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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
MRK icon
1051
Merck
MRK
$318B
$663K 0.01%
+8,258
New +$662K
RACE icon
1052
PUT
Ferrari
RACE
$71.5B
$663K 0.01%
+4,300
New +$686K
DDS icon
1053
PUT
Dillards
DDS
$9.69B
$661K 0.01%
10,000
+3,000
+43% +$192K
URI icon
1054
CALL
United Rentals
URI
$72.3B
$661K 0.01%
5,300
-3,500
-40% -$424K
ETFC
1055
DELISTED
E*Trade Financial Corporation
ETFC
$661K 0.01%
15,120
-4,577
-23% -$203K
CVI icon
1056
CALL
CVR Energy
CVI
$3.18B
$660K 0.01%
15,000
-1,000
-6% -$46.6K
MAS icon
1057
CALL
Masco
MAS
$15.3B
$659K 0.01%
15,800
+1,100
+7% +$44.1K
AON icon
1058
CALL
Aon
AON
$76.1B
$658K 0.01%
3,400
-9,900
-74% -$1.91M
NBIS
1059
CALL
Nebius Group N.V.
NBIS
$57.3B
$658K 0.01%
18,800
+2,600
+16% +$98.1K
SHW icon
1060
Sherwin-Williams
SHW
$89B
$657K 0.01%
3,585
+1,962
+121% +$334K
TVIX
1061
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$656K 0.01%
+4,825
New +$776K
TRGP icon
1062
PUT
Targa Resources
TRGP
$55.9B
$655K 0.01%
16,300
+10,200
+167% +$390K
HBI
1063
CALL
DELISTED
Hanesbrands
HBI
$653K 0.01%
+42,600
New +$648K
MDCO
1064
CALL
DELISTED
Medicines Co
MDCO
$650K 0.01%
13,000
-20,000
-61% -$798K
LM
1065
PUT
DELISTED
Legg Mason, Inc.
LM
$649K 0.01%
17,000
+4,800
+39% +$182K
PAAS icon
1066
Pan American Silver
PAAS
$20.3B
$646K 0.01%
+41,185
New +$666K
CTAS icon
1067
PUT
Cintas
CTAS
$80.2B
$643K 0.01%
+9,600
New +$615K
RCL icon
1068
Royal Caribbean
RCL
$87.5B
$643K 0.01%
+5,932
New +$653K
TRGP icon
1069
CALL
Targa Resources
TRGP
$55.9B
$643K 0.01%
16,000
+10,400
+186% +$397K
ROP icon
1070
PUT
Roper Technologies
ROP
$39B
$642K 0.01%
1,800
+500
+38% +$182K
ILMN icon
1071
CALL
Illumina
ILMN
$30.1B
$639K 0.01%
2,159
-719
-25% -$212K
KEY icon
1072
PUT
KeyCorp
KEY
$24.8B
$639K 0.01%
35,800
+24,300
+211% +$420K
AEM icon
1073
CALL
Agnico Eagle Mines
AEM
$82.7B
$638K 0.01%
11,900
-62,200
-84% -$3.52M
DELL icon
1074
PUT
Dell
DELL
$306B
$638K 0.01%
24,268
+15,784
+186% +$418K
TLT icon
1075
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
$638K 0.01%
4,456
-10,762
-71% -$1.5M
41 42
43
44 45

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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
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.