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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
CNQ icon
1326
PUT
Canadian Natural Resources
CNQ
$94.8B
$413K ﹤0.01%
+31,651
New +$392K
NSC icon
1327
CALL
Norfolk Southern
NSC
$76.8B
$413K ﹤0.01%
2,300
-16,500
-88% -$3.04M
MOAT icon
1328
VanEck Morningstar Wide Moat ETF
MOAT
$12.1B
$410K ﹤0.01%
+8,169
New +$400K
AU icon
1329
PUT
AngloGold Ashanti
AU
$44.5B
$409K ﹤0.01%
22,400
-12,100
-35% -$240K
CSIQ icon
1330
PUT
Canadian Solar
CSIQ
$1.05B
$408K ﹤0.01%
+21,600
New +$470K
IRM icon
1331
PUT
Iron Mountain
IRM
$36.7B
$408K ﹤0.01%
12,600
-17,100
-58% -$537K
NWL icon
1332
PUT
Newell Brands
NWL
$2.6B
$408K ﹤0.01%
+21,800
New +$351K
MA icon
1333
Mastercard
MA
$503B
$407K ﹤0.01%
1,498
-2,932
-66% -$808K
RSG icon
1334
PUT
Republic Services
RSG
$64.2B
$407K ﹤0.01%
4,700
+800
+21% +$70.3K
CP icon
1335
Canadian Pacific Kansas City
CP
$79.3B
$406K ﹤0.01%
+9,135
New +$430K
AGNC icon
1336
PUT
AGNC Investment
AGNC
$12.6B
$405K ﹤0.01%
25,200
-25,700
-50% -$422K
LULU icon
1337
lululemon athletica
LULU
$14.2B
$405K ﹤0.01%
+2,103
New +$393K
VOD icon
1338
CALL
Vodafone
VOD
$36.9B
$404K ﹤0.01%
+20,300
New +$368K
CLX icon
1339
Clorox
CLX
$12.8B
$403K ﹤0.01%
2,656
-4,458
-63% -$705K
CMG icon
1340
Chipotle Mexican Grill
CMG
$42.6B
$403K ﹤0.01%
+24,000
New +$383K
NTAP icon
1341
NetApp
NTAP
$37.6B
$403K ﹤0.01%
+7,684
New +$412K
CMS icon
1342
CMS Energy
CMS
$22.4B
$402K ﹤0.01%
+6,285
New +$382K
CTRA
1343
PUT
DELISTED
Coterra Energy
CTRA
$402K ﹤0.01%
+22,900
New +$439K
RMD icon
1344
ResMed
RMD
$32.4B
$402K ﹤0.01%
2,973
-1,598
-35% -$209K
UHS icon
1345
CALL
Universal Health Services
UHS
$10.3B
$402K ﹤0.01%
+2,700
New +$388K
UHS icon
1346
PUT
Universal Health Services
UHS
$10.3B
$402K ﹤0.01%
+2,700
New +$388K
JD icon
1347
JD.com
JD
$44.1B
$400K ﹤0.01%
14,162
+6,899
+95% +$208K
QID icon
1348
ProShares UltraShort QQQ
QID
$252M
$400K ﹤0.01%
666
+179
+37% +$108K
MXIM
1349
PUT
DELISTED
Maxim Integrated Products
MXIM
$400K ﹤0.01%
+6,900
New +$400K
DD icon
1350
DuPont de Nemours
DD
$19.5B
$399K ﹤0.01%
4,459
-4,321
-49% -$380K
52 53
54
55 56

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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
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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.