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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
EWZ icon
1426
iShares MSCI Brazil ETF
EWZ
$9.25B
$511K ﹤0.01%
+10,771
New +$472K
SPTS icon
1427
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$511K ﹤0.01%
+17,042
New +$511K
HA
1428
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$510K ﹤0.01%
17,400
+9,000
+107% +$263K
AMJ
1429
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$510K ﹤0.01%
23,392
-21,632
-48% -$466K
PINS icon
1430
PUT
Pinterest
PINS
$13.7B
$509K ﹤0.01%
27,300
+8,100
+42% +$175K
AMX icon
1431
America Movil
AMX
$76B
$507K ﹤0.01%
+31,688
New +$496K
EXEL icon
1432
Exelixis
EXEL
$14.1B
$506K ﹤0.01%
+28,711
New +$487K
HPE icon
1433
CALL
Hewlett Packard
HPE
$62.4B
$504K ﹤0.01%
31,800
-9,200
-22% -$147K
ADAM
1434
Adamas Trust
ADAM
$803M
$504K ﹤0.01%
20,223
-19,417
-49% -$481K
TME icon
1435
PUT
Tencent Music
TME
$15.5B
$504K ﹤0.01%
42,900
+29,700
+225% +$382K
SJM icon
1436
J.M. Smucker
SJM
$13.1B
$503K ﹤0.01%
+4,832
New +$511K
MIK
1437
CALL
DELISTED
Michaels Stores, Inc
MIK
$501K ﹤0.01%
61,900
+51,500
+495% +$433K
EAT icon
1438
CALL
Brinker International
EAT
$9B
$500K ﹤0.01%
11,900
+2,000
+20% +$86.2K
RGEN icon
1439
CALL
Repligen
RGEN
$7.03B
$500K ﹤0.01%
+5,400
New +$454K
HEDJ icon
1440
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
$499K ﹤0.01%
+14,132
New +$487K
NYT icon
1441
New York Times
NYT
$12.3B
$499K ﹤0.01%
+15,520
New +$482K
ESS icon
1442
Essex Property Trust
ESS
$18.1B
$498K ﹤0.01%
+1,656
New +$523K
NUAN
1443
PUT
DELISTED
Nuance Communications, Inc.
NUAN
$492K ﹤0.01%
+27,600
New +$458K
WAT icon
1444
CALL
Waters Corp
WAT
$37.3B
$491K ﹤0.01%
+2,100
New +$464K
EHTH icon
1445
CALL
eHealth
EHTH
$43.8M
$490K ﹤0.01%
+5,100
New +$396K
LQD icon
1446
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$490K ﹤0.01%
+3,831
New +$488K
CMA
1447
CALL
DELISTED
Comerica
CMA
$488K ﹤0.01%
6,800
-12,500
-65% -$858K
IP icon
1448
PUT
International Paper
IP
$22.8B
$488K ﹤0.01%
11,194
-8,025
-42% -$337K
SBSW icon
1449
Sibanye-Stillwater
SBSW
$6.43B
$488K ﹤0.01%
49,106
+28,623
+140% +$221K
CPRT icon
1450
Copart
CPRT
$27.4B
$487K ﹤0.01%
21,432
+3,132
+17% +$66.9K
56 57
58
59 60

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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.