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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
AMAG
2751
DELISTED
AMAG Pharmaceuticals
AMAG
– –
-15,646
Closed -$181K
MNK
2752
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-19,444
Closed -$47K
NBL
2753
CALL
DELISTED
Noble Energy, Inc.
NBL
– –
-49,300
Closed -$1.11M
WUBA
2754
DELISTED
58.com Inc
WUBA
– –
-4,582
Closed -$258K
VAL
2755
DELISTED
Valaris plc Class A Ordinary Share
VAL
– –
-14,125
Closed -$68.8K
VAL
2756
PUT
DELISTED
Valaris plc Class A Ordinary Share
VAL
– –
-35,600
Closed -$171K
TLRD
2757
DELISTED
Tailored Brands, Inc.
TLRD
– –
-12,337
Closed -$58.1K
LM
2758
PUT
DELISTED
Legg Mason, Inc.
LM
– –
-17,000
Closed -$649K
JCP
2759
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-41,741
Closed -$37K
MLNX
2760
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-5,134
Closed -$563K
AKS
2761
CALL
DELISTED
AK Steel Holding Corp
AKS
– –
-66,500
Closed -$151K
AKS
2762
PUT
DELISTED
AK Steel Holding Corp
AKS
– –
-78,800
Closed -$179K
FRN
2763
DELISTED
Invesco Frontier Markets ETF
FRN
– –
-22,109
Closed -$301K
ESTRW
2764
DELISTED
Estre Ambiental, Inc
ESTRW
$0 ﹤0.01%
10,370
-1,010
-9% -$7
ACHN
2765
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-13,773
Closed -$50K
FGP
2766
DELISTED
Ferrellgas Partners, L.P.
FGP
– –
-10,827
Closed -$11K
MDCO
2767
CALL
DELISTED
Medicines Co
MDCO
– –
-13,000
Closed -$650K
ASNA
2768
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-4,321
Closed -$23K
ONCE
2769
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
– –
-3,429
Closed -$333K
BSJJ
2770
DELISTED
Invesco BulletShares 2019 High Yield Corporate Bond ETF
BSJJ
– –
-10,003
Closed -$239K
VIAB
2771
DELISTED
Viacom Inc. Class B
VIAB
– –
-9,495
Closed -$228K
DF
2772
DELISTED
Dean Foods Company
DF
– –
-14,722
Closed -$17K
BPL
2773
DELISTED
Buckeye Partners, L.P.
BPL
– –
-11,064
Closed -$455K
ROX
2774
DELISTED
Castle Brands, Inc.
ROX
– –
-36,712
Closed -$46K
AABA
2775
CALL
DELISTED
Altaba Inc
AABA
– –
-22,200
Closed -$432K
108 109 110
111
112

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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.