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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
MKTX icon
1651
MarketAxess Holdings
MKTX
$5.71B
$264K ﹤0.01%
+806
New +$288K
ABB
1652
PUT
DELISTED
ABB Ltd
ABB
$264K ﹤0.01%
+13,400
New +$256K
ON icon
1653
CALL
ON Semiconductor
ON
$18.3B
$263K ﹤0.01%
+13,700
New +$263K
STLA icon
1654
CALL
Stellantis
STLA
$21.2B
$263K ﹤0.01%
+20,300
New +$272K
TCF
1655
DELISTED
TCF Financial Corporation Common Stock
TCF
$263K ﹤0.01%
+6,919
New +$275K
LEG icon
1656
CALL
Leggett & Platt
LEG
$1.4B
$262K ﹤0.01%
+6,400
New +$251K
RRC icon
1657
CALL
Range Resources
RRC
$8.91B
$262K ﹤0.01%
68,500
+23,700
+53% +$114K
VAR
1658
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
$262K ﹤0.01%
+2,200
New +$262K
HTZ
1659
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$262K ﹤0.01%
+18,900
New +$266K
BG icon
1660
Bunge Global
BG
$20.5B
$261K ﹤0.01%
+4,618
New +$258K
CG icon
1661
CALL
Carlyle Group
CG
$17.9B
$261K ﹤0.01%
+10,200
New +$244K
HAS icon
1662
CALL
Hasbro
HAS
$12.9B
$261K ﹤0.01%
+2,200
New +$251K
SNPS icon
1663
CALL
Synopsys
SNPS
$76.7B
$261K ﹤0.01%
1,900
-3,900
-67% -$527K
CIT
1664
DELISTED
CIT Group Inc.
CIT
$261K ﹤0.01%
5,751
-105
-2% -$4.89K
CBRE icon
1665
CALL
CBRE Group
CBRE
$43.8B
$260K ﹤0.01%
4,900
-5,500
-53% -$289K
WAT icon
1666
Waters Corp
WAT
$39.3B
$260K ﹤0.01%
1,166
-1,391
-54% -$300K
YETI icon
1667
PUT
Yeti Holdings
YETI
$3.98B
$260K ﹤0.01%
+9,300
New +$282K
BHF icon
1668
CALL
Brighthouse Financial
BHF
$3.55B
$259K ﹤0.01%
6,400
-1,900
-23% -$70.8K
DOV icon
1669
PUT
Dover
DOV
$28.3B
$259K ﹤0.01%
+2,600
New +$249K
LNC icon
1670
CALL
Lincoln National
LNC
$8.98B
$259K ﹤0.01%
4,300
-2,100
-33% -$126K
OZK icon
1671
CALL
Bank OZK
OZK
$5.63B
$259K ﹤0.01%
+9,500
New +$264K
PBR icon
1672
CALL
Petrobras
PBR
$118B
$259K ﹤0.01%
17,900
-38,300
-68% -$562K
QRVO icon
1673
PUT
Qorvo
QRVO
$8.4B
$259K ﹤0.01%
+3,500
New +$254K
CONN
1674
CALL
DELISTED
Conn's Inc.
CONN
$259K ﹤0.01%
+10,400
New +$219K
IUSV icon
1675
iShares Core S&P US Value ETF
IUSV
$27.6B
$258K ﹤0.01%
+4,471
New +$254K
65 66
67
68 69

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.