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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
XME icon
1276
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.28B
$448K ﹤0.01%
17,600
-23,900
-58% -$640K
SPLK
1277
DELISTED
Splunk Inc
SPLK
$448K ﹤0.01%
3,802
+1,085
+40% +$135K
IUSG icon
1278
iShares Core S&P US Growth ETF
IUSG
$33.5B
$447K ﹤0.01%
+7,108
New +$449K
SM icon
1279
PUT
SM Energy
SM
$7.02B
$447K ﹤0.01%
+46,100
New +$470K
GWW icon
1280
PUT
W.W. Grainger
GWW
$59.8B
$446K ﹤0.01%
1,500
-700
-32% -$195K
VV icon
1281
Vanguard Morningstar Large-Cap ETF
VV
$54B
$446K ﹤0.01%
3,268
-929
-22% -$126K
EAT icon
1282
PUT
Brinker International
EAT
$9.58B
$444K ﹤0.01%
+10,400
New +$417K
VALE icon
1283
CALL
Vale
VALE
$63.3B
$444K ﹤0.01%
+38,600
New +$468K
MTB icon
1284
CALL
M&T Bank
MTB
$36.2B
$442K ﹤0.01%
2,800
-2,100
-43% -$331K
SIRI icon
1285
CALL
SiriusXM
SIRI
$10.2B
$441K ﹤0.01%
7,050
+4,090
+138% +$252K
CALM icon
1286
CALL
Cal-Maine
CALM
$3.95B
$440K ﹤0.01%
+11,000
New +$457K
SIVB
1287
CALL
DELISTED
SVB Financial Group
SIVB
$439K ﹤0.01%
2,100
+600
+40% +$126K
ELV icon
1288
Elevance Health
ELV
$84.3B
$438K ﹤0.01%
+1,825
New +$500K
JNK icon
1289
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.91B
$438K ﹤0.01%
4,027
-9,762
-71% -$1.06M
URI icon
1290
United Rentals
URI
$72.3B
$437K ﹤0.01%
+3,503
New +$425K
WPC icon
1291
W.P. Carey
WPC
$16.4B
$436K ﹤0.01%
4,977
-4,186
-46% -$357K
FDT icon
1292
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.32B
$434K ﹤0.01%
8,276
-2,091
-20% -$109K
XEC
1293
DELISTED
CIMAREX ENERGY CO
XEC
$434K ﹤0.01%
+9,048
New +$428K
BPOP icon
1294
CALL
Popular Inc
BPOP
$11.3B
$433K ﹤0.01%
8,000
+100
+1% +$5.42K
VT icon
1295
Vanguard Total World Stock ETF
VT
$79.2B
$433K ﹤0.01%
5,784
-11,062
-66% -$826K
FIYY
1296
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN Series B
FIYY
$433K ﹤0.01%
+3,982
New +$420K
SLM icon
1297
PUT
SLM Corp
SLM
$5.15B
$432K ﹤0.01%
+48,900
New +$440K
AABA
1298
CALL
DELISTED
Altaba Inc
AABA
$432K ﹤0.01%
22,200
-52,500
-70% -$3.47M
TIF
1299
DELISTED
Tiffany & Co.
TIF
$431K ﹤0.01%
4,650
-463
-9% -$41.8K
IWR icon
1300
iShares Russell Mid-Cap ETF
IWR
$56.9B
$430K ﹤0.01%
7,679
-2,408
-24% -$135K
50 51
52
53 54

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.