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
FITB
1526
PUT
Fifth Third Bancorp
FITB
$51.7B
$307K ﹤0.01%
11,200
-7,900
-41% -$217K
NOK icon
1527
CALL
Nokia
NOK
$52.6B
$307K ﹤0.01%
+60,600
New +$313K
THC icon
1528
CALL
Tenet Healthcare
THC
$20.7B
$307K ﹤0.01%
13,900
-2,900
-17% -$61.8K
SGEN
1529
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
$307K ﹤0.01%
+3,600
New +$264K
CASY icon
1530
PUT
Casey's General Stores
CASY
$30.8B
$306K ﹤0.01%
1,900
-3,400
-64% -$560K
ROST icon
1531
Ross Stores
ROST
$81.6B
$306K ﹤0.01%
2,783
-7,932
-74% -$837K
SBAC icon
1532
SBA Communications
SBAC
$19.4B
$305K ﹤0.01%
1,264
+197
+18% +$48.7K
SSRM icon
1533
CALL
SSR Mining
SSRM
$5.87B
$305K ﹤0.01%
21,000
-4,900
-19% -$75.4K
ACM icon
1534
CALL
Aecom
ACM
$9.63B
$304K ﹤0.01%
8,100
+1,100
+16% +$39.6K
HIG icon
1535
Hartford Financial Services
HIG
$39.6B
$304K ﹤0.01%
5,016
-13,056
-72% -$764K
PEG icon
1536
CALL
Public Service Enterprise Group
PEG
$37.4B
$304K ﹤0.01%
4,900
-16,900
-78% -$1.01M
HOLX
1537
CALL
DELISTED
Hologic
HOLX
$303K ﹤0.01%
6,000
-1,700
-22% -$83.7K
PPLI
1538
People Inc
PPLI
$3.2B
$303K ﹤0.01%
+7,789
New +$333K
INFO
1539
DELISTED
IHS Markit Ltd. Common Shares
INFO
$303K ﹤0.01%
+4,527
New +$296K
CAR icon
1540
PUT
Avis
CAR
$4.89B
$302K ﹤0.01%
10,700
+1,600
+18% +$49K
GPN icon
1541
CALL
Global Payments
GPN
$24B
$302K ﹤0.01%
+1,900
New +$310K
OVV icon
1542
Ovintiv
OVV
$16.6B
$302K ﹤0.01%
13,148
+9,605
+271% +$220K
FXO icon
1543
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$301K ﹤0.01%
+9,468
New +$299K
GT icon
1544
CALL
Goodyear
GT
$1.94B
$301K ﹤0.01%
20,900
-2,600
-11% -$34.6K
TAL icon
1545
CALL
TAL Education Group
TAL
$6.91B
$301K ﹤0.01%
+8,800
New +$306K
WUBA
1546
CALL
DELISTED
58.com Inc
WUBA
$301K ﹤0.01%
6,100
-3,200
-34% -$177K
FRN
1547
DELISTED
Invesco Frontier Markets ETF
FRN
$301K ﹤0.01%
+22,109
New +$312K
SPR
1548
DELISTED
Spirit AeroSystems
SPR
$300K ﹤0.01%
+3,650
New +$286K
STRA icon
1549
Strategic Education
STRA
$1.86B
$300K ﹤0.01%
+2,208
New +$377K
USFD icon
1550
US Foods
USFD
$23.6B
$300K ﹤0.01%
+7,305
New +$282K
60 61
62
63 64

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.