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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
PGR icon
2351
Progressive
PGR
$122B
– –
-11,609
Closed -$913K
PH icon
2352
CALL
Parker-Hannifin
PH
$126B
– –
-1,600
Closed -$272K
PH icon
2353
Parker-Hannifin
PH
$126B
– –
-2,027
Closed -$345K
PHIO icon
2354
Phio Pharmaceuticals
PHIO
$12M
– –
-8
Closed -$18K
PHM icon
2355
Pultegroup
PHM
$24.6B
– –
-12,737
Closed -$424K
PKG icon
2356
Packaging Corp of America
PKG
$22.4B
– –
-4,032
Closed -$408K
PLNT icon
2357
PUT
Planet Fitness
PLNT
$4.45B
– –
-4,100
Closed -$297K
PLUG icon
2358
Plug Power
PLUG
$2.9B
– –
-36,871
Closed -$83K
PLUR icon
2359
Pluri
PLUR
$17M
– –
-176
Closed -$9K
PM icon
2360
Philip Morris
PM
$292B
– –
-9,794
Closed -$776K
PNW icon
2361
Pinnacle West Capital
PNW
$12.2B
– –
-2,307
Closed -$217K
PPG icon
2362
CALL
PPG Industries
PPG
$25.3B
– –
-19,900
Closed -$2.32M
PPG icon
2363
PUT
PPG Industries
PPG
$25.3B
– –
-3,700
Closed -$432K
PPL
2364
PPL Corp
PPL
$26.5B
– –
-7,251
Closed -$219K
PRI icon
2365
Primerica
PRI
$9.89B
– –
-2,030
Closed -$243K
PRSO icon
2366
Peraso
PRSO
$10.8M
– –
-27
Closed -$4K
PSA icon
2367
PUT
Public Storage
PSA
$60.9B
– –
-10,600
Closed -$2.52M
PSCD icon
2368
Invesco S&P SmallCap Consumer Discretionary ETF
PSCD
$24.1M
– –
-7,891
Closed -$470K
PSCT icon
2369
Invesco S&P SmallCap Information Technology ETF
PSCT
$510M
– –
-8,127
Closed -$227K
PSL icon
2370
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$84.7M
– –
-3,676
Closed -$264K
PSP icon
2371
Invesco Global Listed Private Equity ETF
PSP
$239M
– –
-2,545
Closed -$152K
PSQ icon
2372
ProShares Short QQQ
PSQ
$745M
– –
-1,759
Closed -$248K
PTEN icon
2373
Patterson-UTI
PTEN
$3.9B
– –
-13,023
Closed -$150K
BCIC
2374
BCP Investment Corp
BCIC
$91.3M
– –
-1,269
Closed -$29K
PVH icon
2375
PVH
PVH
$4.09B
– –
-3,855
Closed -$322K
93 94
95
96 97

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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.