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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
+97.02%
10 Year Est. Return
+293.06%
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
IDXX icon
1751
Idexx Laboratories
IDXX
$46.1B
$230K ﹤0.01%
+846
New +$235K
FFIV icon
1752
F5
FFIV
$23.4B
$229K ﹤0.01%
1,630
-52
-3% -$7.19K
AIZ icon
1753
Assurant
AIZ
$14.9B
$228K ﹤0.01%
+1,811
New +$215K
BHC icon
1754
Bausch Health
BHC
$2.35B
$228K ﹤0.01%
+10,457
New +$239K
FMC icon
1755
CALL
FMC
FMC
$1.35B
$228K ﹤0.01%
2,600
-8,900
-77% -$764K
VIAB
1756
DELISTED
Viacom Inc. Class B
VIAB
$228K ﹤0.01%
+9,495
New +$265K
AEG icon
1757
Aegon
AEG
$14B
$227K ﹤0.01%
59,607
-26,657
-31% -$106K
CMI icon
1758
Cummins
CMI
$89.7B
$227K ﹤0.01%
+1,393
New +$223K
DUST icon
1759
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$54.5M
$227K ﹤0.01%
+11
New +$222K
UYG icon
1760
ProShares Ultra Financials
UYG
$861M
$227K ﹤0.01%
4,846
-1,124
-19% -$51.4K
XRAY icon
1761
Dentsply Sirona
XRAY
$2.76B
$227K ﹤0.01%
+4,267
New +$229K
DBI icon
1762
Designer Brands
DBI
$339M
$226K ﹤0.01%
+13,176
New +$223K
EG icon
1763
Everest Group
EG
$14.3B
$226K ﹤0.01%
+849
New +$214K
WUBA
1764
DELISTED
58.com Inc
WUBA
$226K ﹤0.01%
+4,582
New +$254K
AXP icon
1765
American Express
AXP
$236B
$225K ﹤0.01%
1,900
-6,979
-79% -$856K
BOX icon
1766
PUT
Box
BOX
$4.43B
$225K ﹤0.01%
13,600
-1,000
-7% -$16K
CLB icon
1767
Core Laboratories
CLB
$502M
$225K ﹤0.01%
4,820
-3,775
-44% -$176K
RPG icon
1768
Invesco S&P 500 Pure Growth ETF
RPG
$2.1B
$225K ﹤0.01%
9,515
-390
-4% -$9.32K
RITM icon
1769
PUT
Rithm Capital
RITM
$5.64B
$224K ﹤0.01%
14,300
-13,100
-48% -$196K
CONN
1770
PUT
DELISTED
Conn's Inc.
CONN
$224K ﹤0.01%
+9,000
New +$189K
MDC
1771
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
$224K ﹤0.01%
+5,616
New +$197K
ETR icon
1772
PUT
Entergy
ETR
$49.9B
$223K ﹤0.01%
3,800
-14,400
-79% -$788K
HUM icon
1773
Humana
HUM
$43.7B
$223K ﹤0.01%
871
-19
-2% -$5.33K
NI icon
1774
NiSource
NI
$20.6B
$223K ﹤0.01%
7,466
-26,148
-78% -$767K
PGHY icon
1775
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$226M
$223K ﹤0.01%
+9,720
New +$224K
69 70
71
72 73

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.