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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
NBR icon
2301
CALL
Nabors Industries
NBR
$1.24B
– –
-1,116
Closed -$162K
NBR icon
2302
Nabors Industries
NBR
$1.24B
– –
-2,478
Closed -$359K
SDEV
2303
Stablecoin Development Corp
SDEV
$51.5M
– –
-3
Closed -$34K
NCLH icon
2304
CALL
Norwegian Cruise Line
NCLH
$9.25B
– –
-7,300
Closed -$391K
NCLH icon
2305
PUT
Norwegian Cruise Line
NCLH
$9.25B
– –
-5,500
Closed -$295K
NCV
2306
Virtus Convertible & Income Fund
NCV
$381M
– –
-3,391
Closed -$77K
NDAQ icon
2307
Nasdaq
NDAQ
$52.5B
– –
-6,801
Closed -$218K
NEA icon
2308
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.39B
– –
-14,413
Closed -$199K
NG icon
2309
CALL
NovaGold Resources
NG
$2.79B
– –
-19,500
Closed -$115K
NKE icon
2310
Nike
NKE
$61.8B
– –
-15,534
Closed -$1.33M
NKTR icon
2311
CALL
Nektar Therapeutics
NKTR
$2.45B
– –
-433
Closed -$231K
NNDM
2312
Nano Dimension
NNDM
$330M
– –
-2,012
Closed -$10K
NOC icon
2313
Northrop Grumman
NOC
$78.7B
– –
-3,046
Closed -$1.08M
NRG icon
2314
CALL
NRG Energy
NRG
$24.4B
– –
-16,100
Closed -$565K
NRG icon
2315
PUT
NRG Energy
NRG
$24.4B
– –
-14,800
Closed -$520K
NRO
2316
Neuberger Real Estate Securities Income Fund Inc
NRO
$190M
– –
-28,945
Closed -$142K
NSC icon
2317
PUT
Norfolk Southern
NSC
$76.2B
– –
-1,500
Closed -$299K
NTR icon
2318
PUT
Nutrien
NTR
$32.2B
– –
-6,000
Closed -$321K
NUGT icon
2319
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$945M
– –
-4,437
Closed -$609K
NVR icon
2320
NVR
NVR
$16.7B
– –
-91
Closed -$307K
NWL icon
2321
Newell Brands
NWL
$2.59B
– –
-34,154
Closed -$551K
NWSA icon
2322
News Corp Class A
NWSA
$15.4B
– –
-22,075
Closed -$298K
NXE icon
2323
NexGen Energy
NXE
$6.53B
– –
-12,536
Closed -$20K
NXPI icon
2324
NXP Semiconductors
NXPI
$59.3B
– –
-5,264
Closed -$538K
O icon
2325
Realty Income
O
$58.7B
– –
-9,407
Closed -$660K
91 92
93
94 95

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OAM
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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.