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
ZION icon
926
CALL
Zions Bancorporation
ZION
$10.5B
$886K 0.01%
19,900
+5,900
+42% +$255K
SDY icon
927
State Street SPDR S&P Dividend ETF
SDY
$23.8B
$884K 0.01%
8,617
-3,409
-28% -$344K
OLLI icon
928
CALL
Ollie's Bargain Outlet
OLLI
$4.66B
$880K 0.01%
15,000
-3,600
-19% -$270K
NTES icon
929
PUT
NetEase
NTES
$83.6B
$878K 0.01%
16,500
-18,000
-52% -$916K
RACE icon
930
CALL
Ferrari
RACE
$70.8B
$878K 0.01%
5,700
+2,700
+90% +$431K
VMC icon
931
CALL
Vulcan Materials
VMC
$36.9B
$877K 0.01%
5,800
-200
-3% -$28.2K
X
932
PUT
DELISTED
US Steel
X
$873K 0.01%
75,600
-3,000
-4% -$38.6K
FSLR icon
933
PUT
First Solar
FSLR
$26.2B
$870K 0.01%
+15,000
New +$961K
BXP icon
934
CALL
Boston Properties
BXP
$11.3B
$869K 0.01%
+6,700
New +$870K
SNAP icon
935
PUT
Snap
SNAP
$9.74B
$869K 0.01%
55,000
+38,200
+227% +$612K
EWW icon
936
iShares MSCI Mexico ETF
EWW
$1.98B
$868K 0.01%
+20,323
New +$849K
MIC
937
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$868K 0.01%
22,000
+10,600
+93% +$419K
STZ icon
938
Constellation Brands
STZ
$22.4B
$866K 0.01%
4,178
-4,214
-50% -$846K
TTE icon
939
TotalEnergies
TTE
$189B
$866K 0.01%
16,647
+11,752
+240% +$609K
CIEN icon
940
PUT
Ciena
CIEN
$58.2B
$859K 0.01%
21,900
-2,300
-10% -$96.4K
BFH icon
941
CALL
Bread Financial
BFH
$4.54B
$858K 0.01%
+8,395
New +$946K
NOW icon
942
ServiceNow
NOW
$122B
$857K 0.01%
16,875
+1,800
+12% +$97.9K
IYT icon
943
CALL
iShares US Transportation ETF
IYT
$2.31B
$856K 0.01%
18,400
-1,600
-8% -$74.7K
AMBA icon
944
PUT
Ambarella
AMBA
$3.61B
$855K 0.01%
13,600
+4,800
+55% +$249K
JBL icon
945
CALL
Jabil
JBL
$35.6B
$855K 0.01%
23,900
-7,100
-23% -$214K
NVS icon
946
Novartis
NVS
$291B
$846K 0.01%
+9,732
New +$874K
SEDG icon
947
CALL
SolarEdge
SEDG
$2.97B
$846K 0.01%
10,100
+2,800
+38% +$209K
IP icon
948
CALL
International Paper
IP
$22.4B
$845K 0.01%
+21,331
New +$834K
PAAS icon
949
PUT
Pan American Silver
PAAS
$18.9B
$845K 0.01%
53,900
+4,500
+9% +$72.8K
BHC icon
950
PUT
Bausch Health
BHC
$2.41B
$843K 0.01%
38,600
-9,700
-20% -$222K
36 37
38
39 40

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.