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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
BBY icon
476
CALL
Best Buy
BBY
$17.7B
$2.79M 0.03%
40,400
+5,000
+14% +$349K
MDY icon
477
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$2.79M 0.03%
+7,900
New +$2.77M
HES
478
DELISTED
Hess
HES
$2.78M 0.03%
45,928
+27,199
+145% +$1.69M
NXPI icon
479
PUT
NXP Semiconductors
NXPI
$58.8B
$2.77M 0.03%
+25,400
New +$2.59M
UNP icon
480
PUT
Union Pacific
UNP
$174B
$2.77M 0.03%
17,100
-61,200
-78% -$10.3M
RF icon
481
CALL
Regions Financial
RF
$27.1B
$2.76M 0.03%
174,700
+46,500
+36% +$703K
TAP icon
482
PUT
Molson Coors Class B
TAP
$7.86B
$2.73M 0.02%
47,500
+16,500
+53% +$895K
REGN icon
483
PUT
Regeneron Pharmaceuticals
REGN
$77.6B
$2.72M 0.02%
9,800
-8,800
-47% -$2.6M
SHW icon
484
CALL
Sherwin-Williams
SHW
$87.4B
$2.69M 0.02%
14,700
-6,300
-30% -$1.07M
CYBR
485
CALL
DELISTED
CyberArk
CYBR
$2.69M 0.02%
26,900
+20,200
+301% +$2.44M
BNY
486
PUT
Bank of New York Mellon
BNY
$107B
$2.67M 0.02%
59,100
+29,100
+97% +$1.3M
CI icon
487
PUT
Cigna
CI
$72.4B
$2.67M 0.02%
17,600
+9,800
+126% +$1.59M
STT icon
488
CALL
State Street
STT
$51.2B
$2.66M 0.02%
45,000
-1,900
-4% -$105K
OKE icon
489
CALL
Oneok
OKE
$53.7B
$2.66M 0.02%
36,100
+10,700
+42% +$757K
MPC icon
490
Marathon Petroleum
MPC
$90B
$2.65M 0.02%
43,610
+33,234
+320% +$1.75M
OIH icon
491
CALL
VanEck Oil Services ETF
OIH
$1.92B
$2.63M 0.02%
11,190
+8,085
+260% +$2.09M
DOW icon
492
CALL
Dow Inc
DOW
$21.2B
$2.62M 0.02%
54,900
+32,400
+144% +$1.52M
DAL icon
493
CALL
Delta Air Lines
DAL
$60.5B
$2.6M 0.02%
45,200
-43,600
-49% -$2.58M
IYF icon
494
iShares US Financials ETF
IYF
$4.61B
$2.6M 0.02%
40,424
+5,974
+17% +$380K
MCHP icon
495
CALL
Microchip Technology
MCHP
$42.9B
$2.59M 0.02%
55,800
+31,000
+125% +$1.41M
MELI icon
496
CALL
Mercado Libre
MELI
$95B
$2.59M 0.02%
4,700
-1,200
-20% -$728K
SHW icon
497
PUT
Sherwin-Williams
SHW
$87.4B
$2.58M 0.02%
14,100
+3,300
+31% +$561K
JD icon
498
CALL
JD.com
JD
$44.2B
$2.58M 0.02%
91,300
+10,700
+13% +$323K
STZ icon
499
PUT
Constellation Brands
STZ
$22.4B
$2.57M 0.02%
12,400
+5,000
+68% +$1M
DE icon
500
PUT
Deere & Co
DE
$165B
$2.56M 0.02%
15,200
+11,300
+290% +$1.81M
18 19
20
21 22

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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
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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.