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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
BYND icon
1101
CALL
Beyond Meat
BYND
$314M
$594K 0.01%
+4,000
New +$659K
GH icon
1102
CALL
Guardant Health
GH
$21.9B
$594K 0.01%
+9,300
New +$819K
CMP icon
1103
CALL
Compass Minerals
CMP
$1.26B
$593K 0.01%
10,500
-100
-0.9% -$5.36K
DIN icon
1104
CALL
Dine Brands
DIN
$453M
$592K 0.01%
7,800
+900
+13% +$73.7K
FTNT icon
1105
PUT
Fortinet
FTNT
$120B
$591K 0.01%
38,500
+10,500
+38% +$170K
PBR.A icon
1106
Petrobras Class A
PBR.A
$105B
$589K 0.01%
+44,850
New +$598K
TNL icon
1107
CALL
Travel + Leisure Co
TNL
$4.77B
$589K 0.01%
+12,800
New +$572K
WU icon
1108
PUT
Western Union
WU
$2.26B
$589K 0.01%
+25,400
New +$548K
GDX icon
1109
VanEck Gold Miners ETF
GDX
$25.5B
$587K 0.01%
21,971
+4,091
+23% +$114K
ENTG icon
1110
CALL
Entegris
ENTG
$22.2B
$584K 0.01%
+12,400
New +$523K
COHR
1111
CALL
DELISTED
Coherent Inc
COHR
$584K 0.01%
3,800
-1,100
-22% -$159K
TXN icon
1112
Texas Instruments
TXN
$254B
$583K 0.01%
4,512
+259
+6% +$31.9K
ICE icon
1113
Intercontinental Exchange
ICE
$84.1B
$582K 0.01%
6,304
+1,795
+40% +$164K
OC icon
1114
CALL
Owens Corning
OC
$12.3B
$581K 0.01%
9,200
+4,600
+100% +$263K
AZO icon
1115
AutoZone
AZO
$50.1B
$580K 0.01%
535
+59
+12% +$66.1K
CYBR
1116
PUT
DELISTED
CyberArk
CYBR
$579K 0.01%
5,800
+2,100
+57% +$253K
BEN icon
1117
CALL
Franklin Resources
BEN
$17.7B
$577K 0.01%
+20,000
New +$611K
RL icon
1118
Ralph Lauren
RL
$22.7B
$577K 0.01%
+6,040
New +$597K
TEL icon
1119
TE Connectivity
TEL
$63.2B
$577K 0.01%
6,187
-209
-3% -$19.2K
ZAYO
1120
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$577K 0.01%
17,023
+9,670
+132% +$326K
MLM icon
1121
CALL
Martin Marietta Materials
MLM
$33.2B
$576K 0.01%
2,100
-500
-19% -$124K
WRK
1122
DELISTED
WestRock Company
WRK
$576K 0.01%
+15,810
New +$565K
DHI icon
1123
D.R. Horton
DHI
$42.4B
$574K 0.01%
+10,889
New +$520K
CAT icon
1124
Caterpillar
CAT
$401B
$573K 0.01%
4,540
-4,861
-52% -$618K
MUR icon
1125
CALL
Murphy Oil
MUR
$5.17B
$573K 0.01%
25,900
+17,400
+205% +$374K
43 44
45
46 47

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
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.