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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
AMKR icon
2026
Amkor Technology
AMKR
$13.9B
– –
-11,401
Closed -$85K
AMLP icon
2027
Alerian MLP ETF
AMLP
$12.9B
– –
-2,661
Closed -$131K
AMP icon
2028
CALL
Ameriprise Financial
AMP
$48.9B
– –
-2,600
Closed -$377K
AMTX icon
2029
Aemetis
AMTX
$114M
– –
-23,942
Closed -$20K
AMZA icon
2030
InfraCap MLP ETF
AMZA
$468M
– –
-2,720
Closed -$151K
ANET icon
2031
Arista Networks
ANET
$240B
– –
-18,256
Closed -$283K
APD icon
2032
PUT
Air Products & Chemicals
APD
$65.6B
– –
-4,300
Closed -$973K
APH icon
2033
Amphenol
APH
$211B
– –
-25,068
Closed -$578K
APTV icon
2034
Aptiv
APTV
$10.1B
– –
-3,089
Closed -$258K
APTV icon
2035
PUT
Aptiv
APTV
$10.1B
– –
-7,400
Closed -$598K
APVO icon
2036
Aptevo Therapeutics
APVO
$5.1M
– –
0
– -$13K
ARE icon
2037
Alexandria Real Estate Equities
ARE
$8.52B
– –
-2,501
Closed -$353K
ASH icon
2038
Ashland
ASH
$3.31B
– –
-5,834
Closed -$467K
ASRT
2039
DELISTED
Assertio
ASRT
– –
-177
Closed -$37K
ASX icon
2040
ASE Group
ASX
$85.1B
– –
-12,792
Closed -$51K
ATNM icon
2041
Actinium Pharmaceuticals
ATNM
$25.4M
– –
-878
Closed -$6K
ATR icon
2042
AptarGroup
ATR
$8.66B
– –
-2,181
Closed -$271K
AVGO icon
2043
Broadcom
AVGO
$1.99T
– –
-24,350
Closed -$692K
AWP
2044
abrdn Global Premier Properties Fund
AWP
$369M
– –
-6,286
Closed -$118K
AXON
2045
Axon Enterprise
AXON
$48.9B
– –
-3,453
Closed -$218K
AXS icon
2046
CALL
AXIS Capital
AXS
$7.57B
– –
-4,200
Closed -$251K
AXTA icon
2047
Axalta
AXTA
$8.05B
– –
-12,013
Closed -$358K
BABA icon
2048
Alibaba
BABA
$309B
– –
-1,254
Closed -$216K
BAP icon
2049
Credicorp
BAP
$31.2B
– –
-1,311
Closed -$300K
BAX icon
2050
PUT
Baxter International
BAX
$14.7B
– –
-32,300
Closed -$2.65M
80 81
82
83 84

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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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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

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.