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
CIT
826
PUT
DELISTED
CIT Group Inc.
CIT
$1.11M 0.01%
24,500
+3,000
+14% +$140K
MSI icon
827
CALL
Motorola Solutions
MSI
$73.5B
$1.11M 0.01%
6,500
+100
+2% +$17.2K
MCK icon
828
PUT
McKesson
MCK
$97.2B
$1.11M 0.01%
8,100
-6,500
-45% -$922K
NBL
829
CALL
DELISTED
Noble Energy, Inc.
NBL
$1.11M 0.01%
+49,300
New +$1.1M
EWJ icon
830
iShares MSCI Japan ETF
EWJ
$22.4B
$1.11M 0.01%
19,497
-1,792
-8% -$98.2K
CRUS icon
831
CALL
Cirrus Logic
CRUS
$6.74B
$1.1M 0.01%
20,600
+7,000
+51% +$358K
TEAM icon
832
PUT
Atlassian
TEAM
$28B
$1.1M 0.01%
+8,800
New +$1.2M
GLD icon
833
SPDR Gold Trust
GLD
$132B
$1.1M 0.01%
7,938
+2,814
+55% +$391K
SYF icon
834
CALL
Synchrony
SYF
$25.7B
$1.1M 0.01%
32,300
-9,000
-22% -$309K
WBD icon
835
PUT
Warner Bros
WBD
$64.7B
$1.1M 0.01%
41,300
+24,100
+140% +$700K
M icon
836
PUT
Macy's
M
$6.89B
$1.1M 0.01%
70,500
+44,000
+166% +$815K
TZA icon
837
Direxion Daily Small Cap Bear 3x ETF
TZA
$209M
$1.09M 0.01%
+291
New +$1.11M
ENB icon
838
CALL
Enbridge
ENB
$117B
$1.09M 0.01%
31,100
-35,100
-53% -$1.21M
DVN icon
839
Devon Energy
DVN
$50.8B
$1.09M 0.01%
45,291
+10,772
+31% +$270K
HSBC icon
840
HSBC
HSBC
$364B
$1.08M 0.01%
+28,347
New +$1.1M
ETR icon
841
Entergy
ETR
$50.8B
$1.08M 0.01%
+18,450
New +$1.01M
NTRS icon
842
CALL
Northern Trust
NTRS
$33.4B
$1.08M 0.01%
11,600
+3,200
+38% +$294K
PGX icon
843
Invesco Preferred ETF
PGX
$3.81B
$1.08M 0.01%
+71,787
New +$1.07M
WB icon
844
PUT
Weibo
WB
$1.99B
$1.08M 0.01%
24,100
+17,800
+283% +$754K
W icon
845
PUT
Wayfair
W
$15.3B
$1.08M 0.01%
9,600
+4,700
+96% +$601K
XLRE icon
846
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.63B
$1.07M 0.01%
+27,230
New +$1.04M
QRVO icon
847
CALL
Qorvo
QRVO
$8.38B
$1.07M 0.01%
14,400
+2,500
+21% +$182K
DDS icon
848
Dillards
DDS
$9.65B
$1.05M 0.01%
+15,872
New +$1.02M
AMJ
849
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$1.05M 0.01%
+45,024
New +$1.09M
DIS icon
850
Walt Disney
DIS
$170B
$1.05M 0.01%
8,036
+2,869
+56% +$397K
32 33
34
35 36

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.