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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
HII icon
1701
Huntington Ingalls Industries
HII
$12.5B
$248K ﹤0.01%
+1,169
New +$255K
MCHP icon
1702
Microchip Technology
MCHP
$42.2B
$248K ﹤0.01%
5,328
-7,520
-59% -$341K
RVLV icon
1703
CALL
Revolve Group
RVLV
$1.8B
$248K ﹤0.01%
+10,600
New +$303K
CHL
1704
CALL
DELISTED
China Mobile Limited
CHL
$248K ﹤0.01%
+6,000
New +$256K
AEO icon
1705
CALL
American Eagle Outfitters
AEO
$2.99B
$247K ﹤0.01%
+15,200
New +$254K
COTY icon
1706
PUT
Coty
COTY
$2.49B
$247K ﹤0.01%
+23,500
New +$244K
EWS icon
1707
iShares MSCI Singapore ETF
EWS
$1.05B
$247K ﹤0.01%
+10,646
New +$252K
CAKE icon
1708
CALL
Cheesecake Factory
CAKE
$5.24B
$246K ﹤0.01%
+5,900
New +$243K
IHY icon
1709
VanEck International High Yield Bond ETF
IHY
$43.3M
$246K ﹤0.01%
+10,045
New +$247K
AYX
1710
DELISTED
Alteryx Inc
AYX
$246K ﹤0.01%
+2,291
New +$284K
QCOM icon
1711
Qualcomm
QCOM
$165B
$245K ﹤0.01%
+3,215
New +$242K
SEE
1712
CALL
DELISTED
Sealed Air
SEE
$245K ﹤0.01%
5,900
-2,800
-32% -$119K
VOYA icon
1713
CALL
Voya Financial
VOYA
$9.08B
$245K ﹤0.01%
+4,500
New +$240K
FHN icon
1714
First Horizon
FHN
$12.4B
$244K ﹤0.01%
+15,049
New +$238K
SA
1715
PUT
Seabridge Gold
SA
$3.14B
$244K ﹤0.01%
+19,300
New +$274K
GT icon
1716
Goodyear
GT
$1.99B
$243K ﹤0.01%
+16,886
New +$225K
HACK icon
1717
Amplify Cybersecurity ETF
HACK
$2.88B
$243K ﹤0.01%
+6,508
New +$255K
KHC icon
1718
CALL
Kraft Heinz
KHC
$30.5B
$243K ﹤0.01%
+8,700
New +$250K
ACM icon
1719
Aecom
ACM
$9.63B
$242K ﹤0.01%
+6,448
New +$232K
CNC icon
1720
CALL
Centene
CNC
$33.1B
$242K ﹤0.01%
5,600
-2,100
-27% -$102K
WBIG icon
1721
WBI BullBear Yield 3000 ETF
WBIG
$31.9M
$242K ﹤0.01%
10,164
+443
+5% +$10.5K
CHKP icon
1722
Check Point Software Technologies
CHKP
$12.8B
$240K ﹤0.01%
+2,189
New +$244K
HPK icon
1723
HighPeak Energy
HPK
$849M
$240K ﹤0.01%
+23,456
New +$239K
TJX icon
1724
TJX Companies
TJX
$177B
$240K ﹤0.01%
+4,311
New +$235K
IFV icon
1725
First Trust Dorsey Wright International Focus 5 ETF
IFV
$235M
$239K ﹤0.01%
+12,594
New +$243K
67 68
69
70 71

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.