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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
JBLU icon
2251
CALL
JetBlue
JBLU
$2.42B
– –
-44,800
Closed -$828K
JCI icon
2252
Johnson Controls International
JCI
$93.1B
– –
-8,821
Closed -$374K
JFR icon
2253
Nuveen Floating Rate Income Fund
JFR
$1.24B
– –
-14,788
Closed -$146K
JNJ icon
2254
Johnson & Johnson
JNJ
$614B
– –
-2,359
Closed -$311K
JNUG icon
2255
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$403M
– –
-481
Closed -$288K
JPUS
2256
JPMorgan Diversified Return US Equity ETF
JPUS
$465M
– –
-2,834
Closed -$212K
K
2257
DELISTED
Kellanova
K
– –
-6,044
Closed -$345K
KGC icon
2258
Kinross Gold
KGC
$28B
– –
-51,681
Closed -$240K
KGC icon
2259
PUT
Kinross Gold
KGC
$28B
– –
-123,900
Closed -$481K
KMB icon
2260
Kimberly-Clark
KMB
$37B
– –
-3,886
Closed -$534K
KMI icon
2261
Kinder Morgan
KMI
$69.9B
– –
-19,194
Closed -$394K
KNDI
2262
Kandi Technologies Group
KNDI
$70.3M
– –
-16,280
Closed -$80K
KPRX icon
2263
Kiora Pharmaceuticals
KPRX
$10.9M
– –
-8
Closed -$10K
KRE icon
2264
State Street SPDR S&P Regional Banking ETF
KRE
$4.74B
– –
-37,774
Closed -$1.97M
KRC icon
2265
Kilroy Realty
KRC
$4.58B
– –
-2,878
Closed -$212K
KWEB icon
2266
KraneShares CSI China Internet ETF
KWEB
$5.72B
– –
-4,645
Closed -$204K
LAD icon
2267
Lithia Motors
LAD
$8.16B
– –
-1,719
Closed -$204K
LBTYA icon
2268
Liberty Global Class A
LBTYA
$3.72B
– –
-41,628
Closed -$1.11M
LDOS icon
2269
CALL
Leidos
LDOS
$16.4B
– –
-2,700
Closed -$216K
LEVI icon
2270
CALL
Levi Strauss
LEVI
$9.43B
– –
-19,500
Closed -$407K
LEVI icon
2271
PUT
Levi Strauss
LEVI
$9.43B
– –
-9,600
Closed -$200K
LGMK
2272
DELISTED
LogicMark
LGMK
– –
-2
Closed -$9K
LITE icon
2273
Lumentum
LITE
$66.1B
– –
-3,873
Closed -$218K
LKQ icon
2274
LKQ Corp
LKQ
$6.2B
– –
-8,245
Closed -$219K
LMBS icon
2275
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.37B
– –
-6,476
Closed -$335K
89 90
91
92 93

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.