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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
STM icon
1501
STMicroelectronics
STM
$47.5B
$319K ﹤0.01%
+16,497
New +$303K
CRVL icon
1502
CorVel
CRVL
$3.19B
$317K ﹤0.01%
+12,555
New +$357K
RMBS icon
1503
CALL
Rambus
RMBS
$10.6B
$316K ﹤0.01%
+24,100
New +$302K
WEN icon
1504
Wendy's
WEN
$1.41B
$316K ﹤0.01%
15,794
+5,654
+56% +$113K
LAZ icon
1505
CALL
Lazard
LAZ
$4.22B
$315K ﹤0.01%
+9,000
New +$319K
ZM icon
1506
Zoom
ZM
$29.7B
$315K ﹤0.01%
+4,135
New +$372K
AAP icon
1507
PUT
Advance Auto Parts
AAP
$3.49B
$314K ﹤0.01%
1,900
-1,600
-46% -$240K
FIW icon
1508
PUT
First Trust Water ETF
FIW
$1.93B
$314K ﹤0.01%
5,600
-5,400
-49% -$296K
VOD icon
1509
Vodafone
VOD
$37B
$314K ﹤0.01%
15,765
+5,443
+53% +$98.6K
ET icon
1510
Energy Transfer Partners
ET
$71.2B
$313K ﹤0.01%
23,964
-1,563
-6% -$21.8K
LHX icon
1511
CALL
L3Harris
LHX
$53.9B
$313K ﹤0.01%
1,500
+300
+25% +$61.4K
BLUE
1512
PUT
DELISTED
bluebird bio
BLUE
$312K ﹤0.01%
+262
New +$400K
DBX icon
1513
PUT
Dropbox
DBX
$8.06B
$311K ﹤0.01%
+15,400
New +$328K
WUBA
1514
PUT
DELISTED
58.com Inc
WUBA
$311K ﹤0.01%
6,300
+1,400
+29% +$77.5K
BMRN icon
1515
PUT
BioMarin Pharmaceuticals
BMRN
$11.9B
$310K ﹤0.01%
4,600
-5,700
-55% -$439K
GGN
1516
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$801M
$310K ﹤0.01%
71,154
+22,737
+47% +$102K
HLF icon
1517
PUT
Herbalife
HLF
$1.19B
$310K ﹤0.01%
8,200
-3,700
-31% -$144K
EFX icon
1518
PUT
Equifax
EFX
$20.7B
$309K ﹤0.01%
2,200
-7,000
-76% -$986K
MRVL icon
1519
Marvell Technology
MRVL
$189B
$309K ﹤0.01%
12,364
-29,995
-71% -$753K
BEN icon
1520
Franklin Resources
BEN
$17.3B
$308K ﹤0.01%
+10,689
New +$327K
CTVA icon
1521
CALL
Corteva
CTVA
$51.3B
$308K ﹤0.01%
+11,000
New +$318K
CX icon
1522
Cemex
CX
$16.3B
$308K ﹤0.01%
78,697
-58,420
-43% -$214K
KO icon
1523
Coca-Cola
KO
$374B
$308K ﹤0.01%
5,658
-24,735
-81% -$1.32M
NI icon
1524
CALL
NiSource
NI
$20.8B
$308K ﹤0.01%
+10,300
New +$302K
CI icon
1525
Cigna
CI
$72.7B
$307K ﹤0.01%
2,023
-652
-24% -$106K
59 60
61
62 63

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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
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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.