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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
XLK icon
201
PUT
State Street Technology Select Sector SPDR ETF
XLK
$117B
$8.03M 0.07%
199,400
+91,000
+84% +$3.64M
ITW icon
202
PUT
Illinois Tool Works
ITW
$83B
$7.98M 0.07%
51,000
+42,400
+493% +$6.44M
XLP icon
203
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$7.91M 0.07%
128,700
-36,500
-22% -$2.19M
MPC icon
204
CALL
Marathon Petroleum
MPC
$89.6B
$7.9M 0.07%
130,000
+68,200
+110% +$3.59M
DFS
205
CALL
DELISTED
Discover Financial Services
DFS
$7.89M 0.07%
97,300
+54,800
+129% +$4.53M
PYPL icon
206
CALL
PayPal
PYPL
$49.5B
$7.82M 0.07%
75,500
-3,500
-4% -$386K
LULU icon
207
CALL
lululemon athletica
LULU
$14B
$7.82M 0.07%
40,600
+7,700
+23% +$1.44M
LULU icon
208
PUT
lululemon athletica
LULU
$14B
$7.72M 0.07%
40,100
+15,200
+61% +$2.84M
EEM icon
209
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$7.65M 0.07%
187,100
+69,200
+59% +$2.86M
PEP icon
210
PUT
PepsiCo
PEP
$191B
$7.62M 0.07%
55,600
-50,500
-48% -$6.71M
TGT icon
211
PUT
Target
TGT
$67.8B
$7.6M 0.07%
71,100
+5,300
+8% +$504K
KRE icon
212
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$7.6M 0.07%
143,900
+133,900
+1,339% +$6.99M
AMT icon
213
CALL
American Tower
AMT
$80.6B
$7.54M 0.07%
34,100
-11,500
-25% -$2.51M
CL icon
214
CALL
Colgate-Palmolive
CL
$71.9B
$7.53M 0.07%
102,400
+19,900
+24% +$1.44M
CMI icon
215
PUT
Cummins
CMI
$89.5B
$7.51M 0.07%
46,200
+20,300
+78% +$3.25M
B
216
CALL
Barrick Mining
B
$62.6B
$7.5M 0.07%
+432,600
New +$7.63M
FXI icon
217
CALL
iShares China Large-Cap ETF
FXI
$4.35B
$7.45M 0.07%
187,200
+127,600
+214% +$5.18M
BLK icon
218
CALL
Blackrock
BLK
$175B
$7.44M 0.07%
16,700
+11,500
+221% +$5.12M
ULTA icon
219
CALL
Ulta Beauty
ULTA
$23B
$7.42M 0.07%
29,600
+12,200
+70% +$3.74M
PFE icon
220
PUT
Pfizer
PFE
$143B
$7.38M 0.07%
216,492
-50,275
-19% -$1.83M
XOP icon
221
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
$7.28M 0.07%
81,350
+8,875
+12% +$836K
FXI icon
222
PUT
iShares China Large-Cap ETF
FXI
$4.35B
$7.25M 0.07%
182,200
+100,600
+123% +$4.08M
FDX icon
223
PUT
FedEx
FDX
$73.2B
$7.21M 0.07%
49,500
+31,600
+177% +$5.1M
BLK icon
224
PUT
Blackrock
BLK
$175B
$7.17M 0.07%
16,100
+10,000
+164% +$4.45M
EFA icon
225
PUT
iShares MSCI EAFE ETF
EFA
$78.4B
$7.17M 0.07%
110,000
+16,800
+18% +$1.08M
7 8
9
10 11

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OAM
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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
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.