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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
+97.03%
10 Year Est. Return
+293.07%
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
XLNX
1226
DELISTED
Xilinx Inc
XLNX
$493K ﹤0.01%
5,136
-8,351
-62% -$914K
DNKN
1227
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$492K ﹤0.01%
6,200
-9,600
-61% -$779K
ED icon
1228
PUT
Consolidated Edison
ED
$40.2B
$491K ﹤0.01%
5,200
-7,000
-57% -$621K
EXC icon
1229
Exelon
EXC
$47.5B
$491K ﹤0.01%
14,240
-2,988
-17% -$100K
ISRG icon
1230
Intuitive Surgical
ISRG
$133B
$491K ﹤0.01%
2,727
+51
+2% +$8.82K
AGN
1231
DELISTED
Allergan plc
AGN
$491K ﹤0.01%
2,918
-25,698
-90% -$4.19M
WPM icon
1232
Wheaton Precious Metals
WPM
$55.1B
$490K ﹤0.01%
+18,666
New +$502K
AA icon
1233
PUT
Alcoa
AA
$12.5B
$486K ﹤0.01%
24,200
+3,700
+18% +$76.9K
AFL icon
1234
Aflac
AFL
$64.4B
$486K ﹤0.01%
+9,282
New +$490K
AMD icon
1235
Advanced Micro Devices
AMD
$770B
$481K ﹤0.01%
16,605
+5,388
+48% +$169K
SYF icon
1236
PUT
Synchrony
SYF
$25.9B
$481K ﹤0.01%
14,100
+900
+7% +$30.9K
B
1237
Barrick Mining
B
$68.1B
$478K ﹤0.01%
27,597
+6
+0% +$106
XYL icon
1238
CALL
Xylem
XYL
$28.8B
$478K ﹤0.01%
6,000
-2,400
-29% -$189K
CAH icon
1239
CALL
Cardinal Health
CAH
$57.1B
$477K ﹤0.01%
10,100
-10,100
-50% -$461K
BNDX icon
1240
Vanguard Total International Bond ETF
BNDX
$82.3B
$476K ﹤0.01%
8,090
-39,483
-83% -$2.3M
OLED icon
1241
Universal Display
OLED
$3.95B
$476K ﹤0.01%
+2,835
New +$567K
PSMT icon
1242
PUT
Pricesmart
PSMT
$5.72B
$476K ﹤0.01%
+6,700
New +$406K
ALB icon
1243
Albemarle
ALB
$15.1B
$475K ﹤0.01%
6,828
+341
+5% +$23.2K
BAC.PRL icon
1244
Bank of America Series L
BAC.PRL
$4B
$474K ﹤0.01%
317
+167
+111% +$239K
HUYA
1245
PUT
Huya Inc
HUYA
$561M
$473K ﹤0.01%
+20,000
New +$472K
WM icon
1246
Waste Management
WM
$90.5B
$472K ﹤0.01%
4,107
-13,890
-77% -$1.62M
EZU icon
1247
iShare MSCI Eurozone ETF
EZU
$9.86B
$470K ﹤0.01%
12,082
-3,819
-24% -$147K
DDS icon
1248
CALL
Dillards
DDS
$9.6B
$469K ﹤0.01%
7,100
-19,900
-74% -$1.27M
JBL icon
1249
PUT
Jabil
JBL
$35.1B
$469K ﹤0.01%
13,100
-1,500
-10% -$45.2K
M icon
1250
CALL
Macy's
M
$6.69B
$469K ﹤0.01%
30,200
-25,000
-45% -$463K
48 49
50
51 52

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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.