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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
EFA icon
126
CALL
iShares MSCI EAFE ETF
EFA
$78.1B
$12.7M 0.12%
194,300
+115,500
+147% +$7.44M
CMG icon
127
CALL
Chipotle Mexican Grill
CMG
$47.1B
$12.6M 0.11%
750,000
+25,000
+3% +$399K
INTC icon
128
PUT
Intel
INTC
$456B
$12.6M 0.11%
243,800
+126,200
+107% +$6.21M
MMM icon
129
CALL
3M
MMM
$90.9B
$12.5M 0.11%
91,255
+48,797
+115% +$6.82M
AVGO icon
130
PUT
Broadcom
AVGO
$1.85T
$12.4M 0.11%
450,000
+172,000
+62% +$4.89M
AMGN icon
131
PUT
Amgen
AMGN
$204B
$12.4M 0.11%
64,000
+57,800
+932% +$11.1M
IWD icon
132
iShares Russell 1000 Value ETF
IWD
$82.4B
$12.2M 0.11%
95,254
+58,773
+161% +$7.47M
ULTA icon
133
PUT
Ulta Beauty
ULTA
$22.5B
$12.2M 0.11%
48,500
+35,400
+270% +$10.9M
CRM icon
134
CALL
Salesforce
CRM
$154B
$12.1M 0.11%
81,200
+19,400
+31% +$2.95M
IWB icon
135
iShares Russell 1000 ETF
IWB
$48.9B
$12M 0.11%
73,013
+38,287
+110% +$6.28M
AMD icon
136
CALL
Advanced Micro Devices
AMD
$785B
$11.8M 0.11%
407,900
+143,200
+54% +$4.49M
TLT icon
137
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
$11.7M 0.11%
+81,600
New +$11.3M
IWO icon
138
iShares Russell 2000 Growth ETF
IWO
$14.5B
$11.6M 0.11%
60,026
+26,521
+79% +$5.26M
MDY icon
139
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$11.6M 0.11%
32,777
+29,459
+888% +$10.3M
TLT icon
140
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
$11.4M 0.1%
+79,400
New +$11M
BRK.B icon
141
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$11.3M 0.1%
54,500
+26,700
+96% +$5.5M
AIZP
142
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$11.3M 0.1%
+90,298
New +$10.9M
INTU icon
143
CALL
Intuit
INTU
$88.4B
$11.1M 0.1%
41,900
+31,800
+315% +$8.75M
NKE icon
144
CALL
Nike
NKE
$62.6B
$10.8M 0.1%
115,400
+27,500
+31% +$2.36M
AVTR.PRA
145
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
$10.7M 0.1%
+200,000
New +$12M
NOC icon
146
CALL
Northrop Grumman
NOC
$77.5B
$10.5M 0.1%
28,100
+13,200
+89% +$4.67M
HON icon
147
CALL
Honeywell
HON
$77B
$10.5M 0.1%
65,676
+15,491
+31% +$2.46M
IWF icon
148
iShares Russell 1000 Growth ETF
IWF
$124B
$10.4M 0.09%
260,024
-43,340
-14% -$1.74M
UPS icon
149
CALL
United Parcel Service
UPS
$90.3B
$10.3M 0.09%
86,300
+70,400
+443% +$8.05M
XOP icon
150
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.7B
$10.3M 0.09%
115,575
+45,500
+65% +$4.28M
4 5
6
7 8

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BCM
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OAM
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NOCM
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TIM
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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.