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
LYFT icon
1626
Lyft
LYFT
$6.26B
$272K ﹤0.01%
6,663
-4,453
-40% -$243K
NVDA icon
1627
NVIDIA
NVDA
$5.31T
$272K ﹤0.01%
+62,480
New +$263K
THC icon
1628
PUT
Tenet Healthcare
THC
$21.1B
$272K ﹤0.01%
+12,300
New +$262K
PRAH
1629
DELISTED
PRA Health Sciences, Inc.
PRAH
$271K ﹤0.01%
+2,726
New +$271K
HDS
1630
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
$270K ﹤0.01%
6,900
-2,100
-23% -$82.3K
BFH icon
1631
Bread Financial
BFH
$4.54B
$269K ﹤0.01%
+2,633
New +$297K
EXPE icon
1632
PUT
Expedia Group
EXPE
$38.4B
$269K ﹤0.01%
+2,000
New +$264K
WPX
1633
CALL
DELISTED
WPX Energy, Inc.
WPX
$269K ﹤0.01%
+25,400
New +$268K
GEN icon
1634
Gen Digital
GEN
$16.7B
$268K ﹤0.01%
+11,357
New +$265K
SPTL icon
1635
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.7B
$268K ﹤0.01%
6,539
-3,024
-32% -$121K
FLG
1636
Flagstar Bank National Association
FLG
$5.96B
$268K ﹤0.01%
+7,106
New +$245K
SC
1637
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$268K ﹤0.01%
10,500
-5,700
-35% -$149K
IEV icon
1638
iShares Europe ETF
IEV
$1.69B
$267K ﹤0.01%
+6,182
New +$265K
UL icon
1639
Unilever
UL
$139B
$267K ﹤0.01%
+3,947
New +$273K
WRB icon
1640
W.R. Berkley
WRB
$26.8B
$267K ﹤0.01%
+8,305
New +$259K
EXC icon
1641
PUT
Exelon
EXC
$47.1B
$266K ﹤0.01%
7,711
-35,891
-82% -$1.21M
HOLX
1642
DELISTED
Hologic
HOLX
$266K ﹤0.01%
5,261
-129
-2% -$6.35K
CALY
1643
Callaway Golf Company
CALY
$3.41B
$266K ﹤0.01%
+13,696
New +$249K
NLY icon
1644
PUT
Annaly Capital Management
NLY
$17.1B
$266K ﹤0.01%
7,550
-5,000
-40% -$180K
AUY
1645
CALL
DELISTED
Yamana Gold, Inc.
AUY
$266K ﹤0.01%
83,800
-110,600
-57% -$353K
AGCO icon
1646
CALL
AGCO
AGCO
$7.27B
$265K ﹤0.01%
+3,500
New +$257K
GPC icon
1647
Genuine Parts
GPC
$18.1B
$265K ﹤0.01%
+2,665
New +$256K
LYV icon
1648
PUT
Live Nation Entertainment
LYV
$42.8B
$265K ﹤0.01%
+4,000
New +$280K
SHAK icon
1649
PUT
Shake Shack
SHAK
$3B
$265K ﹤0.01%
2,700
-5,300
-66% -$468K
TECK icon
1650
PUT
Teck Resources
TECK
$32.4B
$265K ﹤0.01%
+16,300
New +$308K
64 65
66
67 68

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.