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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
UNFI icon
2651
CALL
United Natural Foods
UNFI
$3.07B
– –
-17,400
Closed -$200K
UNH icon
2652
UnitedHealth
UNH
$389B
– –
-1,923
Closed -$503K
UPRO icon
2653
ProShares UltraPro S&P 500
UPRO
$5.12B
– –
-92,572
Closed -$2.56M
URI icon
2654
United Rentals
URI
$67.9B
– –
-3,503
Closed -$509K
USA icon
2655
Liberty All-Star Equity Fund
USA
$1.79B
– –
-10,581
Closed -$68K
USB.PRH icon
2656
CALL
US Bancorp Series B Preferred Stock
USB.PRH
$750M
– –
-304,400
Closed -$16.8M
USB.PRH icon
2657
PUT
US Bancorp Series B Preferred Stock
USB.PRH
$750M
– –
-88,500
Closed -$4.9M
USFD icon
2658
US Foods
USFD
$22.3B
– –
-7,305
Closed -$293K
UTHR icon
2659
PUT
United Therapeutics
UTHR
$26.1B
– –
-4,200
Closed -$335K
UWM icon
2660
ProShares Ultra Russell2000
UWM
$249M
– –
-139,218
Closed -$4.49M
UYG icon
2661
ProShares Ultra Financials
UYG
$847M
– –
-4,846
Closed -$227K
V icon
2662
Visa
V
$697B
– –
-20,502
Closed -$3.69M
VAC icon
2663
PUT
Marriott Vacations Worldwide
VAC
$3.52B
– –
-3,100
Closed -$321K
VCLT icon
2664
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.91B
– –
-2,358
Closed -$238K
VEON icon
2665
VEON
VEON
$3.57B
– –
-1,655
Closed -$99K
VIPS icon
2666
Vipshop
VIPS
$7.13B
– –
-13,259
Closed -$157K
VIRT icon
2667
CALL
Virtu Financial
VIRT
$5.11B
– –
-18,300
Closed -$299K
VMBS icon
2668
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.5B
– –
-5,220
Closed -$278K
VOD icon
2669
PUT
Vodafone
VOD
$37.7B
– –
-10,500
Closed -$209K
VOYA icon
2670
CALL
Voya Financial
VOYA
$9.07B
– –
-4,500
Closed -$245K
VRSK icon
2671
Verisk Analytics
VRSK
$27.8B
– –
-1,509
Closed -$239K
VRSN icon
2672
VeriSign
VRSN
$25.4B
– –
-2,833
Closed -$532K
VT icon
2673
Vanguard Total World Stock ETF
VT
$76.3B
– –
-5,784
Closed -$433K
VTIP icon
2674
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
– –
-9,315
Closed -$457K
VTLE
2675
DELISTED
Vital Energy
VTLE
– –
-3,537
Closed -$170K
105 106
107
108 109

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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.