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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
PSX icon
501
CALL
Phillips 66
PSX
$82.7B
$2.56M 0.02%
25,000
-59,600
-70% -$5.97M
UPRO icon
502
ProShares UltraPro S&P 500
UPRO
$5.64B
$2.56M 0.02%
92,572
-158,770
-63% -$4.35M
WYNN icon
503
PUT
Wynn Resorts
WYNN
$10.1B
$2.56M 0.02%
23,500
+8,500
+57% +$1.01M
HAL icon
504
PUT
Halliburton
HAL
$27B
$2.55M 0.02%
135,300
+24,600
+22% +$509K
NOV icon
505
CALL
NOV
NOV
$7.11B
$2.55M 0.02%
120,200
+53,500
+80% +$1.14M
FIS icon
506
Fidelity National Information Services
FIS
$21.9B
$2.53M 0.02%
+19,083
New +$2.53M
GOOG icon
507
Alphabet (Google) Class C
GOOG
$4.58T
$2.52M 0.02%
41,400
+27,800
+204% +$1.64M
USO icon
508
CALL
United States Oil Fund
USO
$1.82B
$2.52M 0.02%
27,813
+22,463
+420% +$2.11M
CCL icon
509
PUT
Carnival Corporation Ltd
CCL
$40.7B
$2.52M 0.02%
57,700
+27,600
+92% +$1.27M
ASML icon
510
CALL
ASML
ASML
$652B
$2.51M 0.02%
10,100
+5,300
+110% +$1.19M
WB icon
511
CALL
Weibo
WB
$1.99B
$2.49M 0.02%
55,700
+24,300
+77% +$1.03M
TCOM icon
512
CALL
Trip.com Group
TCOM
$29.7B
$2.46M 0.02%
83,900
+57,000
+212% +$2M
ACN icon
513
Accenture
ACN
$101B
$2.45M 0.02%
12,737
+5,880
+86% +$1.14M
SPXL icon
514
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.35B
$2.43M 0.02%
46,482
-76,630
-62% -$3.97M
RIG icon
515
CALL
Transocean
RIG
$5.78B
$2.43M 0.02%
543,500
+193,800
+55% +$1.03M
VFC icon
516
CALL
VF Corp
VFC
$6.02B
$2.43M 0.02%
27,300
+3,300
+14% +$282K
LNG icon
517
CALL
Cheniere Energy
LNG
$54.2B
$2.43M 0.02%
38,500
+10,800
+39% +$692K
VTR icon
518
CALL
Ventas
VTR
$46.4B
$2.42M 0.02%
33,200
+6,400
+24% +$454K
KBH icon
519
CALL
KB Home
KBH
$3.53B
$2.42M 0.02%
71,300
+11,500
+19% +$322K
CI icon
520
CALL
Cigna
CI
$72.8B
$2.41M 0.02%
15,900
+5,300
+50% +$863K
QCOM icon
521
PUT
Qualcomm
QCOM
$170B
$2.4M 0.02%
31,500
-7,300
-19% -$549K
FTV icon
522
CALL
Fortive
FTV
$18.2B
$2.4M 0.02%
+55,502
New +$2.56M
SJM icon
523
CALL
J.M. Smucker
SJM
$12.7B
$2.4M 0.02%
21,800
+4,900
+29% +$546K
TOL icon
524
PUT
Toll Brothers
TOL
$14.3B
$2.38M 0.02%
58,100
+30,600
+111% +$1.13M
ADM icon
525
CALL
Archer Daniels Midland
ADM
$38.5B
$2.38M 0.02%
58,000
-19,600
-25% -$780K
19 20
21
22 23

Similar funds

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.