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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
EMR icon
276
PUT
Emerson Electric
EMR
$86.7B
$5.79M 0.05%
86,600
+64,800
+297% +$4.07M
TXN icon
277
PUT
Texas Instruments
TXN
$246B
$5.78M 0.05%
44,700
+15,900
+55% +$1.96M
LRCX icon
278
CALL
Lam Research
LRCX
$369B
$5.73M 0.05%
248,000
+90,000
+57% +$1.89M
ABT icon
279
PUT
Abbott
ABT
$185B
$5.67M 0.05%
67,800
+15,800
+30% +$1.34M
RDS.A
280
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$5.56M 0.05%
94,500
+73,700
+354% +$4.37M
PG icon
281
PUT
Procter & Gamble
PG
$338B
$5.56M 0.05%
44,700
-40,700
-48% -$4.81M
AXP icon
282
CALL
American Express
AXP
$233B
$5.44M 0.05%
46,000
-18,800
-29% -$2.31M
WBA
283
CALL
DELISTED
Walgreens Boots Alliance
WBA
$5.43M 0.05%
98,200
+52,900
+117% +$2.83M
AZO icon
284
PUT
AutoZone
AZO
$48.8B
$5.42M 0.05%
5,000
+1,800
+56% +$2.02M
AMAT icon
285
PUT
Applied Materials
AMAT
$411B
$5.42M 0.05%
108,600
-63,200
-37% -$3.05M
KRE icon
286
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$5.41M 0.05%
102,500
+83,700
+445% +$4.37M
GD icon
287
CALL
General Dynamics
GD
$103B
$5.41M 0.05%
29,600
+100
+0.3% +$18.6K
DVY icon
288
iShares Select Dividend ETF
DVY
$23.6B
$5.35M 0.05%
52,478
+35,599
+211% +$3.55M
INTU icon
289
PUT
Intuit
INTU
$87.1B
$5.34M 0.05%
20,100
+14,900
+287% +$4.1M
MDY icon
290
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$5.32M 0.05%
15,100
+1,100
+8% +$385K
GD icon
291
PUT
General Dynamics
GD
$103B
$5.28M 0.05%
28,900
+19,200
+198% +$3.57M
SRE icon
292
CALL
Sempra
SRE
$57.3B
$5.24M 0.05%
71,000
+48,800
+220% +$3.42M
SJIU
293
DELISTED
South Jersey Industries, Inc.
SJIU
$5.22M 0.05%
+100,000
New +$5.23M
DFS
294
PUT
DELISTED
Discover Financial Services
DFS
$5.21M 0.05%
64,300
+27,100
+73% +$2.24M
AMAT icon
295
CALL
Applied Materials
AMAT
$411B
$5.19M 0.05%
104,000
-91,300
-47% -$4.41M
OLED icon
296
CALL
Universal Display
OLED
$3.67B
$5.19M 0.05%
30,900
+13,300
+76% +$2.66M
XLB icon
297
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$5.17M 0.05%
+177,800
New +$5.13M
TFC icon
298
CALL
Truist Financial
TFC
$63.4B
$5.13M 0.05%
96,200
+28,300
+42% +$1.4M
DRI icon
299
CALL
Darden Restaurants
DRI
$23.6B
$5.13M 0.05%
43,400
+20,100
+86% +$2.45M
MDB icon
300
CALL
MongoDB
MDB
$28.8B
$5.12M 0.05%
42,500
+34,800
+452% +$5.02M
10 11
12
13 14

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.