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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
ECL icon
976
CALL
Ecolab
ECL
$80.3B
$792K 0.01%
4,000
-9,400
-70% -$1.88M
IJH icon
977
PUT
iShares Core S&P Mid-Cap ETF
IJH
$126B
$792K 0.01%
+20,500
New +$788K
TTWO icon
978
PUT
Take-Two Interactive
TTWO
$44.2B
$790K 0.01%
6,300
+200
+3% +$25K
GE icon
979
PUT
GE Aerospace
GE
$397B
$789K 0.01%
17,696
-7,865
-31% -$370K
PAA icon
980
CALL
Plains All American Pipeline
PAA
$16.3B
$789K 0.01%
38,000
-1,500
-4% -$33.9K
EPD icon
981
Enterprise Products Partners
EPD
$81.2B
$787K 0.01%
+27,541
New +$802K
RIO icon
982
CALL
Rio Tinto
RIO
$165B
$787K 0.01%
15,100
-44,700
-75% -$2.43M
DOW icon
983
PUT
Dow Inc
DOW
$21.2B
$786K 0.01%
+16,500
New +$772K
TEL icon
984
PUT
TE Connectivity
TEL
$62.6B
$783K 0.01%
8,400
+3,800
+83% +$350K
EWW icon
985
CALL
iShares MSCI Mexico ETF
EWW
$1.99B
$782K 0.01%
18,300
-18,700
-51% -$781K
KLAC icon
986
PUT
KLA
KLAC
$253B
$781K 0.01%
49,000
-10,000
-17% -$140K
BXP icon
987
PUT
Boston Properties
BXP
$11.2B
$778K 0.01%
+6,000
New +$779K
CSIQ icon
988
CALL
Canadian Solar
CSIQ
$1.07B
$778K 0.01%
+41,200
New +$896K
MO icon
989
Altria Group
MO
$113B
$778K 0.01%
+19,026
New +$875K
WWE
990
CALL
DELISTED
World Wrestling Entertainment
WWE
$776K 0.01%
10,900
+2,300
+27% +$165K
CASY icon
991
CALL
Casey's General Stores
CASY
$31.6B
$774K 0.01%
4,800
+1,300
+37% +$214K
JCI icon
992
PUT
Johnson Controls International
JCI
$93.6B
$772K 0.01%
+17,600
New +$745K
SU icon
993
CALL
Suncor Energy
SU
$74.5B
$771K 0.01%
24,400
-200
-0.8% -$6.02K
SPXU icon
994
ProShares UltraPro Short S&P 500
SPXU
$388M
$769K 0.01%
+296
New +$799K
VAC icon
995
CALL
Marriott Vacations Worldwide
VAC
$3.52B
$767K 0.01%
7,400
+3,800
+106% +$374K
HBAN icon
996
PUT
Huntington Bancshares
HBAN
$35.7B
$761K 0.01%
53,300
-4,200
-7% -$57.4K
IP icon
997
PUT
International Paper
IP
$22.5B
$761K 0.01%
19,219
+3,273
+21% +$128K
NTAP icon
998
PUT
NetApp
NTAP
$37.2B
$761K 0.01%
14,500
-4,700
-24% -$252K
BBY icon
999
PUT
Best Buy
BBY
$17.8B
$759K 0.01%
11,000
-18,500
-63% -$1.29M
LEA icon
1000
PUT
Lear
LEA
$6.22B
$755K 0.01%
+6,400
New +$778K
38 39
40
41 42

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
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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
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.