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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
STX icon
576
PUT
Seagate
STX
$192B
$2.1M 0.02%
39,100
+21,900
+127% +$1.07M
MAR icon
577
PUT
Marriott International
MAR
$90B
$2.1M 0.02%
16,900
+11,200
+196% +$1.49M
FDX icon
578
FedEx
FDX
$74.1B
$2.1M 0.02%
14,414
+12,098
+522% +$1.95M
BIIB icon
579
Biogen
BIIB
$30.8B
$2.09M 0.02%
8,980
+1,110
+14% +$258K
KKR icon
580
CALL
KKR & Co
KKR
$97.2B
$2.09M 0.02%
77,800
+57,100
+276% +$1.51M
VXX icon
581
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
$2.09M 0.02%
+1,375
New +$2.19M
UN
582
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$2.07M 0.02%
34,500
+23,200
+205% +$1.39M
XOP icon
583
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
$2.07M 0.02%
23,121
-2,155
-9% -$203K
AVB icon
584
PUT
AvalonBay Communities
AVB
$27B
$2.05M 0.02%
9,500
-5,100
-35% -$1.07M
PNC icon
585
PUT
PNC Financial Services
PNC
$101B
$2.05M 0.02%
14,600
+7,500
+106% +$1.02M
RGLD icon
586
CALL
Royal Gold
RGLD
$17.5B
$2.04M 0.02%
16,600
-300
-2% -$36.5K
TROW icon
587
CALL
T. Rowe Price
TROW
$24.7B
$2.04M 0.02%
17,900
+10,200
+132% +$1.14M
DLR icon
588
CALL
Digital Realty Trust
DLR
$71.7B
$2.04M 0.02%
15,700
+4,400
+39% +$535K
CERN
589
CALL
DELISTED
Cerner Corp
CERN
$2.04M 0.02%
29,900
+18,400
+160% +$1.3M
TCOM icon
590
PUT
Trip.com Group
TCOM
$29.5B
$2.02M 0.02%
69,100
+62,500
+947% +$2.2M
ADI icon
591
CALL
Analog Devices
ADI
$185B
$2.02M 0.02%
18,100
-6,400
-26% -$725K
PH icon
592
PUT
Parker-Hannifin
PH
$125B
$2M 0.02%
11,100
-1,700
-13% -$289K
CLR
593
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$2M 0.02%
65,000
+54,500
+519% +$1.84M
MTCH icon
594
CALL
Match Group
MTCH
$9.62B
$1.99M 0.02%
27,900
+18,500
+197% +$1.44M
FXI icon
595
iShares China Large-Cap ETF
FXI
$4.33B
$1.99M 0.02%
50,011
+43,280
+643% +$1.76M
APH icon
596
CALL
Amphenol
APH
$211B
$1.98M 0.02%
+82,000
New +$1.89M
KEY icon
597
CALL
KeyCorp
KEY
$24.8B
$1.98M 0.02%
110,800
+30,000
+37% +$519K
YUM icon
598
PUT
Yum! Brands
YUM
$40.3B
$1.97M 0.02%
17,400
+11,100
+176% +$1.27M
ZTS icon
599
CALL
Zoetis
ZTS
$31.9B
$1.97M 0.02%
15,800
-27,200
-63% -$3.28M
ETFC
600
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$1.96M 0.02%
44,800
+34,800
+348% +$1.54M
22 23
24
25 26

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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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.