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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
OC icon
2326
Owens Corning
OC
$11.5B
– –
-28,288
Closed -$1.62M
OC icon
2327
PUT
Owens Corning
OC
$11.5B
– –
-4,000
Closed -$233K
OCGN icon
2328
Ocugen
OCGN
$424M
– –
-328
Closed -$4K
ODP
2329
DELISTED
ODP
ODP
– –
-6,958
Closed -$143K
OESX icon
2330
Orion Energy Systems
OESX
$41.5M
– –
-1,039
Closed -$31K
OGEN icon
2331
Oragenics
OGEN
$2.39M
– –
-20
Closed -$18K
OHI icon
2332
Omega Healthcare
OHI
$14.7B
– –
-5,999
Closed -$234K
OLLI icon
2333
Ollie's Bargain Outlet
OLLI
$4.51B
– –
-8,519
Closed -$639K
OLLI icon
2334
PUT
Ollie's Bargain Outlet
OLLI
$4.51B
– –
-13,000
Closed -$1.13M
OLN icon
2335
CALL
Olin
OLN
$2.12B
– –
-10,400
Closed -$228K
OUT icon
2336
PUT
Outfront Media
OUT
$5.61B
– –
-8,534
Closed -$217K
PAA icon
2337
Plains All American Pipeline
PAA
$17.1B
– –
-9,101
Closed -$206K
PACB icon
2338
Pacific Biosciences
PACB
$441M
– –
-16,622
Closed -$101K
PARA
2339
DELISTED
Paramount Global Class B
PARA
– –
-7,833
Closed -$391K
PAYX icon
2340
PUT
Paychex
PAYX
$41.9B
– –
-3,500
Closed -$288K
PBP icon
2341
Invesco S&P 500 BuyWrite ETF
PBP
$361M
– –
-10,515
Closed -$228K
PCAR icon
2342
PACCAR
PCAR
$69.5B
– –
-8,537
Closed -$389K
PCG icon
2343
CALL
PG&E
PCG
$38.4B
– –
-37,500
Closed -$860K
PDP icon
2344
Invesco Dorsey Wright Momentum ETF
PDP
$1.47B
– –
-3,653
Closed -$220K
PDS
2345
Precision Drilling
PDS
$996M
– –
-1,718
Closed -$65K
PDT
2346
John Hancock Premium Dividend Fund
PDT
$634M
– –
-10,817
Closed -$183K
PEG icon
2347
Public Service Enterprise Group
PEG
$38.2B
– –
-9,912
Closed -$592K
PEG icon
2348
PUT
Public Service Enterprise Group
PEG
$38.2B
– –
-4,300
Closed -$253K
PFG icon
2349
Principal Financial Group
PFG
$24.6B
– –
-4,877
Closed -$282K
PGEN icon
2350
CALL
Precigen
PGEN
$2.36B
– –
-47,100
Closed -$361K
92 93
94
95 96

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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.