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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
TXN icon
251
CALL
Texas Instruments
TXN
$246B
$6.4M 0.06%
49,500
+4,600
+10% +$567K
AGG icon
252
iShares Core US Aggregate Bond ETF
AGG
$137B
$6.4M 0.06%
56,513
+51,459
+1,018% +$5.79M
AVB icon
253
CALL
AvalonBay Communities
AVB
$27B
$6.35M 0.06%
29,500
-15,000
-34% -$3.14M
BNY
254
CALL
Bank of New York Mellon
BNY
$106B
$6.34M 0.06%
140,300
+79,300
+130% +$3.53M
MET icon
255
CALL
MetLife
MET
$62B
$6.33M 0.06%
134,300
+30,700
+30% +$1.46M
GDX icon
256
PUT
VanEck Gold Miners ETF
GDX
$23.2B
$6.3M 0.06%
235,900
-331,000
-58% -$9.26M
OKTA icon
257
PUT
Okta
OKTA
$24.6B
$6.3M 0.06%
64,000
+60,100
+1,541% +$7.51M
YUM icon
258
CALL
Yum! Brands
YUM
$40.6B
$6.28M 0.06%
55,400
+30,100
+119% +$3.44M
APA icon
259
CALL
APA Corp
APA
$13B
$6.24M 0.06%
243,800
+190,500
+357% +$4.57M
GM icon
260
CALL
General Motors
GM
$79.3B
$6.24M 0.06%
166,500
+6,100
+4% +$235K
SHOP icon
261
CALL
Shopify
SHOP
$152B
$6.23M 0.06%
200,000
+174,000
+669% +$5.96M
NVS icon
262
PUT
Novartis
NVS
$292B
$6.22M 0.06%
71,600
+39,700
+124% +$3.56M
CCL icon
263
CALL
Carnival Corporation Ltd
CCL
$39.4B
$6.19M 0.06%
141,600
+88,600
+167% +$4.09M
NOC icon
264
PUT
Northrop Grumman
NOC
$77.9B
$6.18M 0.06%
16,500
+9,100
+123% +$3.22M
RSP icon
265
Invesco S&P 500 Equal Weight ETF
RSP
$98.1B
$6.14M 0.06%
56,841
+561
+1% +$60.2K
MS icon
266
CALL
Morgan Stanley
MS
$332B
$6.13M 0.06%
143,600
+15,300
+12% +$654K
NXPI icon
267
CALL
NXP Semiconductors
NXPI
$56.5B
$6.12M 0.06%
+56,100
New +$5.73M
XBI icon
268
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.62B
$6.07M 0.06%
79,600
-19,600
-20% -$1.63M
PXD
269
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$6.05M 0.06%
48,100
-4,600
-9% -$609K
FIS icon
270
PUT
Fidelity National Information Services
FIS
$23.1B
$6.04M 0.06%
45,500
+41,000
+911% +$5.44M
Z icon
271
PUT
Zillow
Z
$8.04B
$5.99M 0.05%
+200,700
New +$8M
XBI icon
272
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.62B
$5.97M 0.05%
78,300
-31,900
-29% -$2.65M
MCD icon
273
PUT
McDonald's
MCD
$188B
$5.97M 0.05%
27,800
+7,800
+39% +$1.67M
ELV icon
274
PUT
Elevance Health
ELV
$83B
$5.93M 0.05%
24,700
+18,200
+280% +$4.99M
VLO icon
275
PUT
Valero Energy
VLO
$88.5B
$5.87M 0.05%
68,900
-18,300
-21% -$1.48M
9 10
11
12 13

Similar funds

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
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.