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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
ALK icon
1551
PUT
Alaska Air
ALK
$5.66B
$299K ﹤0.01%
+4,600
New +$290K
CIM
1552
CALL
Chimera Investment
CIM
$992M
$299K ﹤0.01%
+5,100
New +$297K
IEF icon
1553
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$299K ﹤0.01%
2,662
-13,815
-84% -$1.54M
VIRT icon
1554
CALL
Virtu Financial
VIRT
$4.91B
$299K ﹤0.01%
+18,300
New +$366K
ABBV icon
1555
AbbVie
ABBV
$431B
$298K ﹤0.01%
3,936
-14,368
-78% -$985K
CCL icon
1556
Carnival Corporation Ltd
CCL
$39.4B
$298K ﹤0.01%
6,807
-3,589
-35% -$166K
IYR icon
1557
iShares US Real Estate ETF
IYR
$4.63B
$297K ﹤0.01%
3,173
-11,704
-79% -$1.07M
ROK icon
1558
PUT
Rockwell Automation
ROK
$49.2B
$297K ﹤0.01%
+1,800
New +$284K
FOXA icon
1559
PUT
Fox Class A
FOXA
$25.9B
$296K ﹤0.01%
+9,400
New +$325K
HUBB icon
1560
Hubbell
HUBB
$26.8B
$296K ﹤0.01%
+2,252
New +$290K
LEN icon
1561
PUT
Lennar Class A
LEN
$20.4B
$296K ﹤0.01%
5,475
-65,492
-92% -$3.19M
P
1562
Everpure Inc
P
$29B
$296K ﹤0.01%
+17,465
New +$274K
QAI icon
1563
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
$296K ﹤0.01%
+9,741
New +$296K
EWX icon
1564
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$688M
$295K ﹤0.01%
+6,792
New +$300K
MXIM
1565
CALL
DELISTED
Maxim Integrated Products
MXIM
$295K ﹤0.01%
+5,100
New +$296K
FDS icon
1566
Factset
FDS
$9.77B
$294K ﹤0.01%
+1,210
New +$336K
TRI icon
1567
PUT
Thomson Reuters
TRI
$43.7B
$294K ﹤0.01%
4,176
+949
+29% +$67.4K
TRIP icon
1568
PUT
TripAdvisor
TRIP
$1.21B
$294K ﹤0.01%
7,600
-1,200
-14% -$50K
SAVE
1569
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$294K ﹤0.01%
8,100
-2,400
-23% -$101K
AG icon
1570
PUT
First Majestic Silver
AG
$8.52B
$293K ﹤0.01%
32,200
-13,600
-30% -$133K
LOW icon
1571
Lowe's Companies
LOW
$122B
$293K ﹤0.01%
+2,668
New +$282K
PAYC icon
1572
CALL
Paycom
PAYC
$10.1B
$293K ﹤0.01%
1,400
-400
-22% -$93.5K
PAYC icon
1573
PUT
Paycom
PAYC
$10.1B
$293K ﹤0.01%
1,400
-1,100
-44% -$257K
IFLN
1574
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$306M
$293K ﹤0.01%
15,417
-1,026
-6% -$19.5K
PLCE icon
1575
CALL
Children's Place
PLCE
$58.9M
$293K ﹤0.01%
3,800
+800
+27% +$70.5K
61 62
63
64 65

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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.