We are live on ! Find out more
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
ENB icon
1376
Enbridge
ENB
$113B
$386K ﹤0.01%
+10,999
New +$380K
AG icon
1377
CALL
First Majestic Silver
AG
$8.52B
$385K ﹤0.01%
42,400
-50,600
-54% -$495K
MRVL icon
1378
PUT
Marvell Technology
MRVL
$189B
$385K ﹤0.01%
15,400
-1,800
-10% -$45.2K
SLM icon
1379
SLM Corp
SLM
$5.15B
$385K ﹤0.01%
43,667
+33,545
+331% +$302K
WMB icon
1380
Williams Companies
WMB
$87.8B
$384K ﹤0.01%
+15,940
New +$402K
STLA icon
1381
Stellantis
STLA
$20.9B
$383K ﹤0.01%
+29,575
New +$396K
MIC
1382
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$383K ﹤0.01%
9,705
+4,214
+77% +$166K
ET icon
1383
CALL
Energy Transfer Partners
ET
$71.2B
$382K ﹤0.01%
+29,200
New +$407K
KHC icon
1384
PUT
Kraft Heinz
KHC
$29.6B
$380K ﹤0.01%
+13,600
New +$391K
COR icon
1385
PUT
Cencora
COR
$63.2B
$379K ﹤0.01%
4,600
-3,200
-41% -$275K
VZ icon
1386
Verizon
VZ
$195B
$379K ﹤0.01%
+6,285
New +$362K
WW
1387
PUT
DELISTED
WW International
WW
$378K ﹤0.01%
+10,000
New +$282K
FIHD
1388
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
$378K ﹤0.01%
2,063
+848
+70% +$150K
IONS icon
1389
CALL
Ionis Pharmaceuticals
IONS
$9.06B
$377K ﹤0.01%
+6,300
New +$411K
LDOS icon
1390
Leidos
LDOS
$17B
$376K ﹤0.01%
+4,378
New +$367K
BYD icon
1391
CALL
Boyd Gaming
BYD
$6.11B
$374K ﹤0.01%
15,600
+6,000
+63% +$152K
KDP icon
1392
Keurig Dr Pepper
KDP
$41.3B
$374K ﹤0.01%
13,682
– –
DGAZ
1393
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$374K ﹤0.01%
2,749
+729
+36% +$107K
EGO icon
1394
Eldorado Gold
EGO
$9.37B
$373K ﹤0.01%
+47,963
New +$390K
ABEV icon
1395
Ambev
ABEV
$46.5B
$372K ﹤0.01%
80,446
-132,185
-62% -$633K
ZION icon
1396
Zions Bancorporation
ZION
$10.3B
$371K ﹤0.01%
+8,325
New +$360K
GSG icon
1397
iShares S&P GSCI Commodity-Indexed Trust
GSG
$968M
$369K ﹤0.01%
24,520
+8,914
+57% +$136K
MCO icon
1398
PUT
Moody's
MCO
$81.9B
$369K ﹤0.01%
1,800
-200
-10% -$41.9K
CPRT icon
1399
Copart
CPRT
$26.9B
$368K ﹤0.01%
+18,300
New +$355K
DOV icon
1400
CALL
Dover
DOV
$28.4B
$368K ﹤0.01%
3,700
+1,500
+68% +$144K
54 55
56
57 58

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.