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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
CREG
2101
DELISTED
Smart Powerr
CREG
– –
-12
Closed -$5K
CREX icon
2102
Creative Realities
CREX
$40.6M
– –
-7,515
Closed -$52K
CRL icon
2103
CALL
Charles River Laboratories
CRL
$11.1B
– –
-2,200
Closed -$312K
CRTO icon
2104
PUT
Criteo S.A. Ordinary Shares
CRTO
$1.07B
– –
-13,400
Closed -$231K
CTRA
2105
DELISTED
Coterra Energy
CTRA
– –
-11,882
Closed -$228K
CTSH icon
2106
Cognizant
CTSH
$24.9B
– –
-5,960
Closed -$377K
CXW icon
2107
CALL
CoreCivic
CXW
$3B
– –
-9,900
Closed -$206K
CYBR
2108
DELISTED
CyberArk
CYBR
– –
-2,208
Closed -$266K
BGMS
2109
Bio Green Med Solution Inc
BGMS
$4.86M
– –
0
– -$8K
D icon
2110
Dominion Energy
D
$60.5B
– –
-6,704
Closed -$518K
DBEF icon
2111
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.3B
– –
-18,302
Closed -$579K
DBRG icon
2112
DigitalBridge
DBRG
$2.93B
– –
-5,544
Closed -$111K
DE icon
2113
Deere & Co
DE
$163B
– –
-1,287
Closed -$206K
DELL icon
2114
Dell
DELL
$302B
– –
-9,674
Closed -$256K
KUST
2115
Kustom Entertainment Inc
KUST
$1M
– –
0
– -$19K
DGX icon
2116
Quest Diagnostics
DGX
$25.6B
– –
-2,497
Closed -$256K
DHC
2117
Diversified Healthcare Trust
DHC
$2.13B
– –
-23,572
Closed -$195K
DHR icon
2118
PUT
Danaher
DHR
$139B
– –
-6,317
Closed -$800K
DIA icon
2119
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
– –
-34,535
Closed -$9.22M
DIN icon
2120
PUT
Dine Brands
DIN
$458M
– –
-3,100
Closed -$296K
DLNG icon
2121
Dynagas LNG Partners
DLNG
$135M
– –
-10,796
Closed -$16K
DRIO icon
2122
DarioHealth
DRIO
$69.2M
– –
-69
Closed -$13K
DSS icon
2123
DSS Inc
DSS
$5.35M
– –
-31
Closed -$9K
DXC icon
2124
CALL
DXC Technology
DXC
$1.75B
– –
-4,900
Closed -$270K
DXJ icon
2125
WisdomTree Japan Hedged Equity Fund
DXJ
$7.2B
– –
-4,859
Closed -$237K
83 84
85
86 87

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
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.