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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
ORLY icon
1351
O'Reilly Automotive
ORLY
$76.3B
$399K ﹤0.01%
+15,015
New +$388K
JOYY
1352
CALL
JOYY Inc
JOYY
$3.77B
$399K ﹤0.01%
7,100
-11,100
-61% -$674K
VTRS icon
1353
PUT
Viatris
VTRS
$19.8B
$398K ﹤0.01%
+20,100
New +$394K
CVX icon
1354
Chevron
CVX
$371B
$397K ﹤0.01%
+3,346
New +$406K
LEA icon
1355
Lear
LEA
$8.05B
$397K ﹤0.01%
3,364
+1,611
+92% +$196K
PINS icon
1356
Pinterest
PINS
$13.2B
$397K ﹤0.01%
+14,994
New +$449K
FLIR
1357
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$397K ﹤0.01%
+7,557
New +$385K
PDD icon
1358
PUT
Pinduoduo
PDD
$129B
$396K ﹤0.01%
+12,300
New +$329K
WEN icon
1359
CALL
Wendy's
WEN
$1.42B
$396K ﹤0.01%
19,800
-8,300
-30% -$165K
AUY
1360
DELISTED
Yamana Gold, Inc.
AUY
$396K ﹤0.01%
124,549
+98,210
+373% +$313K
FVD icon
1361
First Trust Value Line Dividend Fund
FVD
$8.38B
$395K ﹤0.01%
+11,315
New +$386K
HPQ icon
1362
PUT
HP
HPQ
$26B
$395K ﹤0.01%
+20,900
New +$411K
HRI icon
1363
CALL
Herc Holdings
HRI
$5.64B
$395K ﹤0.01%
+8,500
New +$369K
ROST icon
1364
CALL
Ross Stores
ROST
$81.3B
$395K ﹤0.01%
3,600
+1,400
+64% +$148K
SPSB icon
1365
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
$394K ﹤0.01%
12,780
+2,134
+20% +$65.7K
IVZ icon
1366
Invesco
IVZ
$14.1B
$393K ﹤0.01%
+23,180
New +$409K
LAZ icon
1367
PUT
Lazard
LAZ
$4.25B
$392K ﹤0.01%
+11,200
New +$397K
ETSY icon
1368
PUT
Etsy
ETSY
$7.96B
$390K ﹤0.01%
+6,900
New +$406K
GWRE icon
1369
CALL
Guidewire Software
GWRE
$13.1B
$390K ﹤0.01%
3,700
-2,100
-36% -$212K
VMW
1370
PUT
DELISTED
VMware, Inc
VMW
$390K ﹤0.01%
+2,600
New +$409K
AZN icon
1371
CALL
AstraZeneca
AZN
$249B
$388K ﹤0.01%
4,350
+1,300
+43% +$113K
VYX icon
1372
CALL
NCR Voyix
VYX
$1.17B
$388K ﹤0.01%
+20,049
New +$387K
WH icon
1373
CALL
Wyndham Hotels & Resorts
WH
$5.61B
$388K ﹤0.01%
7,500
+900
+14% +$49.2K
CB icon
1374
PUT
Chubb
CB
$136B
$387K ﹤0.01%
2,400
-9,800
-80% -$1.52M
HST icon
1375
Host Hotels & Resorts
HST
$16.1B
$387K ﹤0.01%
22,356
+2,570
+13% +$43.9K
53 54
55
56 57

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WFAL
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NOCM
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QIM
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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.