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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
PRU icon
351
CALL
Prudential Financial
PRU
$42.7B
$4.25M 0.04%
47,300
-20,300
-30% -$1.84M
ADP icon
352
PUT
Automatic Data Processing
ADP
$107B
$4.25M 0.04%
26,300
+24,000
+1,043% +$3.96M
PXD
353
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$4.21M 0.04%
33,500
+23,500
+235% +$3.11M
WYNN icon
354
CALL
Wynn Resorts
WYNN
$10.2B
$4.17M 0.04%
38,400
+13,000
+51% +$1.55M
XLC icon
355
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
$4.17M 0.04%
84,200
+2,100
+3% +$105K
GM icon
356
PUT
General Motors
GM
$76.9B
$4.14M 0.04%
110,600
-30,800
-22% -$1.18M
BIIB icon
357
PUT
Biogen
BIIB
$29.8B
$4.14M 0.04%
17,800
+100
+0.6% +$23.3K
EA icon
358
PUT
Electronic Arts
EA
$53B
$4.12M 0.04%
42,100
+3,100
+8% +$291K
ITW icon
359
CALL
Illinois Tool Works
ITW
$83B
$4.1M 0.04%
26,200
+19,800
+309% +$3.01M
NTES icon
360
CALL
NetEase
NTES
$84.2B
$4.1M 0.04%
77,000
-20,000
-21% -$1.02M
NOV icon
361
PUT
NOV
NOV
$6.94B
$4.08M 0.04%
192,600
+180,200
+1,453% +$3.84M
NUE icon
362
PUT
Nucor
NUE
$59.5B
$4.05M 0.04%
79,500
+56,900
+252% +$2.97M
SPOT icon
363
CALL
Spotify
SPOT
$100B
$3.99M 0.04%
35,000
+20,200
+136% +$2.85M
SPG icon
364
PUT
Simon Property Group
SPG
$74.3B
$3.98M 0.04%
25,600
-15,400
-38% -$2.39M
O icon
365
CALL
Realty Income
O
$59.2B
$3.98M 0.04%
53,561
+19,195
+56% +$1.35M
PANW icon
366
PUT
Palo Alto Networks
PANW
$283B
$3.98M 0.04%
117,000
-13,200
-10% -$467K
JPM icon
367
JPMorgan Chase
JPM
$937B
$3.95M 0.04%
+33,538
New +$3.79M
TM icon
368
PUT
Toyota
TM
$220B
$3.9M 0.04%
+29,000
New +$3.8M
WM icon
369
CALL
Waste Management
WM
$90.5B
$3.86M 0.04%
33,600
+24,900
+286% +$2.91M
DG icon
370
PUT
Dollar General
DG
$28.2B
$3.86M 0.04%
24,300
+14,900
+159% +$2.16M
DHR icon
371
CALL
Danaher
DHR
$139B
$3.86M 0.04%
30,118
+2,369
+9% +$297K
GSK icon
372
CALL
GSK
GSK
$103B
$3.83M 0.03%
71,760
+24,720
+53% +$1.27M
USO icon
373
PUT
United States Oil Fund
USO
$1.91B
$3.8M 0.03%
41,888
+28,775
+219% +$2.7M
WPM icon
374
CALL
Wheaton Precious Metals
WPM
$50.8B
$3.77M 0.03%
143,600
+49,800
+53% +$1.34M
BMY icon
375
Bristol-Myers Squibb
BMY
$134B
$3.75M 0.03%
74,023
+38,990
+111% +$1.83M
13 14
15
16 17

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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
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
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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.