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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
VWO icon
701
Vanguard FTSE Emerging Markets ETF
VWO
$123B
$1.49M 0.01%
37,051
-2,755
-7% -$114K
VNO icon
702
CALL
Vornado Realty Trust
VNO
$7.7B
$1.48M 0.01%
23,200
-100
-0.4% -$6.29K
KBH icon
703
PUT
KB Home
KBH
$3.56B
$1.48M 0.01%
43,400
-5,200
-11% -$146K
UBER icon
704
PUT
Uber
UBER
$147B
$1.46M 0.01%
48,000
+12,100
+34% +$455K
ARCC icon
705
PUT
Ares Capital
ARCC
$14.1B
$1.46M 0.01%
78,400
+26,500
+51% +$491K
GD icon
706
General Dynamics
GD
$104B
$1.46M 0.01%
7,993
+6,602
+475% +$1.23M
SAM icon
707
CALL
Boston Beer
SAM
$1.92B
$1.46M 0.01%
4,000
+2,900
+264% +$1.14M
GRMN
708
CALL
Garmin
GRMN
$59.3B
$1.44M 0.01%
17,000
+1,200
+8% +$96.8K
IYT icon
709
PUT
iShares US Transportation ETF
IYT
$2.31B
$1.43M 0.01%
+30,800
New +$1.44M
URI icon
710
PUT
United Rentals
URI
$71.6B
$1.43M 0.01%
11,500
+300
+3% +$36.4K
DVA icon
711
PUT
DaVita
DVA
$14.6B
$1.43M 0.01%
25,000
+19,500
+355% +$1.13M
AMBA icon
712
CALL
Ambarella
AMBA
$3.61B
$1.43M 0.01%
22,700
+4,500
+25% +$233K
CMS icon
713
CALL
CMS Energy
CMS
$22.5B
$1.43M 0.01%
22,300
-3,400
-13% -$206K
NWL icon
714
CALL
Newell Brands
NWL
$2.61B
$1.42M 0.01%
76,000
-5,000
-6% -$80.6K
AU icon
715
CALL
AngloGold Ashanti
AU
$41.2B
$1.42M 0.01%
77,600
+10,200
+15% +$203K
DOCU
716
CALL
DocuSign
DOCU
$11B
$1.42M 0.01%
22,900
+15,900
+227% +$833K
MMP
717
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.41M 0.01%
21,300
-17,600
-45% -$1.16M
AEM icon
718
PUT
Agnico Eagle Mines
AEM
$76.3B
$1.41M 0.01%
26,300
-40,400
-61% -$2.29M
HUBS icon
719
CALL
HubSpot
HUBS
$12.7B
$1.41M 0.01%
9,300
+6,800
+272% +$1.22M
FLG
720
CALL
Flagstar Bank National Association
FLG
$5.95B
$1.41M 0.01%
+37,433
New +$1.29M
RCL icon
721
PUT
Royal Caribbean
RCL
$87.1B
$1.41M 0.01%
13,000
-3,600
-22% -$396K
FLRN icon
722
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.09B
$1.41M 0.01%
45,725
+28
+0.1% +$860
SMG icon
723
CALL
ScottsMiracle-Gro
SMG
$3.86B
$1.41M 0.01%
13,800
+4,100
+42% +$429K
DLTR icon
724
PUT
Dollar Tree
DLTR
$25.1B
$1.4M 0.01%
+12,300
New +$1.29M
LYB icon
725
CALL
LyondellBasell Industries
LYB
$19.7B
$1.4M 0.01%
+15,600
New +$1.27M
27 28
29
30 31

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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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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.