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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
+6.87%
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
$14.8B
AUM Growth
+$3.87B
Cap. Flow
+$2.55B
Cap. Flow %
17.18%
Top 10 Hldgs %
38.3%
Holding
2,801
New
779
Increased
908
Reduced
590
Closed
508

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$368M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$43.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$14.8M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$12.5M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$13.8M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$11.7M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.1M
5
IJR icon
iShares Core S&P Small-Cap ETF
IJR
+$9.54M

Sector Composition

Rank Sector Weight
1 Financials 0.26%
2 Technology 0.23%
3 Healthcare 0.2%
4 Consumer Discretionary 0.16%
5 Utilities 0.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IFV icon
2476
First Trust Dorsey Wright International Focus 5 ETF
IFV
$222M
– –
-12,594
Closed -$239K
IGE icon
2477
iShares North American Natural Resources ETF
IGE
$726M
– –
-8,834
Closed -$257K
IGSB icon
2478
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
– –
-5,143
Closed -$276K
IHF icon
2479
iShares US Healthcare Providers ETF
IHF
$1.24B
– –
-11,245
Closed -$364K
IHY icon
2480
VanEck International High Yield Bond ETF
IHY
$43M
– –
-10,045
Closed -$246K
IJH icon
2481
PUT
iShares Core S&P Mid-Cap ETF
IJH
$123B
– –
-20,500
Closed -$792K
INCY icon
2482
PUT
Incyte
INCY
$26B
– –
-4,700
Closed -$349K
ING icon
2483
CALL
ING
ING
$95.1B
– –
-12,500
Closed -$131K
IP icon
2484
International Paper
IP
$23.3B
– –
-23,884
Closed -$1M
ISRG icon
2485
Intuitive Surgical
ISRG
$130B
– –
-2,727
Closed -$511K
ITB icon
2486
CALL
iShares US Home Construction ETF
ITB
$2.41B
– –
-6,500
Closed -$282K
ITOT icon
2487
iShares Core S&P Total US Stock Market ETF
ITOT
$93.7B
– –
-5,058
Closed -$339K
IUSV icon
2488
iShares Core S&P US Value ETF
IUSV
$27.5B
– –
-4,471
Closed -$258K
IUSG icon
2489
iShares Core S&P US Growth ETF
IUSG
$31B
– –
-7,108
Closed -$447K
IVR icon
2490
Invesco Mortgage Capital
IVR
$769M
– –
-1,529
Closed -$234K
IVZ icon
2491
Invesco
IVZ
$13B
– –
-23,180
Closed -$395K
IWD icon
2492
CALL
iShares Russell 1000 Value ETF
IWD
$82.2B
– –
-24,100
Closed -$3.09M
IWP icon
2493
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
– –
-3,614
Closed -$255K
IWR icon
2494
iShares Russell Mid-Cap ETF
IWR
$56.5B
– –
-7,679
Closed -$430K
IXUS icon
2495
iShares Core MSCI Total International Stock ETF
IXUS
$57.4B
– –
-7,888
Closed -$456K
IYR icon
2496
iShares US Real Estate ETF
IYR
$4.76B
– –
-3,173
Closed -$294K
JBLU icon
2497
JetBlue
JBLU
$2.23B
– –
-31,265
Closed -$581K
JBLU icon
2498
PUT
JetBlue
JBLU
$2.23B
– –
-54,800
Closed -$918K
JD icon
2499
JD.com
JD
$42.9B
– –
-14,162
Closed -$457K
JJSF icon
2500
J&J Snack Foods
JJSF
$1.49B
– –
-1,062
Closed -$204K
98 99
100
101 102

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OAM
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NOCM
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Two Sigma Securities's Q4 2019 Portfolio in Review

As of Q4 2019, Two Sigma Securities held 2,801 positions worth $14.8B, up 35% from $11B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Two Sigma Securities deployed $2.55B of net new capital in Q4 2019, opening 779 new positions and adding to 908 existing holdings. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M.

By sector, the portfolio is most concentrated in Financials at 0.26% of assets, down from 0.51% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Amazon, an estimated $13.8M trimmed.

  • Two Sigma Securities's largest Q4 2019 buy was Invesco QQQ Trust: 218,534 shares worth $46.5M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q4 2019, an estimated $368M increase.
  • Two Sigma Securities's biggest Q4 2019 reduction was Amazon, cutting an estimated $13.8M.
  • Two Sigma Securities fully exited Avantor, Inc. Series A Mandatory Convertible Preferred Stock in Q4 2019, selling an estimated $10.7M.
  • Two Sigma Securities's ten largest holdings make up 38% of its $14.8B portfolio in Q4 2019.
  • Two Sigma Securities opened 779 new positions and closed 508 in Q4 2019.
  • Two Sigma Securities's portfolio value rose 35% quarter-over-quarter to $14.8B.

Based on Two Sigma Securities's 13F filing for Q4 2019, filed 14 Feb 2020.