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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
EXEL icon
1601
CALL
Exelixis
EXEL
$12.9B
$281K ﹤0.01%
+15,900
New +$322K
GRUB
1602
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$281K ﹤0.01%
2,500
-3,000
-55% -$398K
CSX icon
1603
CSX Corp
CSX
$93.9B
$280K ﹤0.01%
12,117
-24,045
-66% -$560K
MAA icon
1604
Mid-America Apartment Communities
MAA
$15.5B
$280K ﹤0.01%
+2,152
New +$267K
TRP icon
1605
PUT
TC Energy
TRP
$66.6B
$280K ﹤0.01%
+5,400
New +$270K
MBI icon
1606
PUT
MBIA
MBI
$269M
$279K ﹤0.01%
30,200
-10,500
-26% -$98.2K
WDAY icon
1607
Workday
WDAY
$42B
$279K ﹤0.01%
1,642
+116
+8% +$22.4K
AXON
1608
PUT
Axon Enterprise
AXON
$42.4B
$278K ﹤0.01%
4,900
-6,000
-55% -$379K
VMBS icon
1609
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$278K ﹤0.01%
5,220
-49
-0.9% -$2.6K
XEC
1610
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$278K ﹤0.01%
5,800
+1,500
+35% +$71K
AGO icon
1611
CALL
Assured Guaranty
AGO
$3.66B
$276K ﹤0.01%
6,200
+900
+17% +$39.6K
IGSB icon
1612
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$276K ﹤0.01%
5,143
-5,206
-50% -$279K
ATI icon
1613
CALL
ATI
ATI
$30.5B
$275K ﹤0.01%
13,600
+2,500
+23% +$52.9K
CNX icon
1614
CALL
CNX Resources
CNX
$5.2B
$275K ﹤0.01%
37,900
+22,700
+149% +$170K
DBC icon
1615
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
$275K ﹤0.01%
+18,270
New +$279K
HRB icon
1616
PUT
H&R Block
HRB
$5.82B
$274K ﹤0.01%
11,600
-15,100
-57% -$400K
ILMN icon
1617
PUT
Illumina
ILMN
$29.3B
$274K ﹤0.01%
925
– –
CDK
1618
CALL
DELISTED
CDK Global, Inc.
CDK
$274K ﹤0.01%
+5,700
New +$273K
NBL
1619
DELISTED
Noble Energy, Inc.
NBL
$274K ﹤0.01%
12,179
-6,728
-36% -$150K
PTLA
1620
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$274K ﹤0.01%
10,200
+2,800
+38% +$78.6K
ARCC icon
1621
Ares Capital
ARCC
$14.1B
$273K ﹤0.01%
+14,625
New +$271K
BNS icon
1622
CALL
Scotiabank
BNS
$108B
$273K ﹤0.01%
+4,800
New +$258K
HST icon
1623
PUT
Host Hotels & Resorts
HST
$16B
$273K ﹤0.01%
15,800
-14,700
-48% -$251K
TBT icon
1624
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
$273K ﹤0.01%
+11,200
New +$295K
DOC icon
1625
Healthpeak Properties
DOC
$14.5B
$272K ﹤0.01%
+7,638
New +$258K
63 64
65
66 67

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