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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
TAP icon
651
CALL
Molson Coors Class B
TAP
$7.93B
$1.69M 0.02%
29,300
-3,700
-11% -$201K
AN icon
652
CALL
AutoNation
AN
$7.13B
$1.68M 0.02%
+33,200
New +$1.56M
MET icon
653
PUT
MetLife
MET
$61.9B
$1.67M 0.02%
35,500
+13,200
+59% +$629K
ORLY icon
654
PUT
O'Reilly Automotive
ORLY
$74.9B
$1.67M 0.02%
+63,000
New +$1.63M
DEO icon
655
CALL
Diageo
DEO
$48.8B
$1.67M 0.02%
10,200
-5,400
-35% -$904K
XME icon
656
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.12B
$1.66M 0.02%
65,400
-27,600
-30% -$739K
PVH icon
657
CALL
PVH
PVH
$4.09B
$1.66M 0.02%
18,800
+1,500
+9% +$125K
PXD
658
DELISTED
Pioneer Natural Resource Co.
PXD
$1.66M 0.02%
13,190
+9,308
+240% +$1.23M
EDU icon
659
CALL
New Oriental
EDU
$8.96B
$1.65M 0.02%
14,900
+7,100
+91% +$743K
FCX icon
660
CALL
Freeport-McMoran
FCX
$96.7B
$1.65M 0.02%
172,300
+32,200
+23% +$331K
QLD icon
661
ProShares Ultra QQQ
QLD
$14.1B
$1.64M 0.01%
135,432
-104,904
-44% -$1.29M
SLV icon
662
PUT
iShares Silver Trust
SLV
$28.8B
$1.64M 0.01%
+102,900
New +$1.64M
VXX icon
663
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$154M
$1.63M 0.01%
+1,072
New +$1.71M
MO icon
664
PUT
Altria Group
MO
$114B
$1.63M 0.01%
39,800
-85,200
-68% -$3.92M
XLY icon
665
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$1.62M 0.01%
26,870
+3,032
+13% +$183K
FSLR icon
666
CALL
First Solar
FSLR
$26.2B
$1.62M 0.01%
+27,900
New +$1.79M
EQIX icon
667
PUT
Equinix
EQIX
$104B
$1.61M 0.01%
2,800
+1,000
+56% +$537K
TDG icon
668
CALL
TransDigm Group
TDG
$71.3B
$1.61M 0.01%
3,100
+1,900
+158% +$974K
TTD icon
669
CALL
Trade Desk
TTD
$9.09B
$1.61M 0.01%
86,000
+43,000
+100% +$1.02M
SO icon
670
PUT
Southern Company
SO
$107B
$1.61M 0.01%
26,000
+2,000
+8% +$116K
GIS icon
671
General Mills
GIS
$19.3B
$1.6M 0.01%
29,066
-4,833
-14% -$260K
CHKP icon
672
PUT
Check Point Software Technologies
CHKP
$12.7B
$1.6M 0.01%
+14,600
New +$1.63M
SWKS icon
673
PUT
Skyworks Solutions
SWKS
$10.1B
$1.59M 0.01%
20,100
-4,000
-17% -$319K
LNC icon
674
PUT
Lincoln National
LNC
$9B
$1.59M 0.01%
26,400
+7,000
+36% +$419K
SNPS icon
675
PUT
Synopsys
SNPS
$77.3B
$1.59M 0.01%
11,600
+8,400
+263% +$1.14M
25 26
27
28 29

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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
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RB
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OMG
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MCM
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EI
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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.