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
AMT icon
601
American Tower
AMT
$81.7B
$1.96M 0.02%
+8,843
New +$1.93M
HP icon
602
PUT
Helmerich & Payne
HP
$3.45B
$1.96M 0.02%
48,800
+16,400
+51% +$723K
IJH icon
603
CALL
iShares Core S&P Mid-Cap ETF
IJH
$126B
$1.95M 0.02%
50,500
+37,500
+288% +$1.44M
W icon
604
CALL
Wayfair
W
$15.3B
$1.95M 0.02%
17,400
+7,400
+74% +$947K
WORK
605
PUT
DELISTED
Slack Technologies, Inc.
WORK
$1.95M 0.02%
+82,000
New +$2.48M
BSX icon
606
PUT
Boston Scientific
BSX
$71.1B
$1.94M 0.02%
47,700
-10,900
-19% -$462K
GDXJ icon
607
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.33B
$1.94M 0.02%
53,500
+3,900
+8% +$151K
DUK icon
608
PUT
Duke Energy
DUK
$96.9B
$1.94M 0.02%
20,200
+15,200
+304% +$1.38M
CF icon
609
CALL
CF Industries
CF
$18.1B
$1.92M 0.02%
39,100
+14,800
+61% +$717K
VEEV icon
610
PUT
Veeva Systems
VEEV
$34.4B
$1.92M 0.02%
12,600
+7,800
+163% +$1.25M
AAP icon
611
CALL
Advance Auto Parts
AAP
$3.55B
$1.92M 0.02%
11,600
+2,600
+29% +$391K
RGLD icon
612
PUT
Royal Gold
RGLD
$17.5B
$1.91M 0.02%
15,500
+1,800
+13% +$219K
TPR icon
613
CALL
Tapestry
TPR
$31.5B
$1.9M 0.02%
72,900
+57,900
+386% +$1.53M
GSK icon
614
PUT
GSK
GSK
$103B
$1.9M 0.02%
35,520
+18,240
+106% +$938K
CSX icon
615
PUT
CSX Corp
CSX
$94.5B
$1.88M 0.02%
81,600
+10,200
+14% +$237K
SHAK icon
616
CALL
Shake Shack
SHAK
$2.67B
$1.88M 0.02%
19,200
+5,100
+36% +$450K
AMTD
617
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.88M 0.02%
40,200
+3,000
+8% +$144K
LUV icon
618
PUT
Southwest Airlines
LUV
$23.8B
$1.86M 0.02%
34,400
+14,500
+73% +$758K
SBAC icon
619
CALL
SBA Communications
SBAC
$19.9B
$1.86M 0.02%
7,700
-400
-5% -$99K
UBER icon
620
CALL
Uber
UBER
$147B
$1.85M 0.02%
60,800
+12,500
+26% +$470K
FDS icon
621
CALL
Factset
FDS
$9.76B
$1.85M 0.02%
7,600
+2,500
+49% +$694K
HWM icon
622
CALL
Howmet Aerospace
HWM
$115B
$1.84M 0.02%
+92,454
New +$1.82M
MDB icon
623
PUT
MongoDB
MDB
$30.6B
$1.84M 0.02%
15,300
+10,900
+248% +$1.57M
DBX icon
624
CALL
Dropbox
DBX
$8.05B
$1.84M 0.02%
91,300
+29,300
+47% +$624K
NTRS icon
625
PUT
Northern Trust
NTRS
$33.4B
$1.82M 0.02%
19,500
+14,700
+306% +$1.35M
23 24
25
26 27

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
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.