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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
IBND icon
2226
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$461M
– –
-6,148
Closed -$210K
IBRX icon
2227
ImmunityBio
IBRX
$7.28B
– –
-12,175
Closed -$12K
IEO icon
2228
iShares US Oil & Gas Exploration & Production ETF
IEO
$560M
– –
-6,222
Closed -$349K
IEUS icon
2229
iShares MSCI Europe Small-Cap ETF
IEUS
$183M
– –
-8,409
Closed -$422K
IFRX icon
2230
InflaRx
IFRX
$262M
– –
-17,708
Closed -$56K
IGC icon
2231
IGC Pharma
IGC
$25.9M
– –
-13,874
Closed -$23K
BRSL
2232
PUT
Brightstar Lottery PLC
BRSL
$2.08B
– –
-20,700
Closed -$268K
IJK icon
2233
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.1B
– –
-6,632
Closed -$375K
IJT icon
2234
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.52B
– –
-3,550
Closed -$324K
ILF icon
2235
iShares Latin America 40 ETF
ILF
$3.81B
– –
-17,642
Closed -$595K
INCY icon
2236
Incyte
INCY
$24.4B
– –
-3,029
Closed -$245K
INDY icon
2237
iShares S&P India Nifty 50 Index Fund
INDY
$571M
– –
-14,612
Closed -$561K
INFY icon
2238
Infosys
INFY
$51B
– –
-16,965
Closed -$182K
INTC icon
2239
Intel
INTC
$509B
– –
-6,602
Closed -$325K
INUV icon
2240
Inuvo
INUV
$18M
– –
-1,600
Closed -$7K
IPG
2241
DELISTED
Interpublic Group of Companies
IPG
– –
-15,962
Closed -$361K
IVV icon
2242
iShares Core S&P 500 ETF
IVV
$900B
– –
-1,501
Closed -$442K
IVW icon
2243
iShares S&P 500 Growth ETF
IVW
$77.3B
– –
-6,564
Closed -$294K
IWN icon
2244
CALL
iShares Russell 2000 Value ETF
IWN
$14.7B
– –
-3,100
Closed -$374K
IWS icon
2245
iShares Russell Mid-Cap Value ETF
IWS
$16B
– –
-8,741
Closed -$779K
IXP icon
2246
iShares Global Comm Services ETF
IXP
$577M
– –
-3,518
Closed -$201K
IYE icon
2247
iShares US Energy ETF
IYE
$1.73B
– –
-7,531
Closed -$259K
IYW icon
2248
iShares US Technology ETF
IYW
$25.1B
– –
-7,020
Closed -$347K
IYZ icon
2249
iShares US Telecommunications ETF
IYZ
$1.25B
– –
-9,686
Closed -$285K
JBHT icon
2250
JB Hunt Transport Services
JBHT
$25.8B
– –
-7,097
Closed -$731K
88 89
90
91 92

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OAM
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NOCM
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QIM
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RB
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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.