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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
+97.03%
10 Year Est. Return
+293.07%
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
IBN icon
1126
ICICI Bank
IBN
$109B
$572K 0.01%
+46,998
New +$551K
PGR icon
1127
PUT
Progressive
PGR
$124B
$572K 0.01%
+7,400
New +$582K
AA icon
1128
CALL
Alcoa
AA
$12.6B
$570K 0.01%
28,400
+2,400
+9% +$49.9K
URBN icon
1129
PUT
Urban Outfitters
URBN
$6.67B
$570K 0.01%
20,300
-22,600
-53% -$527K
MTN icon
1130
PUT
Vail Resorts
MTN
$5.39B
$569K 0.01%
+2,500
New +$590K
LYFT icon
1131
CALL
Lyft
LYFT
$6.26B
$568K 0.01%
13,900
+7,600
+121% +$415K
PSX icon
1132
Phillips 66
PSX
$81.2B
$568K 0.01%
+5,548
New +$556K
DOC icon
1133
CALL
Healthpeak Properties
DOC
$15B
$567K 0.01%
15,900
-8,200
-34% -$277K
LEN icon
1134
CALL
Lennar Class A
LEN
$21.2B
$564K 0.01%
10,433
-26,962
-72% -$1.31M
MLNX
1135
DELISTED
Mellanox Technologies, Ltd.
MLNX
$563K 0.01%
+5,134
New +$567K
CABO icon
1136
Cable One
CABO
$246M
$562K 0.01%
448
-94
-17% -$117K
RIG icon
1137
Transocean
RIG
$5.69B
$562K 0.01%
+125,623
New +$666K
AON icon
1138
PUT
Aon
AON
$76.4B
$561K 0.01%
2,900
+800
+38% +$154K
CAG icon
1139
PUT
Conagra Brands
CAG
$7.18B
$561K 0.01%
18,300
-35,900
-66% -$1.03M
CSGP icon
1140
CoStar Group
CSGP
$12.2B
$561K 0.01%
+9,450
New +$566K
DISCK
1141
CALL
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$561K 0.01%
22,800
+15,100
+196% +$408K
JNPR
1142
DELISTED
Juniper Networks
JNPR
$560K 0.01%
22,628
+8,872
+64% +$223K
MNDT
1143
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
$560K 0.01%
42,000
+26,100
+164% +$371K
HAS icon
1144
PUT
Hasbro
HAS
$12.9B
$558K 0.01%
4,700
+500
+12% +$56.9K
TMV icon
1145
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$186M
$558K 0.01%
+21,497
New +$631K
ACAD icon
1146
PUT
Acadia Pharmaceuticals
ACAD
$4.93B
$554K 0.01%
+15,400
New +$467K
ENB icon
1147
PUT
Enbridge
ENB
$113B
$554K 0.01%
15,800
-23,300
-60% -$806K
TRIP icon
1148
CALL
TripAdvisor
TRIP
$1.63B
$553K 0.01%
14,300
+2,600
+22% +$108K
BIDU icon
1149
Baidu
BIDU
$37.7B
$551K 0.01%
5,362
-8,405
-61% -$903K
EMB icon
1150
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
$551K 0.01%
+4,862
New +$553K
44 45
46
47 48

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.