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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
CNI icon
1476
Canadian National Railway
CNI
$76.5B
$330K ﹤0.01%
3,667
+1,276
+53% +$118K
ET icon
1477
PUT
Energy Transfer Partners
ET
$71.2B
$330K ﹤0.01%
+25,200
New +$351K
FTNT icon
1478
Fortinet
FTNT
$117B
$330K ﹤0.01%
21,465
+1,885
+10% +$30.6K
UNP icon
1479
Union Pacific
UNP
$175B
$329K ﹤0.01%
+2,029
New +$341K
BALL icon
1480
CALL
Ball Corp
BALL
$16.7B
$328K ﹤0.01%
4,500
-14,500
-76% -$1.08M
CNC icon
1481
Centene
CNC
$31.7B
$327K ﹤0.01%
+7,552
New +$368K
STWD icon
1482
Starwood Property Trust
STWD
$5.91B
$327K ﹤0.01%
+13,521
New +$319K
ATVI
1483
DELISTED
Activision Blizzard
ATVI
$327K ﹤0.01%
6,184
-3,446
-36% -$172K
IEI icon
1484
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
$326K ﹤0.01%
2,573
-2,662
-51% -$336K
NTR icon
1485
Nutrien
NTR
$32B
$326K ﹤0.01%
+6,538
New +$334K
PID icon
1486
Invesco International Dividend Achievers ETF
PID
$917M
$326K ﹤0.01%
+20,307
New +$323K
PBCT
1487
DELISTED
People's United Financial Inc
PBCT
$325K ﹤0.01%
+20,772
New +$325K
APPN icon
1488
Appian
APPN
$2.23B
$324K ﹤0.01%
+6,830
New +$320K
XLF icon
1489
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
$324K ﹤0.01%
11,569
-64,356
-85% -$1.78M
HDS
1490
DELISTED
HD Supply Holdings, Inc.
HDS
$324K ﹤0.01%
+8,275
New +$324K
A icon
1491
Agilent Technologies
A
$39.9B
$323K ﹤0.01%
+4,219
New +$304K
GDDY icon
1492
CALL
GoDaddy
GDDY
$11.4B
$323K ﹤0.01%
4,900
-3,800
-44% -$258K
BP icon
1493
BP
BP
$109B
$322K ﹤0.01%
8,480
-7,373
-47% -$281K
MRSH
1494
Marsh
MRSH
$92.2B
$322K ﹤0.01%
3,222
-4,924
-60% -$492K
XPO icon
1495
PUT
XPO
XPO
$23B
$322K ﹤0.01%
+13,011
New +$301K
DUK icon
1496
Duke Energy
DUK
$96.6B
$321K ﹤0.01%
3,348
-4,253
-56% -$387K
VAC icon
1497
PUT
Marriott Vacations Worldwide
VAC
$4.28B
$321K ﹤0.01%
+3,100
New +$305K
SAP icon
1498
SAP
SAP
$230B
$320K ﹤0.01%
2,715
-1,650
-38% -$204K
HUYA
1499
Huya Inc
HUYA
$554M
$319K ﹤0.01%
+13,490
New +$318K
SOXS icon
1500
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.12B
– –
0
– –
58 59
60
61 62

Similar funds

BCM
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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.