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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
CMA
1301
PUT
DELISTED
Comerica
CMA
$429K ﹤0.01%
6,500
-14,400
-69% -$953K
CTRA
1302
CALL
DELISTED
Coterra Energy
CTRA
$429K ﹤0.01%
+24,400
New +$468K
DVA icon
1303
CALL
DaVita
DVA
$11.7B
$428K ﹤0.01%
7,500
-1,000
-12% -$58.1K
LMT icon
1304
Lockheed Martin
LMT
$134B
$428K ﹤0.01%
+1,098
New +$413K
ROP icon
1305
CALL
Roper Technologies
ROP
$38.6B
$428K ﹤0.01%
1,200
-2,400
-67% -$872K
TSM icon
1306
PUT
TSMC
TSM
$2.19T
$428K ﹤0.01%
9,200
-7,700
-46% -$328K
WU icon
1307
Western Union
WU
$2.23B
$427K ﹤0.01%
+18,448
New +$398K
GBT
1308
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
$427K ﹤0.01%
8,800
-4,800
-35% -$250K
ZS icon
1309
PUT
Zscaler
ZS
$26.1B
$425K ﹤0.01%
+9,000
New +$648K
NBIS
1310
PUT
Nebius Group N.V.
NBIS
$53.6B
$424K ﹤0.01%
12,100
+5,700
+89% +$215K
EAT icon
1311
CALL
Brinker International
EAT
$9.58B
$422K ﹤0.01%
+9,900
New +$397K
FTNT icon
1312
CALL
Fortinet
FTNT
$118B
$422K ﹤0.01%
27,500
+10,000
+57% +$162K
O icon
1313
PUT
Realty Income
O
$58.4B
$422K ﹤0.01%
5,676
-13,313
-70% -$934K
GBT
1314
PUT
DELISTED
Global Blood Therapeutics, Inc.
GBT
$422K ﹤0.01%
8,700
-7,300
-46% -$380K
SEDG icon
1315
PUT
SolarEdge
SEDG
$2.03B
$419K ﹤0.01%
+5,000
New +$373K
DINO icon
1316
PUT
HF Sinclair
DINO
$14.8B
$418K ﹤0.01%
7,800
-500
-6% -$24.2K
UNH icon
1317
UnitedHealth
UNH
$368B
$418K ﹤0.01%
+1,923
New +$464K
VEU icon
1318
Vanguard FTSE All-World ex-US ETF
VEU
$68B
$418K ﹤0.01%
8,380
+4,253
+103% +$212K
COO icon
1319
PUT
Cooper Companies
COO
$14.5B
$416K ﹤0.01%
5,600
-9,600
-63% -$774K
DKS icon
1320
PUT
Dick's Sporting Goods
DKS
$18B
$416K ﹤0.01%
10,200
-14,200
-58% -$512K
LIN icon
1321
Linde
LIN
$227B
$416K ﹤0.01%
2,147
-5,649
-72% -$1.09M
TSCO icon
1322
CALL
Tractor Supply
TSCO
$17.8B
$416K ﹤0.01%
23,000
-7,000
-23% -$145K
NOK icon
1323
PUT
Nokia
NOK
$53.3B
$415K ﹤0.01%
+82,000
New +$423K
IJS icon
1324
iShares S&P Small-Cap 600 Value ETF
IJS
$8.33B
$414K ﹤0.01%
+5,508
New +$405K
APD icon
1325
Air Products & Chemicals
APD
$66.5B
$413K ﹤0.01%
1,860
-238
-11% -$53.5K
51 52
53
54 55

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OAM
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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
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.