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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
+97.03%
10 Year Est. Return
+293.07%
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
RTN
1426
CALL
DELISTED
Raytheon Company
RTN
$353K ﹤0.01%
1,800
-17,700
-91% -$3.28M
NVO
1427
PUT
Novo Nordisk
NVO
$203B
$352K ﹤0.01%
+13,600
New +$344K
SU icon
1428
Suncor Energy
SU
$72.4B
$351K ﹤0.01%
11,128
+3,174
+40% +$95.5K
VTRS icon
1429
CALL
Viatris
VTRS
$19B
$350K ﹤0.01%
17,700
-6,700
-27% -$131K
INCY icon
1430
CALL
Incyte
INCY
$24B
$349K ﹤0.01%
+4,700
New +$380K
INCY icon
1431
PUT
Incyte
INCY
$24B
$349K ﹤0.01%
+4,700
New +$380K
SO icon
1432
Southern Company
SO
$107B
$349K ﹤0.01%
5,656
-887
-14% -$51.4K
JOYY
1433
PUT
JOYY Inc
JOYY
$3.77B
$349K ﹤0.01%
6,200
-1,400
-18% -$85K
NS
1434
CALL
DELISTED
NuStar Energy L.P.
NS
$348K ﹤0.01%
12,300
+3,900
+46% +$109K
FVC icon
1435
First Trust Dorsey Wright Dynamic Focus 5 ETF
FVC
$107M
$345K ﹤0.01%
13,045
+4,326
+50% +$116K
PTCT icon
1436
CALL
PTC Therapeutics
PTCT
$5.91B
$345K ﹤0.01%
+10,200
New +$444K
FIVN icon
1437
FIVE9
FIVN
$2.17B
$344K ﹤0.01%
+6,400
New +$360K
WELL icon
1438
CALL
Welltower
WELL
$170B
$344K ﹤0.01%
3,800
-14,700
-79% -$1.28M
CIT
1439
CALL
DELISTED
CIT Group Inc.
CIT
$344K ﹤0.01%
+7,600
New +$354K
BBD icon
1440
Banco Bradesco
BBD
$37.1B
$343K ﹤0.01%
56,090
-11,336
-17% -$75K
FXH icon
1441
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$343K ﹤0.01%
4,629
+274
+6% +$20.9K
PCAR icon
1442
CALL
PACCAR
PCAR
$69.5B
$343K ﹤0.01%
7,350
-750
-9% -$34.2K
AZN icon
1443
AstraZeneca
AZN
$250B
$342K ﹤0.01%
3,836
+632
+20% +$54.8K
FMC icon
1444
PUT
FMC
FMC
$1.32B
$342K ﹤0.01%
+3,900
New +$335K
XYL icon
1445
PUT
Xylem
XYL
$28.2B
$342K ﹤0.01%
+4,300
New +$338K
MOMO
1446
PUT
Hello Group
MOMO
$855M
$341K ﹤0.01%
+11,000
New +$373K
MSI icon
1447
PUT
Motorola Solutions
MSI
$78.7B
$341K ﹤0.01%
2,000
-200
-9% -$34.3K
GSK icon
1448
GSK
GSK
$104B
$340K ﹤0.01%
+6,378
New +$328K
ITOT icon
1449
iShares Core S&P Total US Stock Market ETF
ITOT
$97.1B
$339K ﹤0.01%
+5,058
New +$339K
XEL icon
1450
Xcel Energy
XEL
$48.1B
$339K ﹤0.01%
+5,226
New +$326K
56 57
58
59 60

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OAM
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WFAL
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
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OMG
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MCM
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EI
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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.