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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
STWD icon
2626
Starwood Property Trust
STWD
$6.18B
– –
-13,521
Closed -$327K
SU icon
2627
Suncor Energy
SU
$75.4B
– –
-11,128
Closed -$347K
SVXY icon
2628
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
– –
-28,006
Closed -$748K
SWK icon
2629
Stanley Black & Decker
SWK
$14.6B
– –
-12,555
Closed -$1.94M
SWBI icon
2630
PUT
Smith & Wesson
SWBI
$657M
– –
-28,362
Closed -$128K
TAP icon
2631
Molson Coors Class B
TAP
$7.97B
– –
-16,700
Closed -$898K
TBT icon
2632
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$289M
– –
-21,966
Closed -$561K
TCOM icon
2633
Trip.com Group
TCOM
$28.5B
– –
-8,605
Closed -$277K
TDG icon
2634
TransDigm Group
TDG
$73.2B
– –
-1,569
Closed -$859K
TECL icon
2635
Direxion Daily Technology Bull 3x ETF
TECL
$4.77B
– –
-30,140
Closed -$503K
TECS icon
2636
Direxion Daily Technology Bear 3x ETF
TECS
$76.7M
– –
-2
Closed -$256K
TEL icon
2637
TE Connectivity
TEL
$62.1B
– –
-6,187
Closed -$573K
TGT icon
2638
Target
TGT
$65.5B
– –
-6,704
Closed -$787K
THG icon
2639
Hanover Insurance
THG
$7.84B
– –
-2,111
Closed -$286K
TJX icon
2640
TJX Companies
TJX
$178B
– –
-4,311
Closed -$255K
TMF icon
2641
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.33B
– –
-768
Closed -$235K
TNA icon
2642
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
– –
-62,181
Closed -$3.46M
TOL icon
2643
Toll Brothers
TOL
$14.5B
– –
-14,623
Closed -$584K
TPR icon
2644
Tapestry
TPR
$30.5B
– –
-28,149
Closed -$734K
TRI icon
2645
Thomson Reuters
TRI
$45.1B
– –
-3,015
Closed -$220K
TROW icon
2646
T. Rowe Price
TROW
$26.1B
– –
-7,257
Closed -$857K
TT icon
2647
Trane Technologies
TT
$104B
– –
-10,065
Closed -$1.28M
TV icon
2648
Televisa
TV
$1.47B
– –
-10,329
Closed -$101K
UDR icon
2649
UDR
UDR
$12.7B
– –
-6,039
Closed -$293K
UL icon
2650
Unilever
UL
$144B
– –
-3,947
Closed -$267K
104 105
106
107 108

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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.