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
+97.02%
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
BSMX
1876
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$170K ﹤0.01%
27,028
-33,704
-55% -$231K
RITM icon
1877
Rithm Capital
RITM
$5.63B
$169K ﹤0.01%
10,783
-16,248
-60% -$243K
TME icon
1878
PUT
Tencent Music
TME
$15.6B
$169K ﹤0.01%
+13,200
New +$186K
OVV icon
1879
PUT
Ovintiv
OVV
$16B
$168K ﹤0.01%
+7,320
New +$168K
LL
1880
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
$168K ﹤0.01%
17,000
+6,900
+68% +$67.7K
BOX icon
1881
CALL
Box
BOX
$4.46B
$167K ﹤0.01%
10,100
-5,500
-35% -$88.3K
PSEC icon
1882
Prospect Capital
PSEC
$1.09B
$165K ﹤0.01%
+25,011
New +$165K
MUFG icon
1883
Mitsubishi UFJ Financial
MUFG
$253B
$164K ﹤0.01%
32,335
-3,836
-11% -$18.8K
CNH
1884
CNH Industrial
CNH
$13.4B
$164K ﹤0.01%
18,601
-4,351
-19% -$38.3K
NWG icon
1885
NatWest
NWG
$76.5B
$159K ﹤0.01%
+28,975
New +$161K
AMC icon
1886
AMC Entertainment Holdings
AMC
$2.38B
$158K ﹤0.01%
+1,480
New +$161K
MTG icon
1887
MGIC Investment
MTG
$6.27B
$158K ﹤0.01%
12,591
-5,688
-31% -$73.5K
GNW icon
1888
Genworth Financial
GNW
$3.72B
$157K ﹤0.01%
35,679
+10,954
+44% +$45.7K
MT icon
1889
ArcelorMittal
MT
$57B
$157K ﹤0.01%
+11,030
New +$169K
NIO icon
1890
NIO
NIO
$11.7B
$156K ﹤0.01%
99,763
+62,857
+170% +$192K
RRC icon
1891
Range Resources
RRC
$8.91B
$156K ﹤0.01%
40,915
+22,231
+119% +$107K
LXP icon
1892
LXP Industrial Trust
LXP
$3.57B
$154K ﹤0.01%
3,015
-5,522
-65% -$276K
DNR
1893
DELISTED
Denbury Resources, Inc.
DNR
$154K ﹤0.01%
129,274
+1,482
+1% +$1.71K
VRN
1894
DELISTED
Veren
VRN
$153K ﹤0.01%
35,846
+22,917
+177% +$79.4K
LFC
1895
DELISTED
China Life Insurance Company Ltd.
LFC
$152K ﹤0.01%
+13,170
New +$161K
RPAI
1896
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$152K ﹤0.01%
12,309
-244
-2% -$2.87K
AKS
1897
CALL
DELISTED
AK Steel Holding Corp
AKS
$151K ﹤0.01%
66,500
+47,600
+252% +$114K
CRC
1898
CALL
DELISTED
California Resources Corporation
CRC
$151K ﹤0.01%
+14,800
New +$190K
FDD icon
1899
First Trust STOXX European Select Dividend Income Fund
FDD
$900M
$150K ﹤0.01%
+11,803
New +$147K
VALE icon
1900
PUT
Vale
VALE
$63.7B
$148K ﹤0.01%
+12,900
New +$156K
74 75
76
77 78

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.