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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
LFC
2726
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-13,170
Closed -$152K
ENDP
2727
CALL
DELISTED
Endo International plc
ENDP
– –
-68,300
Closed -$219K
MIC
2728
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-9,705
Closed -$401K
PLAN
2729
PUT
DELISTED
Anaplan, Inc.
PLAN
– –
-4,600
Closed -$216K
AVTR.PRA
2730
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
– –
-200,000
Closed -$10.7M
PBCT
2731
DELISTED
People's United Financial Inc
PBCT
– –
-20,772
Closed -$325K
INFO
2732
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-4,527
Closed -$303K
XLNX
2733
DELISTED
Xilinx Inc
XLNX
– –
-5,136
Closed -$482K
SC
2734
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-10,500
Closed -$268K
RDS.A
2735
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-36,992
Closed -$2.16M
CVA
2736
CALL
DELISTED
Covanta Holding Corporation
CVA
– –
-11,700
Closed -$202K
CLDR
2737
DELISTED
Cloudera, Inc.
CLDR
– –
-22,460
Closed -$215K
XEC
2738
CALL
DELISTED
CIMAREX ENERGY CO
XEC
– –
-10,700
Closed -$513K
XEC
2739
PUT
DELISTED
CIMAREX ENERGY CO
XEC
– –
-5,800
Closed -$278K
ALXN
2740
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-11,513
Closed -$1.23M
PRAH
2741
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-2,726
Closed -$271K
FLIR
2742
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-7,557
Closed -$397K
VAR
2743
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-2,200
Closed -$262K
MIK
2744
DELISTED
Michaels Stores, Inc
MIK
– –
-36,579
Closed -$307K
SJIU
2745
DELISTED
South Jersey Industries, Inc.
SJIU
– –
-100,000
Closed -$5.22M
MUH
2746
DELISTED
Blackrock Muniholdings Fund II, Inc.
MUH
– –
-11,716
Closed -$177K
FIT
2747
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-13,500
Closed -$51K
TIF
2748
DELISTED
Tiffany & Co.
TIF
– –
-4,650
Closed -$550K
DNKN
2749
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-2,551
Closed -$193K
GPOR
2750
DELISTED
Gulfport Energy Corp.
GPOR
– –
-21,064
Closed -$57K
108 109
110
111 112

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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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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.