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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
+97.02%
10 Year Est. Return
+293.06%
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
ZNGA
1901
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$143K ﹤0.01%
24,619
-48,512
-66% -$292K
GFI icon
1902
CALL
Gold Fields
GFI
$33.5B
$142K ﹤0.01%
28,800
+15,700
+120% +$85.4K
QEP
1903
DELISTED
QEP RESOURCES, INC.
QEP
$142K ﹤0.01%
+38,471
New +$183K
GFI icon
1904
Gold Fields
GFI
$33.5B
$140K ﹤0.01%
+28,540
New +$155K
NG icon
1905
NovaGold Resources
NG
$3.04B
$139K ﹤0.01%
+22,847
New +$150K
MUE
1906
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$137K ﹤0.01%
+10,702
New +$136K
MFD
1907
DELISTED
Macquarie/First Trust Global Infrastructure/Utilities Dividend & Income Fund
MFD
$135K ﹤0.01%
+13,607
New +$137K
CLDR
1908
CALL
DELISTED
Cloudera, Inc.
CLDR
$134K ﹤0.01%
+15,100
New +$105K
MUX icon
1909
McEwen Inc
MUX
$1.18B
$133K ﹤0.01%
8,548
-6,146
-42% -$112K
CX icon
1910
CALL
Cemex
CX
$16.7B
$131K ﹤0.01%
+33,400
New +$122K
ING icon
1911
CALL
ING
ING
$103B
$131K ﹤0.01%
+12,500
New +$131K
PGEN icon
1912
Precigen
PGEN
$2.5B
$130K ﹤0.01%
+22,703
New +$154K
AMC icon
1913
PUT
AMC Entertainment Holdings
AMC
$2.38B
$129K ﹤0.01%
+1,210
New +$132K
VAL
1914
CALL
DELISTED
Valaris plc Class A Ordinary Share
VAL
$129K ﹤0.01%
+26,900
New +$145K
SWBI icon
1915
PUT
Smith & Wesson
SWBI
$661M
$128K ﹤0.01%
28,362
+11,449
+68% +$69K
BWMCU
1916
DELISTED
Boxwood Merger Corp. Unit
BWMCU
$127K ﹤0.01%
11,858
+1,805
+18% +$19K
CHI
1917
Calamos Convertible Opportunities and Income Fund
CHI
$1.04B
$126K ﹤0.01%
+12,084
New +$127K
DB icon
1918
Deutsche Bank
DB
$71.5B
$124K ﹤0.01%
+16,534
New +$126K
CLF icon
1919
Cleveland-Cliffs
CLF
$7.25B
$121K ﹤0.01%
+16,707
New +$150K
WIT icon
1920
Wipro
WIT
$20B
$121K ﹤0.01%
66,306
-8
-0% -$16
NLY icon
1921
CALL
Annaly Capital Management
NLY
$17.1B
$120K ﹤0.01%
3,400
-450
-12% -$16.2K
NMR icon
1922
Nomura Holdings
NMR
$29.1B
$119K ﹤0.01%
27,963
-4,471
-14% -$17K
NOK icon
1923
Nokia
NOK
$53.6B
$119K ﹤0.01%
23,451
-57,183
-71% -$295K
DCOY
1924
Decoy Therapeutics
DCOY
$2.19M
$119K ﹤0.01%
+1
New +$341K
VIPS icon
1925
Vipshop
VIPS
$7.48B
$118K ﹤0.01%
13,259
-6,680
-34% -$54.6K
75 76
77
78 79

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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
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
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.