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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
CVS icon
151
CALL
CVS Health
CVS
$134B
$10.3M 0.09%
163,400
+44,700
+38% +$2.65M
IYR icon
152
PUT
iShares US Real Estate ETF
IYR
$4.66B
$10.3M 0.09%
109,800
+62,600
+133% +$5.7M
XLY icon
153
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$10.2M 0.09%
168,200
-436,200
-72% -$26.3M
T icon
154
PUT
AT&T
T
$161B
$10.1M 0.09%
353,773
+53,755
+18% +$1.42M
QCOM icon
155
CALL
Qualcomm
QCOM
$157B
$10.1M 0.09%
132,100
+22,400
+20% +$1.69M
IBM icon
156
PUT
IBM
IBM
$214B
$10M 0.09%
72,174
+28,556
+65% +$3.85M
SBUX icon
157
CALL
Starbucks
SBUX
$119B
$10M 0.09%
113,100
+107,900
+2,075% +$10M
TWTR
158
CALL
DELISTED
Twitter, Inc.
TWTR
$9.99M 0.09%
242,500
+52,200
+27% +$2.13M
CMCSA icon
159
PUT
Comcast
CMCSA
$87.1B
$9.97M 0.09%
221,100
+53,700
+32% +$2.38M
SLB icon
160
PUT
SLB Ltd
SLB
$73.1B
$9.91M 0.09%
290,000
+218,000
+303% +$7.97M
MDT icon
161
CALL
Medtronic
MDT
$110B
$9.86M 0.09%
90,800
-19,200
-17% -$2M
IYR icon
162
CALL
iShares US Real Estate ETF
IYR
$4.66B
$9.84M 0.09%
105,200
+77,800
+284% +$7.09M
SLB icon
163
CALL
SLB Ltd
SLB
$73.1B
$9.83M 0.09%
287,800
+140,200
+95% +$5.12M
BMY icon
164
CALL
Bristol-Myers Squibb
BMY
$132B
$9.79M 0.09%
193,000
-73,500
-28% -$3.45M
ISRG icon
165
PUT
Intuitive Surgical
ISRG
$134B
$9.61M 0.09%
53,400
+2,700
+5% +$467K
XLF icon
166
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
$9.6M 0.09%
343,000
-266,600
-44% -$7.36M
CME icon
167
CME Group
CME
$95.1B
$9.54M 0.09%
45,120
+74
+0.2% +$15.5K
CAT icon
168
PUT
Caterpillar
CAT
$378B
$9.52M 0.09%
75,400
-26,800
-26% -$3.4M
DE icon
169
CALL
Deere & Co
DE
$164B
$9.51M 0.09%
56,400
+7,100
+14% +$1.14M
XYZ
170
PUT
Block Inc
XYZ
$48.6B
$9.48M 0.09%
153,000
+111,100
+265% +$7.55M
NEM icon
171
PUT
Newmont
NEM
$99.3B
$9.46M 0.09%
+249,600
New +$9.7M
AMGN icon
172
CALL
Amgen
AMGN
$204B
$9.37M 0.09%
48,400
+24,100
+99% +$4.63M
HES
173
PUT
DELISTED
Hess
HES
$9.36M 0.09%
154,700
+90,600
+141% +$5.65M
MPC icon
174
PUT
Marathon Petroleum
MPC
$91.1B
$9.32M 0.09%
153,400
+144,000
+1,532% +$7.59M
WHR icon
175
CALL
Whirlpool
WHR
$2.56B
$9.25M 0.08%
58,400
+30,200
+107% +$4.34M
5 6
7
8 9

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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.