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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$799B
$1.88B 17.19%
6,351,300
-726,500
-10% -$215M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$799B
$1.21B 11.04%
4,080,300
+228,900
+6% +$67.6M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$461B
$444M 4.05%
2,352,600
+344,900
+17% +$65.4M
AMZN icon
4
PUT
Amazon
AMZN
$3.05T
$252M 2.29%
2,898,000
+1,396,000
+93% +$129M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$461B
$226M 2.06%
1,197,300
+415,400
+53% +$78.7M
AMZN icon
6
CALL
Amazon
AMZN
$3.05T
$182M 1.66%
2,092,000
+732,000
+54% +$67.9M
DIA icon
7
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$164M 1.5%
610,700
+309,000
+102% +$82.5M
IWM icon
8
PUT
iShares Russell 2000 ETF
IWM
$80.6B
$143M 1.3%
942,600
-180,400
-16% -$27.5M
IWM icon
9
CALL
iShares Russell 2000 ETF
IWM
$80.6B
$121M 1.11%
801,600
+308,500
+63% +$47.1M
DIA icon
10
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$98.5M 0.9%
366,100
+12,200
+3% +$3.26M
BKNG icon
11
PUT
Booking.com
BKNG
$152B
$84.4M 0.77%
1,075,000
+725,000
+207% +$56.2M
AAPL icon
12
CALL
Apple
AAPL
$4.52T
$75.4M 0.69%
1,346,800
+84,400
+7% +$4.41M
BKNG icon
13
CALL
Booking.com
BKNG
$152B
$72.8M 0.66%
927,500
+602,500
+185% +$46.7M
MSFT icon
14
CALL
Microsoft
MSFT
$3.6T
$69.3M 0.63%
498,800
-192,400
-28% -$26.5M
GOOG icon
15
CALL
Alphabet (Google) Class C
GOOG
$4.51T
$67.7M 0.62%
1,110,000
-94,000
-8% -$5.56M
GOOG icon
16
PUT
Alphabet (Google) Class C
GOOG
$4.51T
$67.3M 0.61%
1,104,000
+22,000
+2% +$1.3M
JNJ icon
17
CALL
Johnson & Johnson
JNJ
$614B
$63.3M 0.58%
489,000
+145,200
+42% +$19.1M
HD icon
18
PUT
Home Depot
HD
$341B
$59.4M 0.54%
255,800
+182,000
+247% +$39.8M
GOOGL icon
19
PUT
Alphabet (Google) Class A
GOOGL
$4.51T
$57.5M 0.52%
942,000
-168,000
-15% -$9.95M
XOM icon
20
CALL
ExxonMobil
XOM
$640B
$55.8M 0.51%
790,100
+93,400
+13% +$6.75M
GOOGL icon
21
CALL
Alphabet (Google) Class A
GOOGL
$4.51T
$54.8M 0.5%
898,000
-212,000
-19% -$12.6M
AAPL icon
22
PUT
Apple
AAPL
$4.52T
$48.7M 0.44%
869,200
+142,000
+20% +$7.42M
HD icon
23
CALL
Home Depot
HD
$341B
$48M 0.44%
206,800
-6,500
-3% -$1.42M
CVX icon
24
CALL
Chevron
CVX
$389B
$46.8M 0.43%
394,300
+179,200
+83% +$21.8M
MSFT icon
25
PUT
Microsoft
MSFT
$3.6T
$44.8M 0.41%
322,400
-16,700
-5% -$2.3M
1
2 3 4 5

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
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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.