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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
NYT icon
1201
CALL
New York Times
NYT
$12.6B
$750K 0.01%
23,300
-21,900
-48% -$680K
RTX icon
1202
RTX Corp
RTX
$290B
$750K 0.01%
7,953
+5,527
+228% +$501K
SJM icon
1203
CALL
J.M. Smucker
SJM
$13.5B
$750K 0.01%
7,200
-14,600
-67% -$1.55M
IMMU
1204
CALL
DELISTED
Immunomedics Inc
IMMU
$749K 0.01%
35,400
+22,500
+174% +$397K
DGX icon
1205
PUT
Quest Diagnostics
DGX
$26B
$748K 0.01%
7,000
-800
-10% -$83.4K
ROP icon
1206
CALL
Roper Technologies
ROP
$40.4B
$744K 0.01%
2,100
+900
+75% +$311K
ZEN
1207
CALL
DELISTED
ZENDESK INC
ZEN
$743K 0.01%
9,700
+2,400
+33% +$176K
FOXA icon
1208
Fox Class A
FOXA
$24.8B
$741K 0.01%
+19,991
New +$684K
PENN icon
1209
CALL
PENN Entertainment
PENN
$2.84B
$741K 0.01%
+29,000
New +$644K
CLDR
1210
CALL
DELISTED
Cloudera, Inc.
CLDR
$741K 0.01%
63,700
+48,600
+322% +$466K
CE icon
1211
PUT
Celanese
CE
$4.82B
$739K 0.01%
6,000
-800
-12% -$98.5K
SRPT icon
1212
CALL
Sarepta Therapeutics
SRPT
$1.64B
$736K 0.01%
+5,700
New +$575K
PPG icon
1213
PUT
PPG Industries
PPG
$24.9B
$734K ﹤0.01%
+5,500
New +$697K
SFIX
1214
CALL
Stitch Fix
SFIX
$567M
$731K ﹤0.01%
28,500
-21,300
-43% -$495K
TSN icon
1215
Tyson Foods
TSN
$21.5B
$731K ﹤0.01%
8,032
-4,081
-34% -$351K
SA
1216
CALL
Seabridge Gold
SA
$2.72B
$730K ﹤0.01%
52,800
+16,700
+46% +$211K
SIG icon
1217
CALL
Signet Jewelers
SIG
$3.84B
$726K ﹤0.01%
33,400
-21,000
-39% -$373K
ET icon
1218
PUT
Energy Transfer Partners
ET
$69.5B
$725K ﹤0.01%
56,500
+31,300
+124% +$386K
MGA icon
1219
CALL
Magna International
MGA
$18.8B
$724K ﹤0.01%
13,200
+1,800
+16% +$97.6K
VZ icon
1220
Verizon
VZ
$197B
$722K ﹤0.01%
11,751
+5,466
+87% +$330K
ZAYO
1221
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$722K ﹤0.01%
20,824
+3,801
+22% +$130K
TTE icon
1222
TotalEnergies
TTE
$193B
$721K ﹤0.01%
13,040
-3,607
-22% -$191K
BMRN icon
1223
CALL
BioMarin Pharmaceuticals
BMRN
$11.9B
$719K ﹤0.01%
8,500
+1,700
+25% +$128K
WUBA
1224
CALL
DELISTED
58.com Inc
WUBA
$719K ﹤0.01%
11,100
+5,000
+82% +$281K
RTN
1225
DELISTED
Raytheon Company
RTN
$719K ﹤0.01%
+3,272
New +$692K
47 48
49
50 51

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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.