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
OKE icon
426
PUT
Oneok
OKE
$55.6B
$3.13M 0.03%
42,500
+34,600
+438% +$2.45M
LUV icon
427
CALL
Southwest Airlines
LUV
$23B
$3.13M 0.03%
57,900
+32,800
+131% +$1.72M
NVS icon
428
CALL
Novartis
NVS
$292B
$3.11M 0.03%
35,800
-8,700
-20% -$781K
CL icon
429
Colgate-Palmolive
CL
$71.6B
$3.11M 0.03%
42,283
+31,704
+300% +$2.3M
SLV icon
430
CALL
iShares Silver Trust
SLV
$28B
$3.1M 0.03%
+194,700
New +$3.1M
BDXA
431
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$3.1M 0.03%
+50,000
New +$3.1M
IWD icon
432
CALL
iShares Russell 1000 Value ETF
IWD
$82.6B
$3.09M 0.03%
+24,100
New +$3.06M
NOW icon
433
CALL
ServiceNow
NOW
$118B
$3.07M 0.03%
60,500
+20,500
+51% +$1.11M
VNQ icon
434
Vanguard Real Estate ETF
VNQ
$39.3B
$3.06M 0.03%
+32,774
New +$2.98M
BKNG icon
435
Booking.com
BKNG
$149B
$3.05M 0.03%
38,900
+29,950
+335% +$2.32M
OKTA icon
436
CALL
Okta
OKTA
$24.6B
$3.02M 0.03%
30,700
+28,400
+1,235% +$3.55M
SWKS icon
437
CALL
Skyworks Solutions
SWKS
$9.22B
$3.02M 0.03%
38,100
+28,600
+301% +$2.28M
AEP icon
438
CALL
American Electric Power
AEP
$69.9B
$3.02M 0.03%
32,200
-10,100
-24% -$917K
CSCO icon
439
Cisco
CSCO
$457B
$3M 0.03%
60,691
+21,146
+53% +$1.1M
LYB icon
440
LyondellBasell Industries
LYB
$19.6B
$3M 0.03%
33,525
+22,321
+199% +$1.82M
OIH icon
441
PUT
VanEck Oil Services ETF
OIH
$1.89B
$2.99M 0.03%
12,720
+6,995
+122% +$1.81M
SPLK
442
PUT
DELISTED
Splunk Inc
SPLK
$2.98M 0.03%
25,300
+4,900
+24% +$612K
EXC icon
443
CALL
Exelon
EXC
$47B
$2.98M 0.03%
86,503
-20,750
-19% -$697K
VRSN icon
444
CALL
VeriSign
VRSN
$27B
$2.98M 0.03%
15,800
-900
-5% -$185K
MAR icon
445
CALL
Marriott International
MAR
$90.4B
$2.97M 0.03%
23,900
-1,100
-4% -$146K
DAL icon
446
PUT
Delta Air Lines
DAL
$60.2B
$2.96M 0.03%
51,400
-104,900
-67% -$6.21M
ALL icon
447
CALL
Allstate
ALL
$67.6B
$2.96M 0.03%
27,200
+5,100
+23% +$532K
ROKU icon
448
PUT
Roku
ROKU
$21.6B
$2.95M 0.03%
29,000
+18,300
+171% +$2.24M
EWG icon
449
iShares MSCI Germany ETF
EWG
$1.6B
$2.95M 0.03%
109,575
+99,513
+989% +$2.68M
NOW icon
450
PUT
ServiceNow
NOW
$118B
$2.94M 0.03%
58,000
+28,500
+97% +$1.55M
16 17
18
19 20

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
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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.