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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
OMF icon
1801
OneMain Financial
OMF
$7.54B
$214K ﹤0.01%
+5,831
New +$216K
POR icon
1802
Portland General Electric
POR
$5.79B
$213K ﹤0.01%
+3,771
New +$210K
KEM
1803
CALL
DELISTED
KEMET Corporation
KEM
$213K ﹤0.01%
+11,700
New +$221K
CVE icon
1804
CALL
Cenovus Energy
CVE
$51.1B
$212K ﹤0.01%
+22,600
New +$205K
ED icon
1805
Consolidated Edison
ED
$39.9B
$212K ﹤0.01%
2,244
-793
-26% -$70.4K
SBUX icon
1806
Starbucks
SBUX
$121B
$212K ﹤0.01%
+2,398
New +$222K
TRI icon
1807
Thomson Reuters
TRI
$43B
$212K ﹤0.01%
+3,015
New +$214K
HEI icon
1808
HEICO Corp
HEI
$51.3B
$211K ﹤0.01%
+1,691
New +$231K
QSR icon
1809
Restaurant Brands International
QSR
$25.8B
$211K ﹤0.01%
+2,961
New +$218K
ROIC
1810
DELISTED
Retail Opportunity Investments Corp.
ROIC
$211K ﹤0.01%
+11,577
New +$207K
PBR icon
1811
PUT
Petrobras
PBR
$118B
$210K ﹤0.01%
14,500
-36,400
-72% -$535K
CWB icon
1812
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.72B
$209K ﹤0.01%
+3,982
New +$211K
FNF icon
1813
Fidelity National Financial
FNF
$13.8B
$209K ﹤0.01%
+4,884
New +$203K
SKX
1814
CALL
DELISTED
Skechers
SKX
$209K ﹤0.01%
+5,600
New +$192K
VOD icon
1815
PUT
Vodafone
VOD
$35.4B
$209K ﹤0.01%
+10,500
New +$190K
BYND icon
1816
PUT
Beyond Meat
BYND
$314M
$208K ﹤0.01%
+1,400
New +$231K
CNQ icon
1817
CALL
Canadian Natural Resources
CNQ
$93.3B
$208K ﹤0.01%
+15,928
New +$197K
EMN icon
1818
Eastman Chemical
EMN
$8.39B
$208K ﹤0.01%
+2,819
New +$202K
EWBC icon
1819
East-West Bancorp
EWBC
$18.3B
$208K ﹤0.01%
+4,704
New +$207K
RTX icon
1820
RTX Corp
RTX
$300B
$208K ﹤0.01%
2,426
-7,477
-76% -$621K
SVC
1821
Service Properties Trust
SVC
$1.02B
$208K ﹤0.01%
+1,617
New +$200K
LL
1822
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
$208K ﹤0.01%
+21,100
New +$207K
AAPL icon
1823
Apple
AAPL
$4.54T
$207K ﹤0.01%
+3,704
New +$194K
PBR icon
1824
Petrobras
PBR
$118B
$207K ﹤0.01%
+14,338
New +$211K
PTMC icon
1825
Pacer Trendpilot US Mid Cap ETF
PTMC
$401M
$207K ﹤0.01%
7,086
-5,931
-46% -$172K
71 72
73
74 75

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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.