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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
P
2576
Everpure Inc
P
$24.3B
– –
-17,465
Closed -$296K
PSX icon
2577
Phillips 66
PSX
$82.5B
– –
-5,548
Closed -$623K
PVH icon
2578
PUT
PVH
PVH
$4.01B
– –
-17,300
Closed -$1.53M
QAI icon
2579
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.01B
– –
-9,741
Closed -$296K
QCOM icon
2580
Qualcomm
QCOM
$172B
– –
-3,215
Closed -$269K
QLD icon
2581
ProShares Ultra QQQ
QLD
$12.2B
– –
-135,432
Closed -$1.64M
QNRX
2582
Quoin Pharmaceuticals
QNRX
$8.44M
– –
0
– -$9K
QSR icon
2583
Restaurant Brands International
QSR
$26B
– –
-2,961
Closed -$198K
R icon
2584
Ryder
R
$9.98B
– –
-5,652
Closed -$294K
R icon
2585
PUT
Ryder
R
$9.98B
– –
-8,700
Closed -$450K
RBBN icon
2586
Ribbon Communications
RBBN
$361M
– –
-16,289
Closed -$95K
REAL icon
2587
CALL
The RealReal
REAL
$1.44B
– –
-23,300
Closed -$521K
RFCI icon
2588
ALPS Dynamic Core Income ETF
RFCI
$15.5M
– –
-8,707
Closed -$220K
RHP icon
2589
Ryman Hospitality Properties
RHP
$8.58B
– –
-5,512
Closed -$451K
RL icon
2590
Ralph Lauren
RL
$22.5B
– –
-6,040
Closed -$636K
ROST icon
2591
Ross Stores
ROST
$80.5B
– –
-2,783
Closed -$313K
RPG icon
2592
Invesco S&P 500 Pure Growth ETF
RPG
$1.97B
– –
-9,515
Closed -$225K
RSG icon
2593
CALL
Republic Services
RSG
$66.6B
– –
-8,600
Closed -$744K
RSG icon
2594
PUT
Republic Services
RSG
$66.6B
– –
-4,700
Closed -$407K
SAM icon
2595
PUT
Boston Beer
SAM
$1.93B
– –
-1,400
Closed -$510K
SBSW icon
2596
CALL
Sibanye-Stillwater
SBSW
$5.93B
– –
-21,000
Closed -$113K
SBUX icon
2597
Starbucks
SBUX
$118B
– –
-2,398
Closed -$204K
SDY icon
2598
State Street SPDR S&P Dividend ETF
SDY
$22.3B
– –
-8,617
Closed -$905K
SEDG icon
2599
SolarEdge
SEDG
$2.44B
– –
-3,393
Closed -$290K
SFIX
2600
PUT
Stitch Fix
SFIX
$563M
– –
-34,800
Closed -$670K
102 103
104
105 106

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OAM
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NOCM
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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.