLA icon
124
CALL
Tesla
TSLA
$1.28T
$12.8M 0.12%
796,500
+210,000
+36% +$3.29M
MU icon
125
PUT
Micron Technology
MU
$920B
$12.8M 0.12%
297,700
+62,100
+26% +$2.81M
3 4
5
6 7

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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.