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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
EWY icon
1326
iShares MSCI South Korea ETF
EWY
$22.5B
$607K ﹤0.01%
+9,754
New +$579K
NCLH icon
1327
PUT
Norwegian Cruise Line
NCLH
$8.59B
$607K ﹤0.01%
+10,400
New +$549K
LNW
1328
CALL
DELISTED
Light & Wonder
LNW
$605K ﹤0.01%
+22,600
New +$582K
AEO icon
1329
American Eagle Outfitters
AEO
$2.9B
$603K ﹤0.01%
+41,054
New +$627K
MAT icon
1330
CALL
Mattel
MAT
$4.42B
$603K ﹤0.01%
+44,500
New +$528K
DXJ icon
1331
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$602K ﹤0.01%
+11,187
New +$597K
GM icon
1332
General Motors
GM
$80B
$600K ﹤0.01%
+16,391
New +$596K
RVLV icon
1333
PUT
Revolve Group
RVLV
$1.82B
$600K ﹤0.01%
+32,700
New +$619K
USFD icon
1334
CALL
US Foods
USFD
$22.1B
$599K ﹤0.01%
+14,300
New +$574K
LL
1335
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
$597K ﹤0.01%
61,100
+44,100
+259% +$412K
GWPH
1336
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$596K ﹤0.01%
+5,698
New +$639K
WDAY icon
1337
Workday
WDAY
$39B
$595K ﹤0.01%
3,617
+1,975
+120% +$328K
MCO icon
1338
CALL
Moody's
MCO
$83.5B
$594K ﹤0.01%
2,500
-3,500
-58% -$778K
WPM icon
1339
Wheaton Precious Metals
WPM
$51.5B
$593K ﹤0.01%
19,916
+1,250
+7% +$34.2K
OLN icon
1340
CALL
Olin
OLN
$2.53B
$590K ﹤0.01%
+34,200
New +$612K
TRN icon
1341
CALL
Trinity Industries
TRN
$2.73B
$589K ﹤0.01%
+26,600
New +$542K
KLAC icon
1342
PUT
KLA
KLAC
$236B
$588K ﹤0.01%
33,000
-16,000
-33% -$268K
ALNY icon
1343
CALL
Alnylam Pharmaceuticals
ALNY
$27.4B
$587K ﹤0.01%
+5,100
New +$508K
THO icon
1344
CALL
Thor Industries
THO
$3.95B
$587K ﹤0.01%
7,900
+2,000
+34% +$129K
GT icon
1345
PUT
Goodyear
GT
$2.04B
$586K ﹤0.01%
+37,700
New +$589K
ARW icon
1346
CALL
Arrow Electronics
ARW
$10.9B
$585K ﹤0.01%
+6,900
New +$549K
TXT icon
1347
CALL
Textron
TXT
$15B
$584K ﹤0.01%
13,100
-12,800
-49% -$593K
AMP icon
1348
PUT
Ameriprise Financial
AMP
$48.1B
$583K ﹤0.01%
+3,500
New +$542K
CSIQ icon
1349
CALL
Canadian Solar
CSIQ
$1B
$583K ﹤0.01%
26,400
-14,800
-36% -$268K
TPR icon
1350
PUT
Tapestry
TPR
$30.8B
$583K ﹤0.01%
21,600
-26,400
-55% -$688K
52 53
54
55 56

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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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RB
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OMG
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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.