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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
JNPR
2501
DELISTED
Juniper Networks
JNPR
– –
-22,628
Closed -$557K
JNK icon
2502
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
– –
-4,027
Closed -$438K
JPM icon
2503
JPMorgan Chase
JPM
$950B
– –
-33,538
Closed -$4.3M
KMX icon
2504
CarMax
KMX
$8.36B
– –
-3,791
Closed -$357K
KR icon
2505
Kroger
KR
$36.3B
– –
-46,256
Closed -$1.23M
LAZ icon
2506
PUT
Lazard
LAZ
$4.21B
– –
-11,200
Closed -$392K
LBTYA icon
2507
CALL
Liberty Global Class A
LBTYA
$3.49B
– –
-45,800
Closed -$1.13M
LBTYA icon
2508
PUT
Liberty Global Class A
LBTYA
$3.49B
– –
-9,500
Closed -$235K
LEA icon
2509
Lear
LEA
$7.45B
– –
-3,364
Closed -$417K
LMT icon
2510
Lockheed Martin
LMT
$134B
– –
-1,098
Closed -$421K
LNC icon
2511
CALL
Lincoln National
LNC
$8.19B
– –
-4,300
Closed -$259K
LOW icon
2512
Lowe's Companies
LOW
$122B
– –
-2,668
Closed -$305K
CYPH
2513
Cypherpunk Technologies Inc
CYPH
$65.4M
– –
-1,081
Closed -$13K
LUMN icon
2514
Lumen
LUMN
$6.38B
– –
-22,992
Closed -$308K
LVS icon
2515
Las Vegas Sands
LVS
$32B
– –
-26,664
Closed -$1.66M
M icon
2516
Macy's
M
$6.62B
– –
-60,729
Closed -$950K
MA icon
2517
Mastercard
MA
$497B
– –
-1,498
Closed -$422K
MAS icon
2518
Masco
MAS
$16.5B
– –
-21,744
Closed -$989K
MCK icon
2519
PUT
McKesson
MCK
$104B
– –
-8,100
Closed -$1.11M
MRSH
2520
Marsh
MRSH
$91.7B
– –
-3,222
Closed -$337K
MOAT icon
2521
VanEck Morningstar Wide Moat ETF
MOAT
$11.9B
– –
-8,169
Closed -$410K
CALY
2522
Callaway Golf Company
CALY
$3.28B
– –
-13,696
Closed -$266K
MPC icon
2523
Marathon Petroleum
MPC
$89.3B
– –
-43,610
Closed -$2.73M
MRK icon
2524
Merck
MRK
$326B
– –
-8,258
Closed -$678K
MRVL icon
2525
Marvell Technology
MRVL
$157B
– –
-12,364
Closed -$313K
99 100
101
102 103

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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.