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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
SHO icon
2601
Sunstone Hotel Investors
SHO
$2.19B
– –
-16,814
Closed -$231K
SHYD icon
2602
VanEck Short High Yield Muni ETF
SHYD
$452M
– –
-8,694
Closed -$219K
SLB icon
2603
SLB Ltd
SLB
$74.2B
– –
-66,666
Closed -$2.38M
SLM icon
2604
CALL
SLM Corp
SLM
$4.74B
– –
-21,000
Closed -$185K
SLM icon
2605
PUT
SLM Corp
SLM
$4.74B
– –
-48,900
Closed -$432K
DCOY
2606
Decoy Therapeutics
DCOY
$2.15M
– –
-1
Closed -$119K
SLV icon
2607
iShares Silver Trust
SLV
$27.6B
– –
-60,676
Closed -$983K
SM icon
2608
PUT
SM Energy
SM
$7.11B
– –
-46,100
Closed -$447K
SNA icon
2609
PUT
Snap-on
SNA
$21.7B
– –
-1,600
Closed -$250K
SNY icon
2610
Sanofi
SNY
$109B
– –
-30,094
Closed -$1.41M
SONO icon
2611
CALL
Sonos
SONO
$2B
– –
-15,100
Closed -$202K
SOXS icon
2612
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$2.23B
– –
0
– -$319K
SOXX icon
2613
iShares Semiconductor ETF
SOXX
$40.6B
– –
-50,424
Closed -$3.88M
SPG icon
2614
Simon Property Group
SPG
$76.8B
– –
-6,566
Closed -$984K
SPLV icon
2615
Invesco S&P 500 Low Volatility ETF
SPLV
$7.28B
– –
-15,457
Closed -$895K
SPR
2616
DELISTED
Spirit AeroSystems
SPR
– –
-3,650
Closed -$301K
SPSB icon
2617
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
– –
-12,780
Closed -$394K
SPTI icon
2618
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
– –
-21,475
Closed -$672K
SPTL icon
2619
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.7B
– –
-6,539
Closed -$268K
SQQQ icon
2620
ProShares UltraPro Short QQQ
SQQQ
$2.17B
– –
-14
Closed -$285K
STLA icon
2621
Stellantis
STLA
$16.7B
– –
-29,575
Closed -$428K
STLA icon
2622
PUT
Stellantis
STLA
$16.7B
– –
-46,600
Closed -$603K
STM icon
2623
STMicroelectronics
STM
$44.7B
– –
-16,497
Closed -$390K
STRA icon
2624
Strategic Education
STRA
$1.84B
– –
-2,208
Closed -$300K
STX icon
2625
Seagate
STX
$169B
– –
-5,257
Closed -$302K
103 104
105
106 107

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BCM
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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.