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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
PVI icon
2376
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
– –
-8,354
Closed -$208K
PWR icon
2377
Quanta Services
PWR
$102B
– –
-5,606
Closed -$214K
QQQ icon
2378
Invesco QQQ Trust
QQQ
$469B
– –
-127,884
Closed -$24.2M
RACE icon
2379
Ferrari
RACE
$70.5B
– –
-4,805
Closed -$767K
RDUS
2380
CALL
DELISTED
Radius Recycling
RDUS
– –
-12,000
Closed -$314K
REKR icon
2381
Rekor Systems
REKR
$90M
– –
-12,520
Closed -$23K
RH icon
2382
RH
RH
$3.29B
– –
-1,803
Closed -$257K
RHI icon
2383
Robert Half
RHI
$3.96B
– –
-4,063
Closed -$232K
RIO icon
2384
PUT
Rio Tinto
RIO
$156B
– –
-14,700
Closed -$916K
RJF icon
2385
CALL
Raymond James Financial
RJF
$34.1B
– –
-14,250
Closed -$803K
ROK icon
2386
Rockwell Automation
ROK
$53.5B
– –
-4,098
Closed -$647K
ROP icon
2387
Roper Technologies
ROP
$38.8B
– –
-673
Closed -$244K
RS icon
2388
CALL
Reliance Steel & Aluminium
RS
$20.9B
– –
-3,400
Closed -$322K
RS icon
2389
Reliance Steel & Aluminium
RS
$20.9B
– –
-3,790
Closed -$359K
HIND
2390
Vyome Holdings
HIND
$15.2M
– –
0
– -$44K
RSPT icon
2391
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.57B
– –
-22,850
Closed -$405K
RVP icon
2392
Retractable Technologies
RVP
$19.8M
– –
-10,684
Closed -$8K
RWR icon
2393
State Street SPDR Dow Jones REIT ETF
RWR
$1.99B
– –
-2,575
Closed -$254K
RWX icon
2394
State Street SPDR Dow Jones International Real Estate ETF
RWX
$268M
– –
-6,499
Closed -$252K
RY icon
2395
Royal Bank of Canada
RY
$292B
– –
-23,946
Closed -$1.87M
SABR icon
2396
Sabre
SABR
$779M
– –
-10,945
Closed -$243K
SAND
2397
DELISTED
Sandstorm Gold
SAND
– –
-22,090
Closed -$122K
SBAC icon
2398
PUT
SBA Communications
SBAC
$19B
– –
-4,700
Closed -$1.06M
SBET icon
2399
Sharplink Inc
SBET
$1.31B
– –
-47
Closed -$11K
SCHO icon
2400
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
– –
-23,402
Closed -$592K
94 95
96
97 98

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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.