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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
+97.03%
10 Year Est. Return
+293.07%
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
SNY icon
1251
CALL
Sanofi
SNY
$106B
$468K ﹤0.01%
10,100
-17,800
-64% -$768K
WORK
1252
CALL
DELISTED
Slack Technologies, Inc.
WORK
$465K ﹤0.01%
+19,600
New +$594K
EA icon
1253
Electronic Arts
EA
$464K ﹤0.01%
4,741
-14,206
-75% -$1.33M
NVO
1254
Novo Nordisk
NVO
$203B
$464K ﹤0.01%
17,946
+5,498
+44% +$139K
ORCL icon
1255
Oracle
ORCL
$401B
$463K ﹤0.01%
+8,410
New +$465K
TD icon
1256
Toronto Dominion Bank
TD
$200B
$462K ﹤0.01%
+7,927
New +$451K
CLF icon
1257
PUT
Cleveland-Cliffs
CLF
$7.11B
$461K ﹤0.01%
63,800
+8,000
+14% +$72.1K
GPRO icon
1258
CALL
GoPro
GPRO
$124M
$459K ﹤0.01%
88,500
+58,600
+196% +$275K
BMRN icon
1259
CALL
BioMarin Pharmaceuticals
BMRN
$11.7B
$458K ﹤0.01%
6,800
+900
+15% +$69.3K
CIG icon
1260
CEMIG Preferred Shares
CIG
$6.15B
$458K ﹤0.01%
+264,835
New +$489K
NAV
1261
CALL
DELISTED
Navistar International
NAV
$458K ﹤0.01%
+16,300
New +$463K
FL
1262
PUT
DELISTED
Foot Locker
FL
$457K ﹤0.01%
10,600
-500
-5% -$20.1K
SA
1263
CALL
Seabridge Gold
SA
$3.12B
$457K ﹤0.01%
36,100
+22,800
+171% +$324K
VTIP icon
1264
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$457K ﹤0.01%
+9,315
New +$460K
FTI icon
1265
CALL
TechnipFMC
FTI
$27.6B
$456K ﹤0.01%
+25,402
New +$474K
IXUS icon
1266
iShares Core MSCI Total International Stock ETF
IXUS
$59.5B
$456K ﹤0.01%
+7,888
New +$453K
PSA icon
1267
Public Storage
PSA
$61.3B
$455K ﹤0.01%
1,856
-1,291
-41% -$324K
BPL
1268
DELISTED
Buckeye Partners, L.P.
BPL
$455K ﹤0.01%
+11,064
New +$456K
CAG icon
1269
Conagra Brands
CAG
$7.25B
$454K ﹤0.01%
14,814
-12,678
-46% -$365K
LYFT icon
1270
PUT
Lyft
LYFT
$6.22B
$453K ﹤0.01%
+11,100
New +$606K
RHP icon
1271
Ryman Hospitality Properties
RHP
$7.98B
$451K ﹤0.01%
+5,512
New +$436K
WOLF icon
1272
PUT
Wolfspeed
WOLF
$1.32B
$451K ﹤0.01%
9,200
+2,100
+30% +$114K
BMO icon
1273
CALL
Bank of Montreal
BMO
$127B
$450K ﹤0.01%
+6,100
New +$444K
CPRT icon
1274
PUT
Copart
CPRT
$26.9B
$450K ﹤0.01%
22,400
+1,600
+8% +$31.1K
R icon
1275
PUT
Ryder
R
$10.2B
$450K ﹤0.01%
+8,700
New +$455K
49 50
51
52 53

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
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NOCM
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QIM
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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.