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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
WBD icon
2501
CALL
Warner Bros
WBD
$65.4B
– –
-27,900
Closed -$857K
WCC
2502
WESCO International
WCC
$17.6B
– –
-5,632
Closed -$285K
WDC icon
2503
Western Digital
WDC
$182B
– –
-10,626
Closed -$454K
WELL icon
2504
Welltower
WELL
$168B
– –
-4,748
Closed -$413K
WGO icon
2505
PUT
Winnebago Industries
WGO
$885M
– –
-6,900
Closed -$267K
WHR icon
2506
Whirlpool
WHR
$2.54B
– –
-2,271
Closed -$326K
WMB icon
2507
PUT
Williams Companies
WMB
$86.1B
– –
-29,500
Closed -$827K
WSM icon
2508
PUT
Williams-Sonoma
WSM
$28.2B
– –
-20,200
Closed -$657K
WU icon
2509
CALL
Western Union
WU
$2.04B
– –
-35,500
Closed -$706K
WTW icon
2510
Willis Towers Watson
WTW
$31.7B
– –
-1,186
Closed -$227K
WYNN icon
2511
Wynn Resorts
WYNN
$10.2B
– –
-7,906
Closed -$941K
WYY icon
2512
WidePoint Corp
WYY
$103M
– –
-1,622
Closed -$7K
X
2513
DELISTED
US Steel
X
– –
-25,368
Closed -$327K
XHR
2514
Xenia Hotels & Resorts
XHR
$1.89B
– –
-11,537
Closed -$241K
XLRE icon
2515
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.63B
– –
-10,800
Closed -$397K
XLU icon
2516
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
– –
-106,330
Closed -$3.28M
XMMO icon
2517
Invesco S&P MidCap Momentum ETF
XMMO
$7.27B
– –
-10,653
Closed -$627K
XYL icon
2518
Xylem
XYL
$27.8B
– –
-4,743
Closed -$373K
YELP icon
2519
Yelp
YELP
$1.47B
– –
-13,418
Closed -$464K
Z icon
2520
Zillow
Z
$8.04B
– –
-6,892
Closed -$275K
ZG icon
2521
Zillow
ZG
$8.19B
– –
-8,706
Closed -$398K
ZS icon
2522
CALL
Zscaler
ZS
$25B
– –
-2,900
Closed -$222K
PRKS icon
2523
CALL
United Parks & Resorts
PRKS
$2.15B
– –
-22,400
Closed -$694K
PRKS icon
2524
United Parks & Resorts
PRKS
$2.15B
– –
-13,562
Closed -$420K
ATYR
2525
aTyr Pharma
ATYR
$48.2M
– –
-1,657
Closed -$9K
99 100
101
102 103

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

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.