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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
CMG icon
176
PUT
Chipotle Mexican Grill
CMG
$47.5B
$9.16M 0.08%
545,000
+50,000
+10% +$797K
HON icon
177
PUT
Honeywell
HON
$78.2B
$9.12M 0.08%
57,188
+47,427
+486% +$7.54M
XYZ
178
CALL
Block Inc
XYZ
$48.9B
$9.05M 0.08%
146,100
+94,100
+181% +$6.39M
NUE icon
179
CALL
Nucor
NUE
$59.5B
$8.97M 0.08%
176,200
+85,400
+94% +$4.46M
BP icon
180
CALL
BP
BP
$114B
$8.95M 0.08%
235,700
+113,066
+92% +$4.31M
EEM icon
181
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$8.9M 0.08%
217,700
+94,200
+76% +$3.89M
EOG icon
182
PUT
EOG Resources
EOG
$77.6B
$8.74M 0.08%
117,800
+66,500
+130% +$5.39M
BIDU icon
183
CALL
Baidu
BIDU
$38.3B
$8.52M 0.08%
82,900
+4,900
+6% +$526K
MDLZ icon
184
CALL
Mondelez International
MDLZ
$78.8B
$8.47M 0.08%
153,200
+31,300
+26% +$1.71M
GDX icon
185
CALL
VanEck Gold Miners ETF
GDX
$23.2B
$8.47M 0.08%
317,200
-333,700
-51% -$9.33M
TIF
186
PUT
DELISTED
Tiffany & Co.
TIF
$8.46M 0.08%
91,300
+57,000
+166% +$5.14M
PM icon
187
CALL
Philip Morris
PM
$292B
$8.44M 0.08%
111,200
+13,400
+14% +$1.06M
XLF icon
188
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58B
$8.35M 0.08%
298,300
-25,900
-8% -$715K
COF icon
189
PUT
Capital One
COF
$134B
$8.29M 0.08%
91,100
+45,000
+98% +$4.05M
KMB icon
190
CALL
Kimberly-Clark
KMB
$35.7B
$8.27M 0.08%
58,200
+3,400
+6% +$467K
AZO icon
191
CALL
AutoZone
AZO
$48.8B
$8.24M 0.08%
7,600
+3,300
+77% +$3.7M
IBB icon
192
PUT
iShares Biotechnology ETF
IBB
$9.18B
$8.24M 0.08%
82,800
+10,100
+14% +$1.06M
NEM icon
193
CALL
Newmont
NEM
$100B
$8.2M 0.07%
+216,300
New +$8.4M
CLX icon
194
CALL
Clorox
CLX
$11.9B
$8.19M 0.07%
53,900
+27,100
+101% +$4.28M
BMY icon
195
PUT
Bristol-Myers Squibb
BMY
$134B
$8.17M 0.07%
161,100
-51,200
-24% -$2.41M
CVS icon
196
PUT
CVS Health
CVS
$134B
$8.13M 0.07%
128,900
+70,700
+121% +$4.19M
PNC icon
197
CALL
PNC Financial Services
PNC
$100B
$8.12M 0.07%
57,900
-15,200
-21% -$2.06M
BABA icon
198
CALL
Alibaba
BABA
$305B
$8.09M 0.07%
48,400
-75,100
-61% -$12.9M
PANW icon
199
CALL
Palo Alto Networks
PANW
$283B
$8.09M 0.07%
238,200
+150,600
+172% +$5.33M
CMI icon
200
CALL
Cummins
CMI
$89.5B
$8.09M 0.07%
49,700
+9,500
+24% +$1.52M
6 7
8
9 10

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.