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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
Y
1076
DELISTED
Alleghany Corp
Y
$637K 0.01%
798
+221
+38% +$163K
CTXS
1077
CALL
DELISTED
Citrix Systems Inc
CTXS
$637K 0.01%
+6,600
New +$631K
TD icon
1078
CALL
Toronto Dominion Bank
TD
$200B
$635K 0.01%
10,900
-3,000
-22% -$171K
OMC icon
1079
CALL
Omnicom Group
OMC
$22.4B
$634K 0.01%
8,100
+900
+13% +$71.5K
DVY icon
1080
CALL
iShares Select Dividend ETF
DVY
$23.5B
$632K 0.01%
+6,200
New +$618K
LEN icon
1081
Lennar Class A
LEN
$21.2B
$632K 0.01%
11,686
-8,187
-41% -$399K
MTCH icon
1082
PUT
Match Group
MTCH
$8.9B
$629K 0.01%
+8,800
New +$686K
DLR icon
1083
PUT
Digital Realty Trust
DLR
$72.1B
$623K 0.01%
+4,800
New +$584K
HPE icon
1084
CALL
Hewlett Packard
HPE
$70.5B
$622K 0.01%
41,000
+5,800
+16% +$82.5K
WW
1085
CALL
DELISTED
WW International
WW
$620K 0.01%
16,400
-2,800
-15% -$79.1K
SJM icon
1086
PUT
J.M. Smucker
SJM
$12.7B
$616K 0.01%
5,600
+700
+14% +$78K
PLD icon
1087
CALL
Prologis
PLD
$131B
$614K 0.01%
7,200
+700
+11% +$57.9K
HSBC icon
1088
CALL
HSBC
HSBC
$352B
$612K 0.01%
+16,000
New +$620K
LITE icon
1089
CALL
Lumentum
LITE
$64.3B
$611K 0.01%
11,400
+4,100
+56% +$231K
EMLC icon
1090
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.81B
$609K 0.01%
18,442
+11,983
+186% +$406K
HPE icon
1091
Hewlett Packard
HPE
$70.5B
$608K 0.01%
40,072
+25,073
+167% +$356K
MGA icon
1092
CALL
Magna International
MGA
$19.2B
$608K 0.01%
11,400
+5,600
+97% +$279K
SNY icon
1093
PUT
Sanofi
SNY
$103B
$607K 0.01%
13,100
-4,600
-26% -$198K
AMP icon
1094
Ameriprise Financial
AMP
$49.6B
$606K 0.01%
4,118
+2,060
+100% +$289K
STLA icon
1095
PUT
Stellantis
STLA
$21.2B
$603K 0.01%
+46,600
New +$624K
TOL icon
1096
Toll Brothers
TOL
$14.5B
$600K 0.01%
+14,623
New +$539K
KMX icon
1097
PUT
CarMax
KMX
$8.04B
$598K 0.01%
6,800
-1,800
-21% -$154K
ORLY icon
1098
CALL
O'Reilly Automotive
ORLY
$76.3B
$598K 0.01%
22,500
-37,500
-63% -$969K
AMTD
1099
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$598K 0.01%
12,800
-26,100
-67% -$1.25M
HUYA
1100
CALL
Huya Inc
HUYA
$558M
$596K 0.01%
25,200
+13,700
+119% +$323K
42 43
44
45 46

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
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.