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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
GHY
751
PGIM Global High Yield Fund
GHY
$481M
$1.33M 0.01%
+92,363
New +$1.33M
XHB icon
752
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.54B
$1.32M 0.01%
30,000
+6,900
+30% +$290K
ALGN icon
753
PUT
Align Technology
ALGN
$12.4B
$1.32M 0.01%
7,300
+400
+6% +$83.2K
ITB icon
754
PUT
iShares US Home Construction ETF
ITB
$2.31B
$1.32M 0.01%
30,500
+24,100
+377% +$966K
CAG icon
755
CALL
Conagra Brands
CAG
$7.18B
$1.32M 0.01%
42,900
+2,700
+7% +$77.7K
ALL icon
756
PUT
Allstate
ALL
$67.6B
$1.31M 0.01%
12,100
+9,400
+348% +$981K
BKR icon
757
PUT
Baker Hughes
BKR
$61.3B
$1.31M 0.01%
+56,500
New +$1.32M
ACN icon
758
PUT
Accenture
ACN
$104B
$1.31M 0.01%
6,800
-15,500
-70% -$3M
WOLF icon
759
CALL
Wolfspeed
WOLF
$1.41B
$1.3M 0.01%
26,600
+11,800
+80% +$642K
IRM icon
760
CALL
Iron Mountain
IRM
$37.3B
$1.3M 0.01%
40,200
-6,700
-14% -$210K
DAL icon
761
Delta Air Lines
DAL
$61B
$1.3M 0.01%
22,578
-45,014
-67% -$2.67M
HON icon
762
Honeywell
HON
$78.9B
$1.3M 0.01%
8,135
+3,023
+59% +$481K
REGN icon
763
Regeneron Pharmaceuticals
REGN
$78.3B
$1.29M 0.01%
4,661
+3,680
+375% +$1.09M
BHC icon
764
CALL
Bausch Health
BHC
$2.41B
$1.29M 0.01%
58,900
-42,100
-42% -$963K
DG icon
765
CALL
Dollar General
DG
$28.1B
$1.29M 0.01%
8,100
+2,200
+37% +$318K
MT icon
766
PUT
ArcelorMittal
MT
$56.7B
$1.29M 0.01%
90,400
+40,300
+80% +$619K
NYT icon
767
CALL
New York Times
NYT
$12.2B
$1.29M 0.01%
+45,200
New +$1.43M
KKR icon
768
PUT
KKR & Co
KKR
$97.2B
$1.29M 0.01%
47,900
+39,500
+470% +$1.04M
BZUN
769
CALL
Baozun
BZUN
$176M
$1.28M 0.01%
30,100
+7,000
+30% +$333K
SCHW
770
PUT
Charles Schwab
SCHW
$185B
$1.28M 0.01%
30,700
-36,300
-54% -$1.47M
IRBT
771
PUT
DELISTED
iRobot
IRBT
$1.28M 0.01%
+20,800
New +$1.49M
AAP icon
772
Advance Auto Parts
AAP
$3.55B
$1.28M 0.01%
7,725
+6,330
+454% +$951K
ACWX icon
773
iShares MSCI ACWI ex US ETF
ACWX
$11.7B
$1.28M 0.01%
27,748
-46,086
-62% -$2.11M
WFC.PRL icon
774
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.69B
$1.27M 0.01%
+850
New +$1.21M
CMA
775
CALL
DELISTED
Comerica
CMA
$1.27M 0.01%
19,300
+12,200
+172% +$808K
29 30
31
32 33

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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.