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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
R icon
1576
Ryder
R
$10.1B
$293K ﹤0.01%
+5,652
New +$295K
UDR icon
1577
UDR
UDR
$12.3B
$293K ﹤0.01%
+6,039
New +$284K
EXR icon
1578
CALL
Extra Space Storage
EXR
$31.6B
$292K ﹤0.01%
+2,500
New +$289K
OVV icon
1579
CALL
Ovintiv
OVV
$16.6B
$292K ﹤0.01%
+12,680
New +$290K
ZEN
1580
PUT
DELISTED
ZENDESK INC
ZEN
$292K ﹤0.01%
+4,000
New +$330K
PB icon
1581
Prosperity Bancshares
PB
$8.88B
$290K ﹤0.01%
+4,103
New +$276K
DRI icon
1582
Darden Restaurants
DRI
$24.1B
$288K ﹤0.01%
+2,439
New +$298K
OHI icon
1583
CALL
Omega Healthcare
OHI
$14.8B
$288K ﹤0.01%
+6,900
New +$269K
BPOP icon
1584
PUT
Popular Inc
BPOP
$11.2B
$287K ﹤0.01%
+5,300
New +$287K
LUMN icon
1585
Lumen
LUMN
$6.09B
$287K ﹤0.01%
22,992
-26,577
-54% -$316K
PDBC icon
1586
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.3B
$287K ﹤0.01%
+18,405
New +$293K
EW icon
1587
Edwards Lifesciences
EW
$51.5B
$286K ﹤0.01%
+3,897
New +$274K
THG icon
1588
Hanover Insurance
THG
$8.06B
$286K ﹤0.01%
+2,111
New +$277K
SQQQ icon
1589
ProShares UltraPro Short QQQ
SQQQ
$1.77B
$285K ﹤0.01%
14
-1
-7% -$20.7K
LSI
1590
CALL
DELISTED
Life Storage, Inc.
LSI
$285K ﹤0.01%
4,050
– –
NEE icon
1591
NextEra Energy
NEE
$176B
$284K ﹤0.01%
+4,884
New +$264K
SEDG icon
1592
SolarEdge
SEDG
$2.01B
$284K ﹤0.01%
+3,393
New +$253K
SKX
1593
PUT
DELISTED
Skechers
SKX
$284K ﹤0.01%
+7,600
New +$261K
UN
1594
DELISTED
Unilever NV New York Registry Shares
UN
$284K ﹤0.01%
+4,730
New +$284K
AYI icon
1595
CALL
Acuity Brands
AYI
$10.7B
$283K ﹤0.01%
+2,100
New +$274K
PANW icon
1596
Palo Alto Networks
PANW
$293B
$283K ﹤0.01%
8,316
-4,350
-34% -$154K
STX icon
1597
Seagate
STX
$193B
$283K ﹤0.01%
5,257
-134
-2% -$6.57K
ITB icon
1598
CALL
iShares US Home Construction ETF
ITB
$2.28B
$282K ﹤0.01%
+6,500
New +$261K
PHYS icon
1599
Sprott Physical Gold
PHYS
$15.3B
$282K ﹤0.01%
+23,878
New +$282K
CM icon
1600
PUT
Canadian Imperial Bank of Commerce
CM
$108B
$281K ﹤0.01%
6,800
+1,600
+31% +$62.9K
62 63
64
65 66

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.