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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
AABA
2776
DELISTED
Altaba Inc
AABA
– –
-27,129
Closed -$528K
TCF
2777
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-6,919
Closed -$263K
CEI
2778
DELISTED
Camber Energy, Inc
CEI
– –
-26
Closed -$11K
TEUM
2779
DELISTED
Pareteum Corporation
TEUM
– –
-40,953
Closed -$53K
CRC
2780
CALL
DELISTED
California Resources Corporation
CRC
– –
-14,800
Closed -$151K
TTM.RT
2781
PUT
DELISTED
TATA MOTORS LIMITED RT PUR ADR
TTM.RT
– –
-14,000
Closed -$117K
TVIX
2782
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
– –
-4,825
Closed -$656K
ATVI
2783
DELISTED
Activision Blizzard
ATVI
– –
-6,184
Closed -$342K
SBNY
2784
DELISTED
Signature Bank
SBNY
– –
-1,834
Closed -$219K
CHL
2785
CALL
DELISTED
China Mobile Limited
CHL
– –
-6,000
Closed -$248K
CHL
2786
PUT
DELISTED
China Mobile Limited
CHL
– –
-17,700
Closed -$733K
FIYY
2787
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN Series B
FIYY
– –
-3,982
Closed -$433K
KGJI
2788
DELISTED
Kingold Jewelry Inc.
KGJI
– –
-4,785
Closed -$17K
CELG
2789
DELISTED
Celgene Corp
CELG
– –
-6,918
Closed -$687K
AUO
2790
DELISTED
AU Optronics Corp
AUO
– –
-13,006
Closed -$32K
CIT
2791
DELISTED
CIT Group Inc.
CIT
– –
-5,751
Closed -$258K
DWT
2792
DELISTED
VelocityShares 3x Inverse Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
DWT
– –
-59,997
Closed -$331K
108 109 110 111
112

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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.