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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
VMC icon
876
PUT
Vulcan Materials
VMC
$36.7B
$968K 0.01%
6,400
-3,300
-34% -$466K
ADAM
877
Adamas Trust
ADAM
$848M
$966K 0.01%
39,640
+24,191
+157% +$595K
SLV icon
878
iShares Silver Trust
SLV
$28.8B
$966K 0.01%
60,676
+45,231
+293% +$719K
MIC
879
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$963K 0.01%
24,400
+9,400
+63% +$371K
HP icon
880
CALL
Helmerich & Payne
HP
$3.41B
$962K 0.01%
24,000
-2,800
-10% -$124K
TAP icon
881
Molson Coors Class B
TAP
$7.86B
$960K 0.01%
16,700
+8,282
+98% +$449K
SFIX
882
CALL
Stitch Fix
SFIX
$552M
$959K 0.01%
49,800
+17,900
+56% +$416K
SONY icon
883
PUT
Sony
SONY
$131B
$958K 0.01%
+81,000
New +$915K
EQR icon
884
CALL
Equity Residential
EQR
$25.3B
$957K 0.01%
11,100
-20,600
-65% -$1.68M
TTD icon
885
PUT
Trade Desk
TTD
$9.09B
$957K 0.01%
51,000
-1,000
-2% -$23.8K
AMC icon
886
CALL
AMC Entertainment Holdings
AMC
$2.39B
$956K 0.01%
8,930
+7,630
+587% +$830K
APO icon
887
CALL
Apollo Global Management
APO
$74.6B
$953K 0.01%
25,200
+17,300
+219% +$630K
STT icon
888
PUT
State Street
STT
$50.5B
$953K 0.01%
16,100
+3,600
+29% +$200K
MRO
889
DELISTED
Marathon Oil Corporation
MRO
$953K 0.01%
77,687
+57,852
+292% +$748K
F icon
890
Ford
F
$56.8B
$950K 0.01%
103,744
-80,999
-44% -$769K
YELP icon
891
CALL
Yelp
YELP
$1.47B
$949K 0.01%
+27,300
New +$944K
IP icon
892
International Paper
IP
$21.9B
$946K 0.01%
23,884
+8,818
+59% +$345K
M icon
893
Macy's
M
$6.83B
$944K 0.01%
60,729
+34,144
+128% +$632K
ETN icon
894
PUT
Eaton
ETN
$170B
$940K 0.01%
11,300
+4,900
+77% +$397K
CCK icon
895
CALL
Crown Holdings
CCK
$13B
$938K 0.01%
+14,200
New +$910K
ZM icon
896
CALL
Zoom
ZM
$28.8B
$937K 0.01%
+12,300
New +$1.11M
CLF icon
897
CALL
Cleveland-Cliffs
CLF
$7.02B
$936K 0.01%
129,700
+59,200
+84% +$533K
EWZ icon
898
CALL
iShares MSCI Brazil ETF
EWZ
$9.14B
$935K 0.01%
22,200
+12,800
+136% +$552K
MNST icon
899
CALL
Monster Beverage
MNST
$91.5B
$935K 0.01%
32,200
+19,800
+160% +$600K
K
900
PUT
DELISTED
Kellanova
K
$933K 0.01%
15,443
-6,816
-31% -$390K
34 35
36
37 38

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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.