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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
CBRE icon
2076
PUT
CBRE Group
CBRE
$43B
– –
-14,000
Closed -$718K
CCEP icon
2077
CALL
Coca-Cola Europacific Partners
CCEP
$47.8B
– –
-8,900
Closed -$503K
CCI icon
2078
Crown Castle
CCI
$33.5B
– –
-3,719
Closed -$514K
CCJ icon
2079
Cameco
CCJ
$39.1B
– –
-21,502
Closed -$202K
CDE icon
2080
CALL
Coeur Mining
CDE
$16.7B
– –
-27,800
Closed -$121K
CDNS icon
2081
Cadence Design Systems
CDNS
$92.6B
– –
-10,714
Closed -$759K
CDTX
2082
DELISTED
Cidara Therapeutics
CDTX
– –
-645
Closed -$22K
CE icon
2083
CALL
Celanese
CE
$4.81B
– –
-5,000
Closed -$539K
CHTR icon
2084
Charter Communications
CHTR
$17.2B
– –
-856
Closed -$345K
CHW
2085
Calamos Global Dynamic Income Fund
CHW
$533M
– –
-14,801
Closed -$120K
CLB icon
2086
PUT
Core Laboratories
CLB
$491M
– –
-8,400
Closed -$439K
CLSD
2087
DELISTED
Clearside Biomedical
CLSD
– –
-1,100
Closed -$16K
CMA
2088
DELISTED
Comerica
CMA
– –
-7,354
Closed -$487K
CMP icon
2089
PUT
Compass Minerals
CMP
$1.21B
– –
-4,500
Closed -$247K
CNC icon
2090
PUT
Centene
CNC
$31.5B
– –
-17,600
Closed -$923K
CNP icon
2091
CALL
CenterPoint Energy
CNP
$27.6B
– –
-22,200
Closed -$636K
CNP icon
2092
PUT
CenterPoint Energy
CNP
$27.6B
– –
-16,500
Closed -$472K
CNX icon
2093
CNX Resources
CNX
$5.33B
– –
-16,731
Closed -$125K
COMT icon
2094
iShares GSCI Commodity Dynamic Roll Strategy ETF
COMT
$1.17B
– –
-6,882
Closed -$225K
COR icon
2095
Cencora
COR
$60B
– –
-2,572
Closed -$221K
COTY icon
2096
CALL
Coty
COTY
$2.46B
– –
-10,600
Closed -$142K
CPB icon
2097
Campbell Soup
CPB
$6.67B
– –
-9,469
Closed -$409K
CPRT icon
2098
CALL
Copart
CPRT
$27.2B
– –
-14,800
Closed -$277K
CPRX
2099
DELISTED
Catalyst Pharmaceutical
CPRX
– –
-10,336
Closed -$40K
CRDF icon
2100
Cardiff Oncology
CRDF
$72.7M
– –
-10,216
Closed -$26K
82 83
84
85 86

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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
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

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.