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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
VTRS icon
2676
Viatris
VTRS
$20.8B
– –
-18,492
Closed -$344K
VV icon
2677
Vanguard Large-Cap ETF
VV
$52B
– –
-3,268
Closed -$446K
VWO icon
2678
Vanguard FTSE Emerging Markets ETF
VWO
$119B
– –
-37,051
Closed -$1.49M
VXX icon
2679
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$159M
– –
-134
Closed -$162K
WAB icon
2680
CALL
Wabtec
WAB
$51.7B
– –
-3,500
Closed -$252K
WAT icon
2681
Waters Corp
WAT
$37.7B
– –
-1,166
Closed -$258K
WEN icon
2682
Wendy's
WEN
$1.46B
– –
-15,794
Closed -$335K
WMB icon
2683
Williams Companies
WMB
$85.8B
– –
-15,940
Closed -$365K
WPC icon
2684
W.P. Carey
WPC
$16.8B
– –
-4,977
Closed -$417K
WRB icon
2685
W.R. Berkley
WRB
$28.3B
– –
-8,305
Closed -$267K
WTI icon
2686
W&T Offshore
WTI
$473M
– –
-11,786
Closed -$52K
WU icon
2687
Western Union
WU
$2.58B
– –
-18,448
Closed -$478K
XLC icon
2688
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
– –
-84,200
Closed -$4.17M
XLF icon
2689
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
– –
-11,569
Closed -$340K
XLP icon
2690
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
– –
-112,111
Closed -$6.91M
XLRE icon
2691
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.73B
– –
-27,230
Closed -$1.07M
XRAY icon
2692
Dentsply Sirona
XRAY
$2.7B
– –
-4,267
Closed -$238K
XSOE icon
2693
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
XSOE
$1.97B
– –
-7,397
Closed -$205K
XYL icon
2694
PUT
Xylem
XYL
$29.7B
– –
-4,300
Closed -$342K
ZION icon
2695
Zions Bancorporation
ZION
$10.1B
– –
-8,325
Closed -$404K
XTIA icon
2696
XTI Aerospace
XTIA
$57.3M
– –
0
– -$3K
VRN
2697
DELISTED
Veren
VRN
– –
-35,846
Closed -$153K
CNH
2698
CNH Industrial
CNH
$14.2B
– –
-18,601
Closed -$164K
ROIC
2699
DELISTED
Retail Opportunity Investments Corp.
ROIC
– –
-11,577
Closed -$211K
GHSI
2700
DELISTED
Guardion Health Sciences, Inc. Common Stock
GHSI
– –
-83
Closed -$19K
106 107
108
109 110

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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.